NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.747 |
2.659 |
-0.088 |
-3.2% |
2.806 |
| High |
2.765 |
2.847 |
0.082 |
3.0% |
2.888 |
| Low |
2.666 |
2.647 |
-0.019 |
-0.7% |
2.666 |
| Close |
2.682 |
2.812 |
0.130 |
4.8% |
2.682 |
| Range |
0.099 |
0.200 |
0.101 |
102.0% |
0.222 |
| ATR |
0.120 |
0.126 |
0.006 |
4.7% |
0.000 |
| Volume |
145,907 |
141,355 |
-4,552 |
-3.1% |
550,425 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.369 |
3.290 |
2.922 |
|
| R3 |
3.169 |
3.090 |
2.867 |
|
| R2 |
2.969 |
2.969 |
2.849 |
|
| R1 |
2.890 |
2.890 |
2.830 |
2.930 |
| PP |
2.769 |
2.769 |
2.769 |
2.788 |
| S1 |
2.690 |
2.690 |
2.794 |
2.730 |
| S2 |
2.569 |
2.569 |
2.775 |
|
| S3 |
2.369 |
2.490 |
2.757 |
|
| S4 |
2.169 |
2.290 |
2.702 |
|
|
| 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 |
2.647 |
0.241 |
8.6% |
0.128 |
4.5% |
68% |
False |
True |
138,356 |
| 10 |
2.888 |
2.610 |
0.278 |
9.9% |
0.116 |
4.1% |
73% |
False |
False |
123,604 |
| 20 |
2.910 |
2.610 |
0.300 |
10.7% |
0.117 |
4.2% |
67% |
False |
False |
103,874 |
| 40 |
3.281 |
2.610 |
0.671 |
23.9% |
0.126 |
4.5% |
30% |
False |
False |
84,043 |
| 60 |
3.281 |
2.610 |
0.671 |
23.9% |
0.131 |
4.6% |
30% |
False |
False |
73,079 |
| 80 |
3.281 |
2.357 |
0.924 |
32.9% |
0.128 |
4.6% |
49% |
False |
False |
64,701 |
| 100 |
3.281 |
2.300 |
0.981 |
34.9% |
0.122 |
4.3% |
52% |
False |
False |
58,105 |
| 120 |
3.281 |
2.300 |
0.981 |
34.9% |
0.113 |
4.0% |
52% |
False |
False |
51,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.697 |
|
2.618 |
3.371 |
|
1.618 |
3.171 |
|
1.000 |
3.047 |
|
0.618 |
2.971 |
|
HIGH |
2.847 |
|
0.618 |
2.771 |
|
0.500 |
2.747 |
|
0.382 |
2.723 |
|
LOW |
2.647 |
|
0.618 |
2.523 |
|
1.000 |
2.447 |
|
1.618 |
2.323 |
|
2.618 |
2.123 |
|
4.250 |
1.797 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.790 |
2.794 |
| PP |
2.769 |
2.775 |
| S1 |
2.747 |
2.757 |
|