NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.484 |
3.467 |
-0.017 |
-0.5% |
3.286 |
| High |
3.523 |
3.494 |
-0.029 |
-0.8% |
3.589 |
| Low |
3.451 |
3.450 |
-0.001 |
0.0% |
3.277 |
| Close |
3.461 |
3.458 |
-0.003 |
-0.1% |
3.506 |
| Range |
0.072 |
0.044 |
-0.028 |
-38.9% |
0.312 |
| ATR |
0.079 |
0.076 |
-0.002 |
-3.2% |
0.000 |
| Volume |
1,060 |
2,813 |
1,753 |
165.4% |
28,797 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.599 |
3.573 |
3.482 |
|
| R3 |
3.555 |
3.529 |
3.470 |
|
| R2 |
3.511 |
3.511 |
3.466 |
|
| R1 |
3.485 |
3.485 |
3.462 |
3.476 |
| PP |
3.467 |
3.467 |
3.467 |
3.463 |
| S1 |
3.441 |
3.441 |
3.454 |
3.432 |
| S2 |
3.423 |
3.423 |
3.450 |
|
| S3 |
3.379 |
3.397 |
3.446 |
|
| S4 |
3.335 |
3.353 |
3.434 |
|
|
| 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 |
3.585 |
3.450 |
0.135 |
3.9% |
0.062 |
1.8% |
6% |
False |
True |
2,958 |
| 10 |
3.589 |
3.275 |
0.314 |
9.1% |
0.077 |
2.2% |
58% |
False |
False |
3,887 |
| 20 |
3.589 |
3.250 |
0.339 |
9.8% |
0.075 |
2.2% |
61% |
False |
False |
2,779 |
| 40 |
3.704 |
3.250 |
0.454 |
13.1% |
0.072 |
2.1% |
46% |
False |
False |
2,064 |
| 60 |
3.704 |
3.250 |
0.454 |
13.1% |
0.071 |
2.1% |
46% |
False |
False |
1,739 |
| 80 |
3.704 |
3.170 |
0.534 |
15.4% |
0.069 |
2.0% |
54% |
False |
False |
1,554 |
| 100 |
3.704 |
3.170 |
0.534 |
15.4% |
0.068 |
2.0% |
54% |
False |
False |
1,456 |
| 120 |
3.704 |
3.072 |
0.632 |
18.3% |
0.064 |
1.9% |
61% |
False |
False |
1,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.681 |
|
2.618 |
3.609 |
|
1.618 |
3.565 |
|
1.000 |
3.538 |
|
0.618 |
3.521 |
|
HIGH |
3.494 |
|
0.618 |
3.477 |
|
0.500 |
3.472 |
|
0.382 |
3.467 |
|
LOW |
3.450 |
|
0.618 |
3.423 |
|
1.000 |
3.406 |
|
1.618 |
3.379 |
|
2.618 |
3.335 |
|
4.250 |
3.263 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.472 |
3.487 |
| PP |
3.467 |
3.477 |
| S1 |
3.463 |
3.468 |
|