NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.929 |
2.875 |
-0.054 |
-1.8% |
2.659 |
| High |
2.983 |
2.916 |
-0.067 |
-2.2% |
3.070 |
| Low |
2.856 |
2.755 |
-0.101 |
-3.5% |
2.647 |
| Close |
2.865 |
2.773 |
-0.092 |
-3.2% |
2.943 |
| Range |
0.127 |
0.161 |
0.034 |
26.8% |
0.423 |
| ATR |
0.130 |
0.132 |
0.002 |
1.7% |
0.000 |
| Volume |
110,148 |
174,550 |
64,402 |
58.5% |
937,995 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.298 |
3.196 |
2.862 |
|
| R3 |
3.137 |
3.035 |
2.817 |
|
| R2 |
2.976 |
2.976 |
2.803 |
|
| R1 |
2.874 |
2.874 |
2.788 |
2.845 |
| PP |
2.815 |
2.815 |
2.815 |
2.800 |
| S1 |
2.713 |
2.713 |
2.758 |
2.684 |
| S2 |
2.654 |
2.654 |
2.743 |
|
| S3 |
2.493 |
2.552 |
2.729 |
|
| S4 |
2.332 |
2.391 |
2.684 |
|
|
| 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 |
2.755 |
0.315 |
11.4% |
0.132 |
4.7% |
6% |
False |
True |
164,681 |
| 10 |
3.070 |
2.647 |
0.423 |
15.3% |
0.138 |
5.0% |
30% |
False |
False |
164,688 |
| 20 |
3.070 |
2.610 |
0.460 |
16.6% |
0.130 |
4.7% |
35% |
False |
False |
134,367 |
| 40 |
3.281 |
2.610 |
0.671 |
24.2% |
0.129 |
4.6% |
24% |
False |
False |
103,032 |
| 60 |
3.281 |
2.610 |
0.671 |
24.2% |
0.131 |
4.7% |
24% |
False |
False |
85,517 |
| 80 |
3.281 |
2.357 |
0.924 |
33.3% |
0.129 |
4.7% |
45% |
False |
False |
75,033 |
| 100 |
3.281 |
2.357 |
0.924 |
33.3% |
0.126 |
4.5% |
45% |
False |
False |
67,176 |
| 120 |
3.281 |
2.300 |
0.981 |
35.4% |
0.117 |
4.2% |
48% |
False |
False |
60,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.600 |
|
2.618 |
3.337 |
|
1.618 |
3.176 |
|
1.000 |
3.077 |
|
0.618 |
3.015 |
|
HIGH |
2.916 |
|
0.618 |
2.854 |
|
0.500 |
2.836 |
|
0.382 |
2.817 |
|
LOW |
2.755 |
|
0.618 |
2.656 |
|
1.000 |
2.594 |
|
1.618 |
2.495 |
|
2.618 |
2.334 |
|
4.250 |
2.071 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.836 |
2.909 |
| PP |
2.815 |
2.863 |
| S1 |
2.794 |
2.818 |
|