NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.777 |
2.809 |
0.032 |
1.2% |
2.929 |
| High |
2.821 |
2.901 |
0.080 |
2.8% |
2.983 |
| Low |
2.747 |
2.790 |
0.043 |
1.6% |
2.737 |
| Close |
2.797 |
2.885 |
0.088 |
3.1% |
2.885 |
| Range |
0.074 |
0.111 |
0.037 |
50.0% |
0.246 |
| ATR |
0.127 |
0.126 |
-0.001 |
-0.9% |
0.000 |
| Volume |
161,154 |
141,845 |
-19,309 |
-12.0% |
748,857 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.192 |
3.149 |
2.946 |
|
| R3 |
3.081 |
3.038 |
2.916 |
|
| R2 |
2.970 |
2.970 |
2.905 |
|
| R1 |
2.927 |
2.927 |
2.895 |
2.949 |
| PP |
2.859 |
2.859 |
2.859 |
2.869 |
| S1 |
2.816 |
2.816 |
2.875 |
2.838 |
| S2 |
2.748 |
2.748 |
2.865 |
|
| S3 |
2.637 |
2.705 |
2.854 |
|
| S4 |
2.526 |
2.594 |
2.824 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.606 |
3.492 |
3.020 |
|
| R3 |
3.360 |
3.246 |
2.953 |
|
| R2 |
3.114 |
3.114 |
2.930 |
|
| R1 |
3.000 |
3.000 |
2.908 |
2.934 |
| PP |
2.868 |
2.868 |
2.868 |
2.836 |
| S1 |
2.754 |
2.754 |
2.862 |
2.688 |
| S2 |
2.622 |
2.622 |
2.840 |
|
| S3 |
2.376 |
2.508 |
2.817 |
|
| S4 |
2.130 |
2.262 |
2.750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.983 |
2.737 |
0.246 |
8.5% |
0.118 |
4.1% |
60% |
False |
False |
149,771 |
| 10 |
3.070 |
2.647 |
0.423 |
14.7% |
0.137 |
4.7% |
56% |
False |
False |
168,685 |
| 20 |
3.070 |
2.610 |
0.460 |
15.9% |
0.125 |
4.3% |
60% |
False |
False |
143,671 |
| 40 |
3.281 |
2.610 |
0.671 |
23.3% |
0.128 |
4.4% |
41% |
False |
False |
110,579 |
| 60 |
3.281 |
2.610 |
0.671 |
23.3% |
0.130 |
4.5% |
41% |
False |
False |
91,301 |
| 80 |
3.281 |
2.357 |
0.924 |
32.0% |
0.129 |
4.5% |
57% |
False |
False |
79,645 |
| 100 |
3.281 |
2.357 |
0.924 |
32.0% |
0.126 |
4.4% |
57% |
False |
False |
70,907 |
| 120 |
3.281 |
2.300 |
0.981 |
34.0% |
0.117 |
4.0% |
60% |
False |
False |
63,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.373 |
|
2.618 |
3.192 |
|
1.618 |
3.081 |
|
1.000 |
3.012 |
|
0.618 |
2.970 |
|
HIGH |
2.901 |
|
0.618 |
2.859 |
|
0.500 |
2.846 |
|
0.382 |
2.832 |
|
LOW |
2.790 |
|
0.618 |
2.721 |
|
1.000 |
2.679 |
|
1.618 |
2.610 |
|
2.618 |
2.499 |
|
4.250 |
2.318 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.872 |
2.863 |
| PP |
2.859 |
2.841 |
| S1 |
2.846 |
2.819 |
|