NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.900 |
2.850 |
-0.050 |
-1.7% |
2.929 |
| High |
2.903 |
2.954 |
0.051 |
1.8% |
2.983 |
| Low |
2.814 |
2.843 |
0.029 |
1.0% |
2.737 |
| Close |
2.837 |
2.924 |
0.087 |
3.1% |
2.885 |
| Range |
0.089 |
0.111 |
0.022 |
24.7% |
0.246 |
| ATR |
0.123 |
0.123 |
0.000 |
-0.4% |
0.000 |
| Volume |
77,628 |
82,608 |
4,980 |
6.4% |
748,857 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.193 |
2.985 |
|
| R3 |
3.129 |
3.082 |
2.955 |
|
| R2 |
3.018 |
3.018 |
2.944 |
|
| R1 |
2.971 |
2.971 |
2.934 |
2.995 |
| PP |
2.907 |
2.907 |
2.907 |
2.919 |
| S1 |
2.860 |
2.860 |
2.914 |
2.884 |
| S2 |
2.796 |
2.796 |
2.904 |
|
| S3 |
2.685 |
2.749 |
2.893 |
|
| S4 |
2.574 |
2.638 |
2.863 |
|
|
| 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 |
2.954 |
2.737 |
0.217 |
7.4% |
0.101 |
3.4% |
86% |
True |
False |
124,879 |
| 10 |
3.070 |
2.737 |
0.333 |
11.4% |
0.116 |
4.0% |
56% |
False |
False |
144,780 |
| 20 |
3.070 |
2.610 |
0.460 |
15.7% |
0.120 |
4.1% |
68% |
False |
False |
142,437 |
| 40 |
3.281 |
2.610 |
0.671 |
22.9% |
0.126 |
4.3% |
47% |
False |
False |
112,157 |
| 60 |
3.281 |
2.610 |
0.671 |
22.9% |
0.128 |
4.4% |
47% |
False |
False |
91,608 |
| 80 |
3.281 |
2.357 |
0.924 |
31.6% |
0.128 |
4.4% |
61% |
False |
False |
80,720 |
| 100 |
3.281 |
2.357 |
0.924 |
31.6% |
0.126 |
4.3% |
61% |
False |
False |
71,829 |
| 120 |
3.281 |
2.300 |
0.981 |
33.5% |
0.117 |
4.0% |
64% |
False |
False |
64,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.426 |
|
2.618 |
3.245 |
|
1.618 |
3.134 |
|
1.000 |
3.065 |
|
0.618 |
3.023 |
|
HIGH |
2.954 |
|
0.618 |
2.912 |
|
0.500 |
2.899 |
|
0.382 |
2.885 |
|
LOW |
2.843 |
|
0.618 |
2.774 |
|
1.000 |
2.732 |
|
1.618 |
2.663 |
|
2.618 |
2.552 |
|
4.250 |
2.371 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.916 |
2.907 |
| PP |
2.907 |
2.889 |
| S1 |
2.899 |
2.872 |
|