NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.467 |
3.465 |
-0.002 |
-0.1% |
3.286 |
| High |
3.494 |
3.479 |
-0.015 |
-0.4% |
3.589 |
| Low |
3.450 |
3.453 |
0.003 |
0.1% |
3.277 |
| Close |
3.458 |
3.464 |
0.006 |
0.2% |
3.506 |
| Range |
0.044 |
0.026 |
-0.018 |
-40.9% |
0.312 |
| ATR |
0.076 |
0.073 |
-0.004 |
-4.7% |
0.000 |
| Volume |
2,813 |
1,908 |
-905 |
-32.2% |
28,797 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.543 |
3.530 |
3.478 |
|
| R3 |
3.517 |
3.504 |
3.471 |
|
| R2 |
3.491 |
3.491 |
3.469 |
|
| R1 |
3.478 |
3.478 |
3.466 |
3.472 |
| PP |
3.465 |
3.465 |
3.465 |
3.462 |
| S1 |
3.452 |
3.452 |
3.462 |
3.446 |
| S2 |
3.439 |
3.439 |
3.459 |
|
| S3 |
3.413 |
3.426 |
3.457 |
|
| S4 |
3.387 |
3.400 |
3.450 |
|
|
| 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 |
3.550 |
3.450 |
0.100 |
2.9% |
0.050 |
1.4% |
14% |
False |
False |
1,996 |
| 10 |
3.589 |
3.275 |
0.314 |
9.1% |
0.073 |
2.1% |
60% |
False |
False |
3,849 |
| 20 |
3.589 |
3.250 |
0.339 |
9.8% |
0.074 |
2.1% |
63% |
False |
False |
2,764 |
| 40 |
3.704 |
3.250 |
0.454 |
13.1% |
0.071 |
2.1% |
47% |
False |
False |
2,091 |
| 60 |
3.704 |
3.250 |
0.454 |
13.1% |
0.071 |
2.0% |
47% |
False |
False |
1,763 |
| 80 |
3.704 |
3.170 |
0.534 |
15.4% |
0.068 |
2.0% |
55% |
False |
False |
1,560 |
| 100 |
3.704 |
3.170 |
0.534 |
15.4% |
0.067 |
1.9% |
55% |
False |
False |
1,470 |
| 120 |
3.704 |
3.072 |
0.632 |
18.2% |
0.064 |
1.8% |
62% |
False |
False |
1,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.590 |
|
2.618 |
3.547 |
|
1.618 |
3.521 |
|
1.000 |
3.505 |
|
0.618 |
3.495 |
|
HIGH |
3.479 |
|
0.618 |
3.469 |
|
0.500 |
3.466 |
|
0.382 |
3.463 |
|
LOW |
3.453 |
|
0.618 |
3.437 |
|
1.000 |
3.427 |
|
1.618 |
3.411 |
|
2.618 |
3.385 |
|
4.250 |
3.343 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.466 |
3.487 |
| PP |
3.465 |
3.479 |
| S1 |
3.465 |
3.472 |
|