NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.001 |
3.063 |
0.062 |
2.1% |
2.806 |
| High |
3.068 |
3.070 |
0.002 |
0.1% |
2.888 |
| Low |
2.950 |
2.960 |
0.010 |
0.3% |
2.666 |
| Close |
3.063 |
3.037 |
-0.026 |
-0.8% |
2.682 |
| Range |
0.118 |
0.110 |
-0.008 |
-6.8% |
0.222 |
| ATR |
0.131 |
0.129 |
-0.001 |
-1.1% |
0.000 |
| Volume |
197,439 |
196,949 |
-490 |
-0.2% |
550,425 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.352 |
3.305 |
3.098 |
|
| R3 |
3.242 |
3.195 |
3.067 |
|
| R2 |
3.132 |
3.132 |
3.057 |
|
| R1 |
3.085 |
3.085 |
3.047 |
3.054 |
| PP |
3.022 |
3.022 |
3.022 |
3.007 |
| S1 |
2.975 |
2.975 |
3.027 |
2.944 |
| S2 |
2.912 |
2.912 |
3.017 |
|
| S3 |
2.802 |
2.865 |
3.007 |
|
| S4 |
2.692 |
2.755 |
2.977 |
|
|
| 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 |
3.070 |
2.647 |
0.423 |
13.9% |
0.147 |
4.8% |
92% |
True |
False |
187,916 |
| 10 |
3.070 |
2.637 |
0.433 |
14.3% |
0.130 |
4.3% |
92% |
True |
False |
155,676 |
| 20 |
3.070 |
2.610 |
0.460 |
15.1% |
0.124 |
4.1% |
93% |
True |
False |
122,464 |
| 40 |
3.281 |
2.610 |
0.671 |
22.1% |
0.126 |
4.2% |
64% |
False |
False |
97,912 |
| 60 |
3.281 |
2.610 |
0.671 |
22.1% |
0.131 |
4.3% |
64% |
False |
False |
81,062 |
| 80 |
3.281 |
2.357 |
0.924 |
30.4% |
0.128 |
4.2% |
74% |
False |
False |
71,037 |
| 100 |
3.281 |
2.357 |
0.924 |
30.4% |
0.125 |
4.1% |
74% |
False |
False |
63,955 |
| 120 |
3.281 |
2.300 |
0.981 |
32.3% |
0.115 |
3.8% |
75% |
False |
False |
56,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.538 |
|
2.618 |
3.358 |
|
1.618 |
3.248 |
|
1.000 |
3.180 |
|
0.618 |
3.138 |
|
HIGH |
3.070 |
|
0.618 |
3.028 |
|
0.500 |
3.015 |
|
0.382 |
3.002 |
|
LOW |
2.960 |
|
0.618 |
2.892 |
|
1.000 |
2.850 |
|
1.618 |
2.782 |
|
2.618 |
2.672 |
|
4.250 |
2.493 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.030 |
3.003 |
| PP |
3.022 |
2.970 |
| S1 |
3.015 |
2.936 |
|