NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.809 |
2.900 |
0.091 |
3.2% |
2.929 |
| High |
2.901 |
2.903 |
0.002 |
0.1% |
2.983 |
| Low |
2.790 |
2.814 |
0.024 |
0.9% |
2.737 |
| Close |
2.885 |
2.837 |
-0.048 |
-1.7% |
2.885 |
| Range |
0.111 |
0.089 |
-0.022 |
-19.8% |
0.246 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.1% |
0.000 |
| Volume |
141,845 |
77,628 |
-64,217 |
-45.3% |
748,857 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.118 |
3.067 |
2.886 |
|
| R3 |
3.029 |
2.978 |
2.861 |
|
| R2 |
2.940 |
2.940 |
2.853 |
|
| R1 |
2.889 |
2.889 |
2.845 |
2.870 |
| PP |
2.851 |
2.851 |
2.851 |
2.842 |
| S1 |
2.800 |
2.800 |
2.829 |
2.781 |
| S2 |
2.762 |
2.762 |
2.821 |
|
| S3 |
2.673 |
2.711 |
2.813 |
|
| S4 |
2.584 |
2.622 |
2.788 |
|
|
| 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 |
2.916 |
2.737 |
0.179 |
6.3% |
0.111 |
3.9% |
56% |
False |
False |
143,267 |
| 10 |
3.070 |
2.737 |
0.333 |
11.7% |
0.126 |
4.4% |
30% |
False |
False |
162,312 |
| 20 |
3.070 |
2.610 |
0.460 |
16.2% |
0.121 |
4.3% |
49% |
False |
False |
142,958 |
| 40 |
3.281 |
2.610 |
0.671 |
23.7% |
0.127 |
4.5% |
34% |
False |
False |
111,312 |
| 60 |
3.281 |
2.610 |
0.671 |
23.7% |
0.128 |
4.5% |
34% |
False |
False |
91,323 |
| 80 |
3.281 |
2.357 |
0.924 |
32.6% |
0.128 |
4.5% |
52% |
False |
False |
80,257 |
| 100 |
3.281 |
2.357 |
0.924 |
32.6% |
0.126 |
4.4% |
52% |
False |
False |
71,311 |
| 120 |
3.281 |
2.300 |
0.981 |
34.6% |
0.117 |
4.1% |
55% |
False |
False |
63,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.281 |
|
2.618 |
3.136 |
|
1.618 |
3.047 |
|
1.000 |
2.992 |
|
0.618 |
2.958 |
|
HIGH |
2.903 |
|
0.618 |
2.869 |
|
0.500 |
2.859 |
|
0.382 |
2.848 |
|
LOW |
2.814 |
|
0.618 |
2.759 |
|
1.000 |
2.725 |
|
1.618 |
2.670 |
|
2.618 |
2.581 |
|
4.250 |
2.436 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.859 |
2.833 |
| PP |
2.851 |
2.829 |
| S1 |
2.844 |
2.825 |
|