NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.505 |
3.550 |
0.045 |
1.3% |
3.486 |
| High |
3.551 |
3.590 |
0.039 |
1.1% |
3.554 |
| Low |
3.494 |
3.550 |
0.056 |
1.6% |
3.450 |
| Close |
3.537 |
3.584 |
0.047 |
1.3% |
3.554 |
| Range |
0.057 |
0.040 |
-0.017 |
-29.8% |
0.104 |
| ATR |
0.073 |
0.072 |
-0.001 |
-2.0% |
0.000 |
| Volume |
5,899 |
1,896 |
-4,003 |
-67.9% |
9,469 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.695 |
3.679 |
3.606 |
|
| R3 |
3.655 |
3.639 |
3.595 |
|
| R2 |
3.615 |
3.615 |
3.591 |
|
| R1 |
3.599 |
3.599 |
3.588 |
3.607 |
| PP |
3.575 |
3.575 |
3.575 |
3.579 |
| S1 |
3.559 |
3.559 |
3.580 |
3.567 |
| S2 |
3.535 |
3.535 |
3.577 |
|
| S3 |
3.495 |
3.519 |
3.573 |
|
| S4 |
3.455 |
3.479 |
3.562 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.831 |
3.797 |
3.611 |
|
| R3 |
3.727 |
3.693 |
3.583 |
|
| R2 |
3.623 |
3.623 |
3.573 |
|
| R1 |
3.589 |
3.589 |
3.564 |
3.606 |
| PP |
3.519 |
3.519 |
3.519 |
3.528 |
| S1 |
3.485 |
3.485 |
3.544 |
3.502 |
| S2 |
3.415 |
3.415 |
3.535 |
|
| S3 |
3.311 |
3.381 |
3.525 |
|
| S4 |
3.207 |
3.277 |
3.497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.590 |
3.450 |
0.140 |
3.9% |
0.052 |
1.5% |
96% |
True |
False |
2,956 |
| 10 |
3.590 |
3.450 |
0.140 |
3.9% |
0.063 |
1.8% |
96% |
True |
False |
3,872 |
| 20 |
3.590 |
3.250 |
0.340 |
9.5% |
0.069 |
1.9% |
98% |
True |
False |
3,033 |
| 40 |
3.704 |
3.250 |
0.454 |
12.7% |
0.072 |
2.0% |
74% |
False |
False |
2,285 |
| 60 |
3.704 |
3.250 |
0.454 |
12.7% |
0.070 |
2.0% |
74% |
False |
False |
1,839 |
| 80 |
3.704 |
3.170 |
0.534 |
14.9% |
0.068 |
1.9% |
78% |
False |
False |
1,640 |
| 100 |
3.704 |
3.170 |
0.534 |
14.9% |
0.067 |
1.9% |
78% |
False |
False |
1,539 |
| 120 |
3.704 |
3.072 |
0.632 |
17.6% |
0.064 |
1.8% |
81% |
False |
False |
1,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.760 |
|
2.618 |
3.695 |
|
1.618 |
3.655 |
|
1.000 |
3.630 |
|
0.618 |
3.615 |
|
HIGH |
3.590 |
|
0.618 |
3.575 |
|
0.500 |
3.570 |
|
0.382 |
3.565 |
|
LOW |
3.550 |
|
0.618 |
3.525 |
|
1.000 |
3.510 |
|
1.618 |
3.485 |
|
2.618 |
3.445 |
|
4.250 |
3.380 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.579 |
3.564 |
| PP |
3.575 |
3.545 |
| S1 |
3.570 |
3.525 |
|