NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.388 |
3.515 |
0.127 |
3.7% |
3.364 |
| High |
3.510 |
3.589 |
0.079 |
2.3% |
3.437 |
| Low |
3.388 |
3.484 |
0.096 |
2.8% |
3.275 |
| Close |
3.504 |
3.589 |
0.085 |
2.4% |
3.288 |
| Range |
0.122 |
0.105 |
-0.017 |
-13.9% |
0.162 |
| ATR |
0.081 |
0.083 |
0.002 |
2.1% |
0.000 |
| Volume |
3,202 |
11,963 |
8,761 |
273.6% |
7,848 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.869 |
3.834 |
3.647 |
|
| R3 |
3.764 |
3.729 |
3.618 |
|
| R2 |
3.659 |
3.659 |
3.608 |
|
| R1 |
3.624 |
3.624 |
3.599 |
3.642 |
| PP |
3.554 |
3.554 |
3.554 |
3.563 |
| S1 |
3.519 |
3.519 |
3.579 |
3.537 |
| S2 |
3.449 |
3.449 |
3.570 |
|
| S3 |
3.344 |
3.414 |
3.560 |
|
| S4 |
3.239 |
3.309 |
3.531 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.819 |
3.716 |
3.377 |
|
| R3 |
3.657 |
3.554 |
3.333 |
|
| R2 |
3.495 |
3.495 |
3.318 |
|
| R1 |
3.392 |
3.392 |
3.303 |
3.363 |
| PP |
3.333 |
3.333 |
3.333 |
3.319 |
| S1 |
3.230 |
3.230 |
3.273 |
3.201 |
| S2 |
3.171 |
3.171 |
3.258 |
|
| S3 |
3.009 |
3.068 |
3.243 |
|
| S4 |
2.847 |
2.906 |
3.199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.589 |
3.275 |
0.314 |
8.7% |
0.091 |
2.5% |
100% |
True |
False |
4,817 |
| 10 |
3.589 |
3.250 |
0.339 |
9.4% |
0.079 |
2.2% |
100% |
True |
False |
3,246 |
| 20 |
3.589 |
3.250 |
0.339 |
9.4% |
0.073 |
2.0% |
100% |
True |
False |
2,355 |
| 40 |
3.704 |
3.250 |
0.454 |
12.6% |
0.072 |
2.0% |
75% |
False |
False |
1,820 |
| 60 |
3.704 |
3.250 |
0.454 |
12.6% |
0.071 |
2.0% |
75% |
False |
False |
1,587 |
| 80 |
3.704 |
3.170 |
0.534 |
14.9% |
0.069 |
1.9% |
78% |
False |
False |
1,445 |
| 100 |
3.704 |
3.072 |
0.632 |
17.6% |
0.068 |
1.9% |
82% |
False |
False |
1,361 |
| 120 |
3.704 |
3.072 |
0.632 |
17.6% |
0.063 |
1.8% |
82% |
False |
False |
1,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.035 |
|
2.618 |
3.864 |
|
1.618 |
3.759 |
|
1.000 |
3.694 |
|
0.618 |
3.654 |
|
HIGH |
3.589 |
|
0.618 |
3.549 |
|
0.500 |
3.537 |
|
0.382 |
3.524 |
|
LOW |
3.484 |
|
0.618 |
3.419 |
|
1.000 |
3.379 |
|
1.618 |
3.314 |
|
2.618 |
3.209 |
|
4.250 |
3.038 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.572 |
3.537 |
| PP |
3.554 |
3.485 |
| S1 |
3.537 |
3.433 |
|