NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.960 |
2.997 |
0.037 |
1.3% |
2.970 |
| High |
3.035 |
3.015 |
-0.020 |
-0.7% |
2.974 |
| Low |
2.922 |
2.921 |
-0.001 |
0.0% |
2.790 |
| Close |
3.000 |
2.937 |
-0.063 |
-2.1% |
2.963 |
| Range |
0.113 |
0.094 |
-0.019 |
-16.8% |
0.184 |
| ATR |
0.113 |
0.112 |
-0.001 |
-1.2% |
0.000 |
| Volume |
47,917 |
53,917 |
6,000 |
12.5% |
233,351 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.182 |
2.989 |
|
| R3 |
3.146 |
3.088 |
2.963 |
|
| R2 |
3.052 |
3.052 |
2.954 |
|
| R1 |
2.994 |
2.994 |
2.946 |
2.976 |
| PP |
2.958 |
2.958 |
2.958 |
2.949 |
| S1 |
2.900 |
2.900 |
2.928 |
2.882 |
| S2 |
2.864 |
2.864 |
2.920 |
|
| S3 |
2.770 |
2.806 |
2.911 |
|
| S4 |
2.676 |
2.712 |
2.885 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.396 |
3.064 |
|
| R3 |
3.277 |
3.212 |
3.014 |
|
| R2 |
3.093 |
3.093 |
2.997 |
|
| R1 |
3.028 |
3.028 |
2.980 |
2.969 |
| PP |
2.909 |
2.909 |
2.909 |
2.879 |
| S1 |
2.844 |
2.844 |
2.946 |
2.785 |
| S2 |
2.725 |
2.725 |
2.929 |
|
| S3 |
2.541 |
2.660 |
2.912 |
|
| S4 |
2.357 |
2.476 |
2.862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.035 |
2.790 |
0.245 |
8.3% |
0.102 |
3.5% |
60% |
False |
False |
51,130 |
| 10 |
3.092 |
2.790 |
0.302 |
10.3% |
0.110 |
3.7% |
49% |
False |
False |
51,143 |
| 20 |
3.300 |
2.790 |
0.510 |
17.4% |
0.109 |
3.7% |
29% |
False |
False |
62,450 |
| 40 |
3.407 |
2.790 |
0.617 |
21.0% |
0.114 |
3.9% |
24% |
False |
False |
48,685 |
| 60 |
3.407 |
2.650 |
0.757 |
25.8% |
0.118 |
4.0% |
38% |
False |
False |
41,085 |
| 80 |
3.407 |
2.650 |
0.757 |
25.8% |
0.113 |
3.9% |
38% |
False |
False |
34,931 |
| 100 |
3.407 |
2.566 |
0.841 |
28.6% |
0.105 |
3.6% |
44% |
False |
False |
30,513 |
| 120 |
3.407 |
2.566 |
0.841 |
28.6% |
0.098 |
3.3% |
44% |
False |
False |
26,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.415 |
|
2.618 |
3.261 |
|
1.618 |
3.167 |
|
1.000 |
3.109 |
|
0.618 |
3.073 |
|
HIGH |
3.015 |
|
0.618 |
2.979 |
|
0.500 |
2.968 |
|
0.382 |
2.957 |
|
LOW |
2.921 |
|
0.618 |
2.863 |
|
1.000 |
2.827 |
|
1.618 |
2.769 |
|
2.618 |
2.675 |
|
4.250 |
2.522 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.968 |
2.955 |
| PP |
2.958 |
2.949 |
| S1 |
2.947 |
2.943 |
|