NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.015 |
2.966 |
-0.049 |
-1.6% |
2.812 |
| High |
3.069 |
3.022 |
-0.047 |
-1.5% |
3.199 |
| Low |
2.945 |
2.928 |
-0.017 |
-0.6% |
2.802 |
| Close |
2.961 |
2.945 |
-0.016 |
-0.5% |
3.083 |
| Range |
0.124 |
0.094 |
-0.030 |
-24.2% |
0.397 |
| ATR |
0.121 |
0.120 |
-0.002 |
-1.6% |
0.000 |
| Volume |
98,354 |
95,797 |
-2,557 |
-2.6% |
415,634 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.247 |
3.190 |
2.997 |
|
| R3 |
3.153 |
3.096 |
2.971 |
|
| R2 |
3.059 |
3.059 |
2.962 |
|
| R1 |
3.002 |
3.002 |
2.954 |
2.984 |
| PP |
2.965 |
2.965 |
2.965 |
2.956 |
| S1 |
2.908 |
2.908 |
2.936 |
2.890 |
| S2 |
2.871 |
2.871 |
2.928 |
|
| S3 |
2.777 |
2.814 |
2.919 |
|
| S4 |
2.683 |
2.720 |
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 |
2.928 |
0.271 |
9.2% |
0.116 |
3.9% |
6% |
False |
True |
88,104 |
| 10 |
3.199 |
2.802 |
0.397 |
13.5% |
0.128 |
4.3% |
36% |
False |
False |
79,130 |
| 20 |
3.199 |
2.790 |
0.409 |
13.9% |
0.119 |
4.0% |
38% |
False |
False |
65,136 |
| 40 |
3.407 |
2.790 |
0.617 |
21.0% |
0.119 |
4.0% |
25% |
False |
False |
60,692 |
| 60 |
3.407 |
2.790 |
0.617 |
21.0% |
0.119 |
4.0% |
25% |
False |
False |
50,284 |
| 80 |
3.407 |
2.650 |
0.757 |
25.7% |
0.115 |
3.9% |
39% |
False |
False |
42,747 |
| 100 |
3.407 |
2.650 |
0.757 |
25.7% |
0.112 |
3.8% |
39% |
False |
False |
37,381 |
| 120 |
3.407 |
2.566 |
0.841 |
28.6% |
0.103 |
3.5% |
45% |
False |
False |
32,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.422 |
|
2.618 |
3.268 |
|
1.618 |
3.174 |
|
1.000 |
3.116 |
|
0.618 |
3.080 |
|
HIGH |
3.022 |
|
0.618 |
2.986 |
|
0.500 |
2.975 |
|
0.382 |
2.964 |
|
LOW |
2.928 |
|
0.618 |
2.870 |
|
1.000 |
2.834 |
|
1.618 |
2.776 |
|
2.618 |
2.682 |
|
4.250 |
2.529 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.975 |
3.025 |
| PP |
2.965 |
2.998 |
| S1 |
2.955 |
2.972 |
|