NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.799 |
2.747 |
-0.052 |
-1.9% |
2.806 |
| High |
2.866 |
2.765 |
-0.101 |
-3.5% |
2.888 |
| Low |
2.742 |
2.666 |
-0.076 |
-2.8% |
2.666 |
| Close |
2.776 |
2.682 |
-0.094 |
-3.4% |
2.682 |
| Range |
0.124 |
0.099 |
-0.025 |
-20.2% |
0.222 |
| ATR |
0.121 |
0.120 |
-0.001 |
-0.7% |
0.000 |
| Volume |
158,016 |
145,907 |
-12,109 |
-7.7% |
550,425 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.001 |
2.941 |
2.736 |
|
| R3 |
2.902 |
2.842 |
2.709 |
|
| R2 |
2.803 |
2.803 |
2.700 |
|
| R1 |
2.743 |
2.743 |
2.691 |
2.724 |
| PP |
2.704 |
2.704 |
2.704 |
2.695 |
| S1 |
2.644 |
2.644 |
2.673 |
2.625 |
| S2 |
2.605 |
2.605 |
2.664 |
|
| S3 |
2.506 |
2.545 |
2.655 |
|
| S4 |
2.407 |
2.446 |
2.628 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.411 |
3.269 |
2.804 |
|
| R3 |
3.189 |
3.047 |
2.743 |
|
| R2 |
2.967 |
2.967 |
2.723 |
|
| R1 |
2.825 |
2.825 |
2.702 |
2.785 |
| PP |
2.745 |
2.745 |
2.745 |
2.726 |
| S1 |
2.603 |
2.603 |
2.662 |
2.563 |
| S2 |
2.523 |
2.523 |
2.641 |
|
| S3 |
2.301 |
2.381 |
2.621 |
|
| S4 |
2.079 |
2.159 |
2.560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.888 |
2.666 |
0.222 |
8.3% |
0.108 |
4.0% |
7% |
False |
True |
133,364 |
| 10 |
2.910 |
2.610 |
0.300 |
11.2% |
0.114 |
4.3% |
24% |
False |
False |
118,656 |
| 20 |
2.966 |
2.610 |
0.356 |
13.3% |
0.115 |
4.3% |
20% |
False |
False |
103,719 |
| 40 |
3.281 |
2.610 |
0.671 |
25.0% |
0.123 |
4.6% |
11% |
False |
False |
82,137 |
| 60 |
3.281 |
2.357 |
0.924 |
34.5% |
0.133 |
5.0% |
35% |
False |
False |
71,375 |
| 80 |
3.281 |
2.357 |
0.924 |
34.5% |
0.127 |
4.7% |
35% |
False |
False |
63,221 |
| 100 |
3.281 |
2.300 |
0.981 |
36.6% |
0.120 |
4.5% |
39% |
False |
False |
56,889 |
| 120 |
3.281 |
2.300 |
0.981 |
36.6% |
0.112 |
4.2% |
39% |
False |
False |
50,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.186 |
|
2.618 |
3.024 |
|
1.618 |
2.925 |
|
1.000 |
2.864 |
|
0.618 |
2.826 |
|
HIGH |
2.765 |
|
0.618 |
2.727 |
|
0.500 |
2.716 |
|
0.382 |
2.704 |
|
LOW |
2.666 |
|
0.618 |
2.605 |
|
1.000 |
2.567 |
|
1.618 |
2.506 |
|
2.618 |
2.407 |
|
4.250 |
2.245 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.716 |
2.768 |
| PP |
2.704 |
2.739 |
| S1 |
2.693 |
2.711 |
|