NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.875 |
2.774 |
-0.101 |
-3.5% |
2.659 |
| High |
2.916 |
2.855 |
-0.061 |
-2.1% |
3.070 |
| Low |
2.755 |
2.737 |
-0.018 |
-0.7% |
2.647 |
| Close |
2.773 |
2.762 |
-0.011 |
-0.4% |
2.943 |
| Range |
0.161 |
0.118 |
-0.043 |
-26.7% |
0.423 |
| ATR |
0.132 |
0.131 |
-0.001 |
-0.8% |
0.000 |
| Volume |
174,550 |
161,160 |
-13,390 |
-7.7% |
937,995 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.139 |
3.068 |
2.827 |
|
| R3 |
3.021 |
2.950 |
2.794 |
|
| R2 |
2.903 |
2.903 |
2.784 |
|
| R1 |
2.832 |
2.832 |
2.773 |
2.809 |
| PP |
2.785 |
2.785 |
2.785 |
2.773 |
| S1 |
2.714 |
2.714 |
2.751 |
2.691 |
| S2 |
2.667 |
2.667 |
2.740 |
|
| S3 |
2.549 |
2.596 |
2.730 |
|
| S4 |
2.431 |
2.478 |
2.697 |
|
|
| 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 |
2.737 |
0.333 |
12.1% |
0.132 |
4.8% |
8% |
False |
True |
157,425 |
| 10 |
3.070 |
2.647 |
0.423 |
15.3% |
0.141 |
5.1% |
27% |
False |
False |
168,777 |
| 20 |
3.070 |
2.610 |
0.460 |
16.7% |
0.129 |
4.7% |
33% |
False |
False |
138,099 |
| 40 |
3.281 |
2.610 |
0.671 |
24.3% |
0.129 |
4.7% |
23% |
False |
False |
105,568 |
| 60 |
3.281 |
2.610 |
0.671 |
24.3% |
0.132 |
4.8% |
23% |
False |
False |
87,632 |
| 80 |
3.281 |
2.357 |
0.924 |
33.5% |
0.129 |
4.7% |
44% |
False |
False |
76,548 |
| 100 |
3.281 |
2.357 |
0.924 |
33.5% |
0.126 |
4.6% |
44% |
False |
False |
68,340 |
| 120 |
3.281 |
2.300 |
0.981 |
35.5% |
0.116 |
4.2% |
47% |
False |
False |
61,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.357 |
|
2.618 |
3.164 |
|
1.618 |
3.046 |
|
1.000 |
2.973 |
|
0.618 |
2.928 |
|
HIGH |
2.855 |
|
0.618 |
2.810 |
|
0.500 |
2.796 |
|
0.382 |
2.782 |
|
LOW |
2.737 |
|
0.618 |
2.664 |
|
1.000 |
2.619 |
|
1.618 |
2.546 |
|
2.618 |
2.428 |
|
4.250 |
2.236 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.796 |
2.860 |
| PP |
2.785 |
2.827 |
| S1 |
2.773 |
2.795 |
|