NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.997 |
2.938 |
-0.059 |
-2.0% |
2.970 |
| High |
3.015 |
2.999 |
-0.016 |
-0.5% |
2.974 |
| Low |
2.921 |
2.879 |
-0.042 |
-1.4% |
2.790 |
| Close |
2.937 |
2.910 |
-0.027 |
-0.9% |
2.963 |
| Range |
0.094 |
0.120 |
0.026 |
27.7% |
0.184 |
| ATR |
0.112 |
0.112 |
0.001 |
0.5% |
0.000 |
| Volume |
53,917 |
54,543 |
626 |
1.2% |
233,351 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.289 |
3.220 |
2.976 |
|
| R3 |
3.169 |
3.100 |
2.943 |
|
| R2 |
3.049 |
3.049 |
2.932 |
|
| R1 |
2.980 |
2.980 |
2.921 |
2.955 |
| PP |
2.929 |
2.929 |
2.929 |
2.917 |
| S1 |
2.860 |
2.860 |
2.899 |
2.835 |
| S2 |
2.809 |
2.809 |
2.888 |
|
| S3 |
2.689 |
2.740 |
2.877 |
|
| S4 |
2.569 |
2.620 |
2.844 |
|
|
| 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 |
2.822 |
0.213 |
7.3% |
0.108 |
3.7% |
41% |
False |
False |
53,800 |
| 10 |
3.092 |
2.790 |
0.302 |
10.4% |
0.114 |
3.9% |
40% |
False |
False |
49,938 |
| 20 |
3.300 |
2.790 |
0.510 |
17.5% |
0.112 |
3.8% |
24% |
False |
False |
60,876 |
| 40 |
3.407 |
2.790 |
0.617 |
21.2% |
0.114 |
3.9% |
19% |
False |
False |
49,252 |
| 60 |
3.407 |
2.650 |
0.757 |
26.0% |
0.118 |
4.1% |
34% |
False |
False |
41,652 |
| 80 |
3.407 |
2.650 |
0.757 |
26.0% |
0.113 |
3.9% |
34% |
False |
False |
35,267 |
| 100 |
3.407 |
2.566 |
0.841 |
28.9% |
0.106 |
3.6% |
41% |
False |
False |
30,951 |
| 120 |
3.407 |
2.566 |
0.841 |
28.9% |
0.098 |
3.4% |
41% |
False |
False |
27,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.509 |
|
2.618 |
3.313 |
|
1.618 |
3.193 |
|
1.000 |
3.119 |
|
0.618 |
3.073 |
|
HIGH |
2.999 |
|
0.618 |
2.953 |
|
0.500 |
2.939 |
|
0.382 |
2.925 |
|
LOW |
2.879 |
|
0.618 |
2.805 |
|
1.000 |
2.759 |
|
1.618 |
2.685 |
|
2.618 |
2.565 |
|
4.250 |
2.369 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.939 |
2.957 |
| PP |
2.929 |
2.941 |
| S1 |
2.920 |
2.926 |
|