NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.068 |
3.015 |
-0.053 |
-1.7% |
2.812 |
| High |
3.121 |
3.069 |
-0.052 |
-1.7% |
3.199 |
| Low |
3.008 |
2.945 |
-0.063 |
-2.1% |
2.802 |
| Close |
3.015 |
2.961 |
-0.054 |
-1.8% |
3.083 |
| Range |
0.113 |
0.124 |
0.011 |
9.7% |
0.397 |
| ATR |
0.121 |
0.121 |
0.000 |
0.2% |
0.000 |
| Volume |
71,086 |
98,354 |
27,268 |
38.4% |
415,634 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.364 |
3.286 |
3.029 |
|
| R3 |
3.240 |
3.162 |
2.995 |
|
| R2 |
3.116 |
3.116 |
2.984 |
|
| R1 |
3.038 |
3.038 |
2.972 |
3.015 |
| PP |
2.992 |
2.992 |
2.992 |
2.980 |
| S1 |
2.914 |
2.914 |
2.950 |
2.891 |
| S2 |
2.868 |
2.868 |
2.938 |
|
| S3 |
2.744 |
2.790 |
2.927 |
|
| S4 |
2.620 |
2.666 |
2.893 |
|
|
| 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 |
2.945 |
0.254 |
8.6% |
0.122 |
4.1% |
6% |
False |
True |
91,165 |
| 10 |
3.199 |
2.802 |
0.397 |
13.4% |
0.128 |
4.3% |
40% |
False |
False |
74,942 |
| 20 |
3.199 |
2.790 |
0.409 |
13.8% |
0.121 |
4.1% |
42% |
False |
False |
62,228 |
| 40 |
3.407 |
2.790 |
0.617 |
20.8% |
0.119 |
4.0% |
28% |
False |
False |
58,963 |
| 60 |
3.407 |
2.790 |
0.617 |
20.8% |
0.119 |
4.0% |
28% |
False |
False |
48,947 |
| 80 |
3.407 |
2.650 |
0.757 |
25.6% |
0.115 |
3.9% |
41% |
False |
False |
41,777 |
| 100 |
3.407 |
2.650 |
0.757 |
25.6% |
0.112 |
3.8% |
41% |
False |
False |
36,615 |
| 120 |
3.407 |
2.566 |
0.841 |
28.4% |
0.103 |
3.5% |
47% |
False |
False |
32,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.596 |
|
2.618 |
3.394 |
|
1.618 |
3.270 |
|
1.000 |
3.193 |
|
0.618 |
3.146 |
|
HIGH |
3.069 |
|
0.618 |
3.022 |
|
0.500 |
3.007 |
|
0.382 |
2.992 |
|
LOW |
2.945 |
|
0.618 |
2.868 |
|
1.000 |
2.821 |
|
1.618 |
2.744 |
|
2.618 |
2.620 |
|
4.250 |
2.418 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.007 |
3.069 |
| PP |
2.992 |
3.033 |
| S1 |
2.976 |
2.997 |
|