NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.850 |
2.942 |
0.092 |
3.2% |
2.929 |
| High |
2.954 |
3.046 |
0.092 |
3.1% |
2.983 |
| Low |
2.843 |
2.927 |
0.084 |
3.0% |
2.737 |
| Close |
2.924 |
3.023 |
0.099 |
3.4% |
2.885 |
| Range |
0.111 |
0.119 |
0.008 |
7.2% |
0.246 |
| ATR |
0.123 |
0.123 |
0.000 |
0.0% |
0.000 |
| Volume |
82,608 |
13,018 |
-69,590 |
-84.2% |
748,857 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.356 |
3.308 |
3.088 |
|
| R3 |
3.237 |
3.189 |
3.056 |
|
| R2 |
3.118 |
3.118 |
3.045 |
|
| R1 |
3.070 |
3.070 |
3.034 |
3.094 |
| PP |
2.999 |
2.999 |
2.999 |
3.011 |
| S1 |
2.951 |
2.951 |
3.012 |
2.975 |
| S2 |
2.880 |
2.880 |
3.001 |
|
| S3 |
2.761 |
2.832 |
2.990 |
|
| S4 |
2.642 |
2.713 |
2.958 |
|
|
| 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 |
3.046 |
2.747 |
0.299 |
9.9% |
0.101 |
3.3% |
92% |
True |
False |
95,250 |
| 10 |
3.070 |
2.737 |
0.333 |
11.0% |
0.116 |
3.8% |
86% |
False |
False |
126,337 |
| 20 |
3.070 |
2.610 |
0.460 |
15.2% |
0.122 |
4.0% |
90% |
False |
False |
137,517 |
| 40 |
3.239 |
2.610 |
0.629 |
20.8% |
0.126 |
4.2% |
66% |
False |
False |
110,947 |
| 60 |
3.281 |
2.610 |
0.671 |
22.2% |
0.128 |
4.2% |
62% |
False |
False |
90,714 |
| 80 |
3.281 |
2.357 |
0.924 |
30.6% |
0.129 |
4.3% |
72% |
False |
False |
80,312 |
| 100 |
3.281 |
2.357 |
0.924 |
30.6% |
0.126 |
4.2% |
72% |
False |
False |
71,659 |
| 120 |
3.281 |
2.300 |
0.981 |
32.5% |
0.118 |
3.9% |
74% |
False |
False |
64,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.552 |
|
2.618 |
3.358 |
|
1.618 |
3.239 |
|
1.000 |
3.165 |
|
0.618 |
3.120 |
|
HIGH |
3.046 |
|
0.618 |
3.001 |
|
0.500 |
2.987 |
|
0.382 |
2.972 |
|
LOW |
2.927 |
|
0.618 |
2.853 |
|
1.000 |
2.808 |
|
1.618 |
2.734 |
|
2.618 |
2.615 |
|
4.250 |
2.421 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.011 |
2.992 |
| PP |
2.999 |
2.961 |
| S1 |
2.987 |
2.930 |
|