NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.634 |
3.695 |
0.061 |
1.7% |
3.489 |
| High |
3.697 |
3.736 |
0.039 |
1.1% |
3.736 |
| Low |
3.622 |
3.668 |
0.046 |
1.3% |
3.453 |
| Close |
3.693 |
3.730 |
0.037 |
1.0% |
3.730 |
| Range |
0.075 |
0.068 |
-0.007 |
-9.3% |
0.283 |
| ATR |
0.086 |
0.084 |
-0.001 |
-1.5% |
0.000 |
| Volume |
25,952 |
31,297 |
5,345 |
20.6% |
101,490 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.915 |
3.891 |
3.767 |
|
| R3 |
3.847 |
3.823 |
3.749 |
|
| R2 |
3.779 |
3.779 |
3.742 |
|
| R1 |
3.755 |
3.755 |
3.736 |
3.767 |
| PP |
3.711 |
3.711 |
3.711 |
3.718 |
| S1 |
3.687 |
3.687 |
3.724 |
3.699 |
| S2 |
3.643 |
3.643 |
3.718 |
|
| S3 |
3.575 |
3.619 |
3.711 |
|
| S4 |
3.507 |
3.551 |
3.693 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.489 |
4.392 |
3.886 |
|
| R3 |
4.206 |
4.109 |
3.808 |
|
| R2 |
3.923 |
3.923 |
3.782 |
|
| R1 |
3.826 |
3.826 |
3.756 |
3.875 |
| PP |
3.640 |
3.640 |
3.640 |
3.664 |
| S1 |
3.543 |
3.543 |
3.704 |
3.592 |
| S2 |
3.357 |
3.357 |
3.678 |
|
| S3 |
3.074 |
3.260 |
3.652 |
|
| S4 |
2.791 |
2.977 |
3.574 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.025 |
|
2.618 |
3.914 |
|
1.618 |
3.846 |
|
1.000 |
3.804 |
|
0.618 |
3.778 |
|
HIGH |
3.736 |
|
0.618 |
3.710 |
|
0.500 |
3.702 |
|
0.382 |
3.694 |
|
LOW |
3.668 |
|
0.618 |
3.626 |
|
1.000 |
3.600 |
|
1.618 |
3.558 |
|
2.618 |
3.490 |
|
4.250 |
3.379 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.721 |
3.701 |
| PP |
3.711 |
3.672 |
| S1 |
3.702 |
3.643 |
|