NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.190 |
3.158 |
-0.032 |
-1.0% |
2.812 |
| High |
3.199 |
3.193 |
-0.006 |
-0.2% |
3.199 |
| Low |
3.089 |
3.053 |
-0.036 |
-1.2% |
2.802 |
| Close |
3.164 |
3.083 |
-0.081 |
-2.6% |
3.083 |
| Range |
0.110 |
0.140 |
0.030 |
27.3% |
0.397 |
| ATR |
0.121 |
0.122 |
0.001 |
1.2% |
0.000 |
| Volume |
103,966 |
71,317 |
-32,649 |
-31.4% |
415,634 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.530 |
3.446 |
3.160 |
|
| R3 |
3.390 |
3.306 |
3.122 |
|
| R2 |
3.250 |
3.250 |
3.109 |
|
| R1 |
3.166 |
3.166 |
3.096 |
3.138 |
| PP |
3.110 |
3.110 |
3.110 |
3.096 |
| S1 |
3.026 |
3.026 |
3.070 |
2.998 |
| S2 |
2.970 |
2.970 |
3.057 |
|
| S3 |
2.830 |
2.886 |
3.045 |
|
| S4 |
2.690 |
2.746 |
3.006 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.219 |
4.048 |
3.301 |
|
| R3 |
3.822 |
3.651 |
3.192 |
|
| R2 |
3.425 |
3.425 |
3.156 |
|
| R1 |
3.254 |
3.254 |
3.119 |
3.340 |
| PP |
3.028 |
3.028 |
3.028 |
3.071 |
| S1 |
2.857 |
2.857 |
3.047 |
2.943 |
| S2 |
2.631 |
2.631 |
3.010 |
|
| S3 |
2.234 |
2.460 |
2.974 |
|
| S4 |
1.837 |
2.063 |
2.865 |
|
|
| 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 |
12.9% |
0.146 |
4.7% |
71% |
False |
False |
83,126 |
| 10 |
3.199 |
2.802 |
0.397 |
12.9% |
0.125 |
4.1% |
71% |
False |
False |
68,826 |
| 20 |
3.199 |
2.790 |
0.409 |
13.3% |
0.117 |
3.8% |
72% |
False |
False |
59,190 |
| 40 |
3.407 |
2.790 |
0.617 |
20.0% |
0.118 |
3.8% |
47% |
False |
False |
57,147 |
| 60 |
3.407 |
2.790 |
0.617 |
20.0% |
0.119 |
3.8% |
47% |
False |
False |
47,026 |
| 80 |
3.407 |
2.650 |
0.757 |
24.6% |
0.115 |
3.7% |
57% |
False |
False |
40,077 |
| 100 |
3.407 |
2.634 |
0.773 |
25.1% |
0.112 |
3.6% |
58% |
False |
False |
35,113 |
| 120 |
3.407 |
2.566 |
0.841 |
27.3% |
0.102 |
3.3% |
61% |
False |
False |
30,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.788 |
|
2.618 |
3.560 |
|
1.618 |
3.420 |
|
1.000 |
3.333 |
|
0.618 |
3.280 |
|
HIGH |
3.193 |
|
0.618 |
3.140 |
|
0.500 |
3.123 |
|
0.382 |
3.106 |
|
LOW |
3.053 |
|
0.618 |
2.966 |
|
1.000 |
2.913 |
|
1.618 |
2.826 |
|
2.618 |
2.686 |
|
4.250 |
2.458 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.123 |
3.126 |
| PP |
3.110 |
3.112 |
| S1 |
3.096 |
3.097 |
|