NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.955 |
2.977 |
0.022 |
0.7% |
3.068 |
| High |
2.986 |
3.079 |
0.093 |
3.1% |
3.121 |
| Low |
2.923 |
2.950 |
0.027 |
0.9% |
2.923 |
| Close |
2.962 |
3.071 |
0.109 |
3.7% |
3.071 |
| Range |
0.063 |
0.129 |
0.066 |
104.8% |
0.198 |
| ATR |
0.115 |
0.116 |
0.001 |
0.8% |
0.000 |
| Volume |
96,640 |
114,788 |
18,148 |
18.8% |
476,665 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.420 |
3.375 |
3.142 |
|
| R3 |
3.291 |
3.246 |
3.106 |
|
| R2 |
3.162 |
3.162 |
3.095 |
|
| R1 |
3.117 |
3.117 |
3.083 |
3.140 |
| PP |
3.033 |
3.033 |
3.033 |
3.045 |
| S1 |
2.988 |
2.988 |
3.059 |
3.011 |
| S2 |
2.904 |
2.904 |
3.047 |
|
| S3 |
2.775 |
2.859 |
3.036 |
|
| S4 |
2.646 |
2.730 |
3.000 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.632 |
3.550 |
3.180 |
|
| R3 |
3.434 |
3.352 |
3.125 |
|
| R2 |
3.236 |
3.236 |
3.107 |
|
| R1 |
3.154 |
3.154 |
3.089 |
3.195 |
| PP |
3.038 |
3.038 |
3.038 |
3.059 |
| S1 |
2.956 |
2.956 |
3.053 |
2.997 |
| S2 |
2.840 |
2.840 |
3.035 |
|
| S3 |
2.642 |
2.758 |
3.017 |
|
| S4 |
2.444 |
2.560 |
2.962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.121 |
2.923 |
0.198 |
6.4% |
0.105 |
3.4% |
75% |
False |
False |
95,333 |
| 10 |
3.199 |
2.802 |
0.397 |
12.9% |
0.125 |
4.1% |
68% |
False |
False |
89,229 |
| 20 |
3.199 |
2.790 |
0.409 |
13.3% |
0.117 |
3.8% |
69% |
False |
False |
70,363 |
| 40 |
3.407 |
2.790 |
0.617 |
20.1% |
0.118 |
3.9% |
46% |
False |
False |
64,464 |
| 60 |
3.407 |
2.790 |
0.617 |
20.1% |
0.118 |
3.8% |
46% |
False |
False |
53,107 |
| 80 |
3.407 |
2.650 |
0.757 |
24.6% |
0.115 |
3.8% |
56% |
False |
False |
45,043 |
| 100 |
3.407 |
2.650 |
0.757 |
24.6% |
0.112 |
3.6% |
56% |
False |
False |
39,260 |
| 120 |
3.407 |
2.566 |
0.841 |
27.4% |
0.104 |
3.4% |
60% |
False |
False |
34,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.627 |
|
2.618 |
3.417 |
|
1.618 |
3.288 |
|
1.000 |
3.208 |
|
0.618 |
3.159 |
|
HIGH |
3.079 |
|
0.618 |
3.030 |
|
0.500 |
3.015 |
|
0.382 |
2.999 |
|
LOW |
2.950 |
|
0.618 |
2.870 |
|
1.000 |
2.821 |
|
1.618 |
2.741 |
|
2.618 |
2.612 |
|
4.250 |
2.402 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.052 |
3.048 |
| PP |
3.033 |
3.024 |
| S1 |
3.015 |
3.001 |
|