NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.616 |
3.675 |
0.059 |
1.6% |
3.486 |
| High |
3.701 |
3.724 |
0.023 |
0.6% |
3.554 |
| Low |
3.592 |
3.653 |
0.061 |
1.7% |
3.450 |
| Close |
3.665 |
3.721 |
0.056 |
1.5% |
3.554 |
| Range |
0.109 |
0.071 |
-0.038 |
-34.9% |
0.104 |
| ATR |
0.075 |
0.075 |
0.000 |
-0.4% |
0.000 |
| Volume |
1,993 |
6,683 |
4,690 |
235.3% |
9,469 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.912 |
3.888 |
3.760 |
|
| R3 |
3.841 |
3.817 |
3.741 |
|
| R2 |
3.770 |
3.770 |
3.734 |
|
| R1 |
3.746 |
3.746 |
3.728 |
3.758 |
| PP |
3.699 |
3.699 |
3.699 |
3.706 |
| S1 |
3.675 |
3.675 |
3.714 |
3.687 |
| S2 |
3.628 |
3.628 |
3.708 |
|
| S3 |
3.557 |
3.604 |
3.701 |
|
| S4 |
3.486 |
3.533 |
3.682 |
|
|
| 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 |
3.724 |
3.460 |
0.264 |
7.1% |
0.074 |
2.0% |
99% |
True |
False |
3,747 |
| 10 |
3.724 |
3.450 |
0.274 |
7.4% |
0.062 |
1.7% |
99% |
True |
False |
2,871 |
| 20 |
3.724 |
3.275 |
0.449 |
12.1% |
0.071 |
1.9% |
99% |
True |
False |
3,309 |
| 40 |
3.724 |
3.250 |
0.474 |
12.7% |
0.073 |
2.0% |
99% |
True |
False |
2,409 |
| 60 |
3.724 |
3.250 |
0.474 |
12.7% |
0.071 |
1.9% |
99% |
True |
False |
1,964 |
| 80 |
3.724 |
3.170 |
0.554 |
14.9% |
0.069 |
1.9% |
99% |
True |
False |
1,732 |
| 100 |
3.724 |
3.170 |
0.554 |
14.9% |
0.068 |
1.8% |
99% |
True |
False |
1,609 |
| 120 |
3.724 |
3.072 |
0.652 |
17.5% |
0.065 |
1.7% |
100% |
True |
False |
1,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.026 |
|
2.618 |
3.910 |
|
1.618 |
3.839 |
|
1.000 |
3.795 |
|
0.618 |
3.768 |
|
HIGH |
3.724 |
|
0.618 |
3.697 |
|
0.500 |
3.689 |
|
0.382 |
3.680 |
|
LOW |
3.653 |
|
0.618 |
3.609 |
|
1.000 |
3.582 |
|
1.618 |
3.538 |
|
2.618 |
3.467 |
|
4.250 |
3.351 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.710 |
3.693 |
| PP |
3.699 |
3.665 |
| S1 |
3.689 |
3.637 |
|