NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.880 |
2.812 |
-0.068 |
-2.4% |
2.960 |
| High |
2.899 |
2.970 |
0.071 |
2.4% |
3.035 |
| Low |
2.803 |
2.802 |
-0.001 |
0.0% |
2.803 |
| Close |
2.833 |
2.941 |
0.108 |
3.8% |
2.833 |
| Range |
0.096 |
0.168 |
0.072 |
75.0% |
0.232 |
| ATR |
0.112 |
0.116 |
0.004 |
3.6% |
0.000 |
| Volume |
55,886 |
63,201 |
7,315 |
13.1% |
212,263 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.408 |
3.343 |
3.033 |
|
| R3 |
3.240 |
3.175 |
2.987 |
|
| R2 |
3.072 |
3.072 |
2.972 |
|
| R1 |
3.007 |
3.007 |
2.956 |
3.040 |
| PP |
2.904 |
2.904 |
2.904 |
2.921 |
| S1 |
2.839 |
2.839 |
2.926 |
2.872 |
| S2 |
2.736 |
2.736 |
2.910 |
|
| S3 |
2.568 |
2.671 |
2.895 |
|
| S4 |
2.400 |
2.503 |
2.849 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.586 |
3.442 |
2.961 |
|
| R3 |
3.354 |
3.210 |
2.897 |
|
| R2 |
3.122 |
3.122 |
2.876 |
|
| R1 |
2.978 |
2.978 |
2.854 |
2.934 |
| PP |
2.890 |
2.890 |
2.890 |
2.869 |
| S1 |
2.746 |
2.746 |
2.812 |
2.702 |
| S2 |
2.658 |
2.658 |
2.790 |
|
| S3 |
2.426 |
2.514 |
2.769 |
|
| S4 |
2.194 |
2.282 |
2.705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.035 |
2.802 |
0.233 |
7.9% |
0.118 |
4.0% |
60% |
False |
True |
55,092 |
| 10 |
3.035 |
2.790 |
0.245 |
8.3% |
0.108 |
3.7% |
62% |
False |
False |
50,881 |
| 20 |
3.092 |
2.790 |
0.302 |
10.3% |
0.109 |
3.7% |
50% |
False |
False |
55,181 |
| 40 |
3.407 |
2.790 |
0.617 |
21.0% |
0.116 |
3.9% |
24% |
False |
False |
50,693 |
| 60 |
3.407 |
2.790 |
0.617 |
21.0% |
0.117 |
4.0% |
24% |
False |
False |
42,758 |
| 80 |
3.407 |
2.650 |
0.757 |
25.7% |
0.114 |
3.9% |
38% |
False |
False |
36,553 |
| 100 |
3.407 |
2.566 |
0.841 |
28.6% |
0.108 |
3.7% |
45% |
False |
False |
32,001 |
| 120 |
3.407 |
2.566 |
0.841 |
28.6% |
0.099 |
3.4% |
45% |
False |
False |
27,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.684 |
|
2.618 |
3.410 |
|
1.618 |
3.242 |
|
1.000 |
3.138 |
|
0.618 |
3.074 |
|
HIGH |
2.970 |
|
0.618 |
2.906 |
|
0.500 |
2.886 |
|
0.382 |
2.866 |
|
LOW |
2.802 |
|
0.618 |
2.698 |
|
1.000 |
2.634 |
|
1.618 |
2.530 |
|
2.618 |
2.362 |
|
4.250 |
2.088 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.923 |
2.928 |
| PP |
2.904 |
2.914 |
| S1 |
2.886 |
2.901 |
|