NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.806 |
0.046 |
1.7% |
2.788 |
| High |
2.808 |
2.888 |
0.080 |
2.8% |
2.808 |
| Low |
2.707 |
2.762 |
0.055 |
2.0% |
2.610 |
| Close |
2.799 |
2.854 |
0.055 |
2.0% |
2.799 |
| Range |
0.101 |
0.126 |
0.025 |
24.8% |
0.198 |
| ATR |
0.123 |
0.123 |
0.000 |
0.2% |
0.000 |
| Volume |
116,399 |
126,230 |
9,831 |
8.4% |
544,267 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.213 |
3.159 |
2.923 |
|
| R3 |
3.087 |
3.033 |
2.889 |
|
| R2 |
2.961 |
2.961 |
2.877 |
|
| R1 |
2.907 |
2.907 |
2.866 |
2.934 |
| PP |
2.835 |
2.835 |
2.835 |
2.848 |
| S1 |
2.781 |
2.781 |
2.842 |
2.808 |
| S2 |
2.709 |
2.709 |
2.831 |
|
| S3 |
2.583 |
2.655 |
2.819 |
|
| S4 |
2.457 |
2.529 |
2.785 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.264 |
2.908 |
|
| R3 |
3.135 |
3.066 |
2.853 |
|
| R2 |
2.937 |
2.937 |
2.835 |
|
| R1 |
2.868 |
2.868 |
2.817 |
2.903 |
| PP |
2.739 |
2.739 |
2.739 |
2.756 |
| S1 |
2.670 |
2.670 |
2.781 |
2.705 |
| S2 |
2.541 |
2.541 |
2.763 |
|
| S3 |
2.343 |
2.472 |
2.745 |
|
| S4 |
2.145 |
2.274 |
2.690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.888 |
2.610 |
0.278 |
9.7% |
0.103 |
3.6% |
88% |
True |
False |
115,491 |
| 10 |
2.910 |
2.610 |
0.300 |
10.5% |
0.123 |
4.3% |
81% |
False |
False |
104,046 |
| 20 |
3.135 |
2.610 |
0.525 |
18.4% |
0.121 |
4.2% |
46% |
False |
False |
93,632 |
| 40 |
3.281 |
2.610 |
0.671 |
23.5% |
0.128 |
4.5% |
36% |
False |
False |
74,698 |
| 60 |
3.281 |
2.357 |
0.924 |
32.4% |
0.131 |
4.6% |
54% |
False |
False |
66,616 |
| 80 |
3.281 |
2.357 |
0.924 |
32.4% |
0.127 |
4.5% |
54% |
False |
False |
59,270 |
| 100 |
3.281 |
2.300 |
0.981 |
34.4% |
0.118 |
4.1% |
56% |
False |
False |
53,432 |
| 120 |
3.281 |
2.300 |
0.981 |
34.4% |
0.111 |
3.9% |
56% |
False |
False |
47,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.424 |
|
2.618 |
3.218 |
|
1.618 |
3.092 |
|
1.000 |
3.014 |
|
0.618 |
2.966 |
|
HIGH |
2.888 |
|
0.618 |
2.840 |
|
0.500 |
2.825 |
|
0.382 |
2.810 |
|
LOW |
2.762 |
|
0.618 |
2.684 |
|
1.000 |
2.636 |
|
1.618 |
2.558 |
|
2.618 |
2.432 |
|
4.250 |
2.227 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.844 |
2.824 |
| PP |
2.835 |
2.793 |
| S1 |
2.825 |
2.763 |
|