NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.110 |
3.190 |
0.080 |
2.6% |
2.960 |
High |
3.195 |
3.199 |
0.004 |
0.1% |
3.035 |
Low |
3.074 |
3.089 |
0.015 |
0.5% |
2.803 |
Close |
3.191 |
3.164 |
-0.027 |
-0.8% |
2.833 |
Range |
0.121 |
0.110 |
-0.011 |
-9.1% |
0.232 |
ATR |
0.121 |
0.121 |
-0.001 |
-0.7% |
0.000 |
Volume |
111,104 |
103,966 |
-7,138 |
-6.4% |
212,263 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.481 |
3.432 |
3.225 |
|
R3 |
3.371 |
3.322 |
3.194 |
|
R2 |
3.261 |
3.261 |
3.184 |
|
R1 |
3.212 |
3.212 |
3.174 |
3.182 |
PP |
3.151 |
3.151 |
3.151 |
3.135 |
S1 |
3.102 |
3.102 |
3.154 |
3.072 |
S2 |
3.041 |
3.041 |
3.144 |
|
S3 |
2.931 |
2.992 |
3.134 |
|
S4 |
2.821 |
2.882 |
3.104 |
|
|
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 |
3.199 |
2.802 |
0.397 |
12.5% |
0.137 |
4.3% |
91% |
True |
False |
80,040 |
10 |
3.199 |
2.802 |
0.397 |
12.5% |
0.123 |
3.9% |
91% |
True |
False |
66,920 |
20 |
3.199 |
2.790 |
0.409 |
12.9% |
0.117 |
3.7% |
91% |
True |
False |
57,824 |
40 |
3.407 |
2.790 |
0.617 |
19.5% |
0.116 |
3.7% |
61% |
False |
False |
56,231 |
60 |
3.407 |
2.790 |
0.617 |
19.5% |
0.118 |
3.7% |
61% |
False |
False |
46,129 |
80 |
3.407 |
2.650 |
0.757 |
23.9% |
0.114 |
3.6% |
68% |
False |
False |
39,358 |
100 |
3.407 |
2.622 |
0.785 |
24.8% |
0.110 |
3.5% |
69% |
False |
False |
34,538 |
120 |
3.407 |
2.566 |
0.841 |
26.6% |
0.101 |
3.2% |
71% |
False |
False |
30,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.667 |
2.618 |
3.487 |
1.618 |
3.377 |
1.000 |
3.309 |
0.618 |
3.267 |
HIGH |
3.199 |
0.618 |
3.157 |
0.500 |
3.144 |
0.382 |
3.131 |
LOW |
3.089 |
0.618 |
3.021 |
1.000 |
2.979 |
1.618 |
2.911 |
2.618 |
2.801 |
4.250 |
2.622 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.157 |
3.130 |
PP |
3.151 |
3.096 |
S1 |
3.144 |
3.063 |
|