NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.842 |
3.001 |
0.159 |
5.6% |
2.806 |
| High |
3.009 |
3.068 |
0.059 |
2.0% |
2.888 |
| Low |
2.802 |
2.950 |
0.148 |
5.3% |
2.666 |
| Close |
2.992 |
3.063 |
0.071 |
2.4% |
2.682 |
| Range |
0.207 |
0.118 |
-0.089 |
-43.0% |
0.222 |
| ATR |
0.132 |
0.131 |
-0.001 |
-0.7% |
0.000 |
| Volume |
257,933 |
197,439 |
-60,494 |
-23.5% |
550,425 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.381 |
3.340 |
3.128 |
|
| R3 |
3.263 |
3.222 |
3.095 |
|
| R2 |
3.145 |
3.145 |
3.085 |
|
| R1 |
3.104 |
3.104 |
3.074 |
3.125 |
| PP |
3.027 |
3.027 |
3.027 |
3.037 |
| S1 |
2.986 |
2.986 |
3.052 |
3.007 |
| S2 |
2.909 |
2.909 |
3.041 |
|
| S3 |
2.791 |
2.868 |
3.031 |
|
| S4 |
2.673 |
2.750 |
2.998 |
|
|
| 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 |
3.068 |
2.647 |
0.421 |
13.7% |
0.150 |
4.9% |
99% |
True |
False |
180,130 |
| 10 |
3.068 |
2.610 |
0.458 |
15.0% |
0.129 |
4.2% |
99% |
True |
False |
148,697 |
| 20 |
3.068 |
2.610 |
0.458 |
15.0% |
0.124 |
4.0% |
99% |
True |
False |
116,220 |
| 40 |
3.281 |
2.610 |
0.671 |
21.9% |
0.129 |
4.2% |
68% |
False |
False |
93,879 |
| 60 |
3.281 |
2.610 |
0.671 |
21.9% |
0.132 |
4.3% |
68% |
False |
False |
78,596 |
| 80 |
3.281 |
2.357 |
0.924 |
30.2% |
0.129 |
4.2% |
76% |
False |
False |
69,463 |
| 100 |
3.281 |
2.314 |
0.967 |
31.6% |
0.124 |
4.1% |
77% |
False |
False |
62,178 |
| 120 |
3.281 |
2.300 |
0.981 |
32.0% |
0.114 |
3.7% |
78% |
False |
False |
55,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.570 |
|
2.618 |
3.377 |
|
1.618 |
3.259 |
|
1.000 |
3.186 |
|
0.618 |
3.141 |
|
HIGH |
3.068 |
|
0.618 |
3.023 |
|
0.500 |
3.009 |
|
0.382 |
2.995 |
|
LOW |
2.950 |
|
0.618 |
2.877 |
|
1.000 |
2.832 |
|
1.618 |
2.759 |
|
2.618 |
2.641 |
|
4.250 |
2.449 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.045 |
2.995 |
| PP |
3.027 |
2.926 |
| S1 |
3.009 |
2.858 |
|