NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.850 |
2.799 |
-0.051 |
-1.8% |
2.788 |
| High |
2.869 |
2.866 |
-0.003 |
-0.1% |
2.808 |
| Low |
2.780 |
2.742 |
-0.038 |
-1.4% |
2.610 |
| Close |
2.795 |
2.776 |
-0.019 |
-0.7% |
2.799 |
| Range |
0.089 |
0.124 |
0.035 |
39.3% |
0.198 |
| ATR |
0.121 |
0.121 |
0.000 |
0.2% |
0.000 |
| Volume |
120,272 |
158,016 |
37,744 |
31.4% |
544,267 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.167 |
3.095 |
2.844 |
|
| R3 |
3.043 |
2.971 |
2.810 |
|
| R2 |
2.919 |
2.919 |
2.799 |
|
| R1 |
2.847 |
2.847 |
2.787 |
2.821 |
| PP |
2.795 |
2.795 |
2.795 |
2.782 |
| S1 |
2.723 |
2.723 |
2.765 |
2.697 |
| S2 |
2.671 |
2.671 |
2.753 |
|
| S3 |
2.547 |
2.599 |
2.742 |
|
| S4 |
2.423 |
2.475 |
2.708 |
|
|
| 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 |
2.637 |
0.251 |
9.0% |
0.114 |
4.1% |
55% |
False |
False |
123,435 |
| 10 |
2.910 |
2.610 |
0.300 |
10.8% |
0.121 |
4.4% |
55% |
False |
False |
116,037 |
| 20 |
3.135 |
2.610 |
0.525 |
18.9% |
0.121 |
4.4% |
32% |
False |
False |
101,028 |
| 40 |
3.281 |
2.610 |
0.671 |
24.2% |
0.125 |
4.5% |
25% |
False |
False |
79,389 |
| 60 |
3.281 |
2.357 |
0.924 |
33.3% |
0.132 |
4.8% |
45% |
False |
False |
69,847 |
| 80 |
3.281 |
2.357 |
0.924 |
33.3% |
0.128 |
4.6% |
45% |
False |
False |
61,666 |
| 100 |
3.281 |
2.300 |
0.981 |
35.3% |
0.120 |
4.3% |
49% |
False |
False |
55,631 |
| 120 |
3.281 |
2.300 |
0.981 |
35.3% |
0.112 |
4.0% |
49% |
False |
False |
49,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.393 |
|
2.618 |
3.191 |
|
1.618 |
3.067 |
|
1.000 |
2.990 |
|
0.618 |
2.943 |
|
HIGH |
2.866 |
|
0.618 |
2.819 |
|
0.500 |
2.804 |
|
0.382 |
2.789 |
|
LOW |
2.742 |
|
0.618 |
2.665 |
|
1.000 |
2.618 |
|
1.618 |
2.541 |
|
2.618 |
2.417 |
|
4.250 |
2.215 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.804 |
2.815 |
| PP |
2.795 |
2.802 |
| S1 |
2.785 |
2.789 |
|