NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.977 |
3.078 |
0.101 |
3.4% |
3.068 |
| High |
3.079 |
3.083 |
0.004 |
0.1% |
3.121 |
| Low |
2.950 |
3.000 |
0.050 |
1.7% |
2.923 |
| Close |
3.071 |
3.033 |
-0.038 |
-1.2% |
3.071 |
| Range |
0.129 |
0.083 |
-0.046 |
-35.7% |
0.198 |
| ATR |
0.116 |
0.114 |
-0.002 |
-2.1% |
0.000 |
| Volume |
114,788 |
94,819 |
-19,969 |
-17.4% |
476,665 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.288 |
3.243 |
3.079 |
|
| R3 |
3.205 |
3.160 |
3.056 |
|
| R2 |
3.122 |
3.122 |
3.048 |
|
| R1 |
3.077 |
3.077 |
3.041 |
3.058 |
| PP |
3.039 |
3.039 |
3.039 |
3.029 |
| S1 |
2.994 |
2.994 |
3.025 |
2.975 |
| S2 |
2.956 |
2.956 |
3.018 |
|
| S3 |
2.873 |
2.911 |
3.010 |
|
| S4 |
2.790 |
2.828 |
2.987 |
|
|
| 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 |
3.083 |
2.923 |
0.160 |
5.3% |
0.099 |
3.3% |
69% |
True |
False |
100,079 |
| 10 |
3.199 |
2.923 |
0.276 |
9.1% |
0.117 |
3.9% |
40% |
False |
False |
92,391 |
| 20 |
3.199 |
2.790 |
0.409 |
13.5% |
0.113 |
3.7% |
59% |
False |
False |
71,636 |
| 40 |
3.407 |
2.790 |
0.617 |
20.3% |
0.118 |
3.9% |
39% |
False |
False |
66,081 |
| 60 |
3.407 |
2.790 |
0.617 |
20.3% |
0.116 |
3.8% |
39% |
False |
False |
54,138 |
| 80 |
3.407 |
2.650 |
0.757 |
25.0% |
0.115 |
3.8% |
51% |
False |
False |
46,005 |
| 100 |
3.407 |
2.650 |
0.757 |
25.0% |
0.112 |
3.7% |
51% |
False |
False |
40,070 |
| 120 |
3.407 |
2.566 |
0.841 |
27.7% |
0.104 |
3.4% |
56% |
False |
False |
35,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.436 |
|
2.618 |
3.300 |
|
1.618 |
3.217 |
|
1.000 |
3.166 |
|
0.618 |
3.134 |
|
HIGH |
3.083 |
|
0.618 |
3.051 |
|
0.500 |
3.042 |
|
0.382 |
3.032 |
|
LOW |
3.000 |
|
0.618 |
2.949 |
|
1.000 |
2.917 |
|
1.618 |
2.866 |
|
2.618 |
2.783 |
|
4.250 |
2.647 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.042 |
3.023 |
| PP |
3.039 |
3.013 |
| S1 |
3.036 |
3.003 |
|