NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.486 |
3.484 |
-0.002 |
-0.1% |
3.286 |
| High |
3.508 |
3.523 |
0.015 |
0.4% |
3.589 |
| Low |
3.467 |
3.451 |
-0.016 |
-0.5% |
3.277 |
| Close |
3.474 |
3.461 |
-0.013 |
-0.4% |
3.506 |
| Range |
0.041 |
0.072 |
0.031 |
75.6% |
0.312 |
| ATR |
0.079 |
0.079 |
-0.001 |
-0.7% |
0.000 |
| Volume |
1,421 |
1,060 |
-361 |
-25.4% |
28,797 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.694 |
3.650 |
3.501 |
|
| R3 |
3.622 |
3.578 |
3.481 |
|
| R2 |
3.550 |
3.550 |
3.474 |
|
| R1 |
3.506 |
3.506 |
3.468 |
3.492 |
| PP |
3.478 |
3.478 |
3.478 |
3.472 |
| S1 |
3.434 |
3.434 |
3.454 |
3.420 |
| S2 |
3.406 |
3.406 |
3.448 |
|
| S3 |
3.334 |
3.362 |
3.441 |
|
| S4 |
3.262 |
3.290 |
3.421 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.393 |
4.262 |
3.678 |
|
| R3 |
4.081 |
3.950 |
3.592 |
|
| R2 |
3.769 |
3.769 |
3.563 |
|
| R1 |
3.638 |
3.638 |
3.535 |
3.704 |
| PP |
3.457 |
3.457 |
3.457 |
3.490 |
| S1 |
3.326 |
3.326 |
3.477 |
3.392 |
| S2 |
3.145 |
3.145 |
3.449 |
|
| S3 |
2.833 |
3.014 |
3.420 |
|
| S4 |
2.521 |
2.702 |
3.334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.589 |
3.451 |
0.138 |
4.0% |
0.074 |
2.1% |
7% |
False |
True |
4,788 |
| 10 |
3.589 |
3.275 |
0.314 |
9.1% |
0.076 |
2.2% |
59% |
False |
False |
3,801 |
| 20 |
3.589 |
3.250 |
0.339 |
9.8% |
0.078 |
2.2% |
62% |
False |
False |
2,697 |
| 40 |
3.704 |
3.250 |
0.454 |
13.1% |
0.072 |
2.1% |
46% |
False |
False |
2,024 |
| 60 |
3.704 |
3.250 |
0.454 |
13.1% |
0.071 |
2.1% |
46% |
False |
False |
1,702 |
| 80 |
3.704 |
3.170 |
0.534 |
15.4% |
0.069 |
2.0% |
54% |
False |
False |
1,531 |
| 100 |
3.704 |
3.170 |
0.534 |
15.4% |
0.068 |
2.0% |
54% |
False |
False |
1,440 |
| 120 |
3.704 |
3.072 |
0.632 |
18.3% |
0.064 |
1.9% |
62% |
False |
False |
1,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.829 |
|
2.618 |
3.711 |
|
1.618 |
3.639 |
|
1.000 |
3.595 |
|
0.618 |
3.567 |
|
HIGH |
3.523 |
|
0.618 |
3.495 |
|
0.500 |
3.487 |
|
0.382 |
3.479 |
|
LOW |
3.451 |
|
0.618 |
3.407 |
|
1.000 |
3.379 |
|
1.618 |
3.335 |
|
2.618 |
3.263 |
|
4.250 |
3.145 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.487 |
3.501 |
| PP |
3.478 |
3.487 |
| S1 |
3.470 |
3.474 |
|