NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.063 |
3.036 |
-0.027 |
-0.9% |
2.659 |
| High |
3.070 |
3.062 |
-0.008 |
-0.3% |
3.070 |
| Low |
2.960 |
2.920 |
-0.040 |
-1.4% |
2.647 |
| Close |
3.037 |
2.943 |
-0.094 |
-3.1% |
2.943 |
| Range |
0.110 |
0.142 |
0.032 |
29.1% |
0.423 |
| ATR |
0.129 |
0.130 |
0.001 |
0.7% |
0.000 |
| Volume |
196,949 |
144,319 |
-52,630 |
-26.7% |
937,995 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.401 |
3.314 |
3.021 |
|
| R3 |
3.259 |
3.172 |
2.982 |
|
| R2 |
3.117 |
3.117 |
2.969 |
|
| R1 |
3.030 |
3.030 |
2.956 |
3.003 |
| PP |
2.975 |
2.975 |
2.975 |
2.961 |
| S1 |
2.888 |
2.888 |
2.930 |
2.861 |
| S2 |
2.833 |
2.833 |
2.917 |
|
| S3 |
2.691 |
2.746 |
2.904 |
|
| S4 |
2.549 |
2.604 |
2.865 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.156 |
3.972 |
3.176 |
|
| R3 |
3.733 |
3.549 |
3.059 |
|
| R2 |
3.310 |
3.310 |
3.021 |
|
| R1 |
3.126 |
3.126 |
2.982 |
3.218 |
| PP |
2.887 |
2.887 |
2.887 |
2.933 |
| S1 |
2.703 |
2.703 |
2.904 |
2.795 |
| S2 |
2.464 |
2.464 |
2.865 |
|
| S3 |
2.041 |
2.280 |
2.827 |
|
| S4 |
1.618 |
1.857 |
2.710 |
|
|
| 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 |
14.4% |
0.155 |
5.3% |
70% |
False |
False |
187,599 |
| 10 |
3.070 |
2.647 |
0.423 |
14.4% |
0.132 |
4.5% |
70% |
False |
False |
160,481 |
| 20 |
3.070 |
2.610 |
0.460 |
15.6% |
0.124 |
4.2% |
72% |
False |
False |
125,248 |
| 40 |
3.281 |
2.610 |
0.671 |
22.8% |
0.127 |
4.3% |
50% |
False |
False |
99,915 |
| 60 |
3.281 |
2.610 |
0.671 |
22.8% |
0.131 |
4.4% |
50% |
False |
False |
82,708 |
| 80 |
3.281 |
2.357 |
0.924 |
31.4% |
0.128 |
4.4% |
63% |
False |
False |
72,403 |
| 100 |
3.281 |
2.357 |
0.924 |
31.4% |
0.126 |
4.3% |
63% |
False |
False |
64,927 |
| 120 |
3.281 |
2.300 |
0.981 |
33.3% |
0.115 |
3.9% |
66% |
False |
False |
58,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.666 |
|
2.618 |
3.434 |
|
1.618 |
3.292 |
|
1.000 |
3.204 |
|
0.618 |
3.150 |
|
HIGH |
3.062 |
|
0.618 |
3.008 |
|
0.500 |
2.991 |
|
0.382 |
2.974 |
|
LOW |
2.920 |
|
0.618 |
2.832 |
|
1.000 |
2.778 |
|
1.618 |
2.690 |
|
2.618 |
2.548 |
|
4.250 |
2.317 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.991 |
2.995 |
| PP |
2.975 |
2.978 |
| S1 |
2.959 |
2.960 |
|