NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.036 |
2.929 |
-0.107 |
-3.5% |
2.659 |
| High |
3.062 |
2.983 |
-0.079 |
-2.6% |
3.070 |
| Low |
2.920 |
2.856 |
-0.064 |
-2.2% |
2.647 |
| Close |
2.943 |
2.865 |
-0.078 |
-2.7% |
2.943 |
| Range |
0.142 |
0.127 |
-0.015 |
-10.6% |
0.423 |
| ATR |
0.130 |
0.130 |
0.000 |
-0.2% |
0.000 |
| Volume |
144,319 |
110,148 |
-34,171 |
-23.7% |
937,995 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.282 |
3.201 |
2.935 |
|
| R3 |
3.155 |
3.074 |
2.900 |
|
| R2 |
3.028 |
3.028 |
2.888 |
|
| R1 |
2.947 |
2.947 |
2.877 |
2.924 |
| PP |
2.901 |
2.901 |
2.901 |
2.890 |
| S1 |
2.820 |
2.820 |
2.853 |
2.797 |
| S2 |
2.774 |
2.774 |
2.842 |
|
| S3 |
2.647 |
2.693 |
2.830 |
|
| S4 |
2.520 |
2.566 |
2.795 |
|
|
| 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 |
2.802 |
0.268 |
9.4% |
0.141 |
4.9% |
24% |
False |
False |
181,357 |
| 10 |
3.070 |
2.647 |
0.423 |
14.8% |
0.134 |
4.7% |
52% |
False |
False |
159,856 |
| 20 |
3.070 |
2.610 |
0.460 |
16.1% |
0.127 |
4.4% |
55% |
False |
False |
128,633 |
| 40 |
3.281 |
2.610 |
0.671 |
23.4% |
0.128 |
4.5% |
38% |
False |
False |
100,640 |
| 60 |
3.281 |
2.610 |
0.671 |
23.4% |
0.131 |
4.6% |
38% |
False |
False |
83,743 |
| 80 |
3.281 |
2.357 |
0.924 |
32.3% |
0.129 |
4.5% |
55% |
False |
False |
73,316 |
| 100 |
3.281 |
2.357 |
0.924 |
32.3% |
0.126 |
4.4% |
55% |
False |
False |
65,767 |
| 120 |
3.281 |
2.300 |
0.981 |
34.2% |
0.116 |
4.0% |
58% |
False |
False |
58,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.523 |
|
2.618 |
3.315 |
|
1.618 |
3.188 |
|
1.000 |
3.110 |
|
0.618 |
3.061 |
|
HIGH |
2.983 |
|
0.618 |
2.934 |
|
0.500 |
2.920 |
|
0.382 |
2.905 |
|
LOW |
2.856 |
|
0.618 |
2.778 |
|
1.000 |
2.729 |
|
1.618 |
2.651 |
|
2.618 |
2.524 |
|
4.250 |
2.316 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.920 |
2.963 |
| PP |
2.901 |
2.930 |
| S1 |
2.883 |
2.898 |
|