NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.806 |
2.850 |
0.044 |
1.6% |
2.788 |
| High |
2.888 |
2.869 |
-0.019 |
-0.7% |
2.808 |
| Low |
2.762 |
2.780 |
0.018 |
0.7% |
2.610 |
| Close |
2.854 |
2.795 |
-0.059 |
-2.1% |
2.799 |
| Range |
0.126 |
0.089 |
-0.037 |
-29.4% |
0.198 |
| ATR |
0.123 |
0.121 |
-0.002 |
-2.0% |
0.000 |
| Volume |
126,230 |
120,272 |
-5,958 |
-4.7% |
544,267 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.082 |
3.027 |
2.844 |
|
| R3 |
2.993 |
2.938 |
2.819 |
|
| R2 |
2.904 |
2.904 |
2.811 |
|
| R1 |
2.849 |
2.849 |
2.803 |
2.832 |
| PP |
2.815 |
2.815 |
2.815 |
2.806 |
| S1 |
2.760 |
2.760 |
2.787 |
2.743 |
| S2 |
2.726 |
2.726 |
2.779 |
|
| S3 |
2.637 |
2.671 |
2.771 |
|
| S4 |
2.548 |
2.582 |
2.746 |
|
|
| 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 |
9.9% |
0.107 |
3.8% |
67% |
False |
False |
117,264 |
| 10 |
2.910 |
2.610 |
0.300 |
10.7% |
0.118 |
4.2% |
62% |
False |
False |
107,421 |
| 20 |
3.135 |
2.610 |
0.525 |
18.8% |
0.119 |
4.3% |
35% |
False |
False |
97,370 |
| 40 |
3.281 |
2.610 |
0.671 |
24.0% |
0.126 |
4.5% |
28% |
False |
False |
76,766 |
| 60 |
3.281 |
2.357 |
0.924 |
33.1% |
0.132 |
4.7% |
47% |
False |
False |
67,918 |
| 80 |
3.281 |
2.357 |
0.924 |
33.1% |
0.127 |
4.6% |
47% |
False |
False |
60,240 |
| 100 |
3.281 |
2.300 |
0.981 |
35.1% |
0.119 |
4.3% |
50% |
False |
False |
54,310 |
| 120 |
3.281 |
2.300 |
0.981 |
35.1% |
0.111 |
4.0% |
50% |
False |
False |
48,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.247 |
|
2.618 |
3.102 |
|
1.618 |
3.013 |
|
1.000 |
2.958 |
|
0.618 |
2.924 |
|
HIGH |
2.869 |
|
0.618 |
2.835 |
|
0.500 |
2.825 |
|
0.382 |
2.814 |
|
LOW |
2.780 |
|
0.618 |
2.725 |
|
1.000 |
2.691 |
|
1.618 |
2.636 |
|
2.618 |
2.547 |
|
4.250 |
2.402 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.825 |
2.798 |
| PP |
2.815 |
2.797 |
| S1 |
2.805 |
2.796 |
|