NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.078 |
3.047 |
-0.031 |
-1.0% |
3.068 |
High |
3.083 |
3.123 |
0.040 |
1.3% |
3.121 |
Low |
3.000 |
3.042 |
0.042 |
1.4% |
2.923 |
Close |
3.033 |
3.105 |
0.072 |
2.4% |
3.071 |
Range |
0.083 |
0.081 |
-0.002 |
-2.4% |
0.198 |
ATR |
0.114 |
0.112 |
-0.002 |
-1.5% |
0.000 |
Volume |
94,819 |
103,765 |
8,946 |
9.4% |
476,665 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.333 |
3.300 |
3.150 |
|
R3 |
3.252 |
3.219 |
3.127 |
|
R2 |
3.171 |
3.171 |
3.120 |
|
R1 |
3.138 |
3.138 |
3.112 |
3.155 |
PP |
3.090 |
3.090 |
3.090 |
3.098 |
S1 |
3.057 |
3.057 |
3.098 |
3.074 |
S2 |
3.009 |
3.009 |
3.090 |
|
S3 |
2.928 |
2.976 |
3.083 |
|
S4 |
2.847 |
2.895 |
3.060 |
|
|
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 |
3.123 |
2.923 |
0.200 |
6.4% |
0.090 |
2.9% |
91% |
True |
False |
101,161 |
10 |
3.199 |
2.923 |
0.276 |
8.9% |
0.106 |
3.4% |
66% |
False |
False |
96,163 |
20 |
3.199 |
2.790 |
0.409 |
13.2% |
0.111 |
3.6% |
77% |
False |
False |
74,851 |
40 |
3.407 |
2.790 |
0.617 |
19.9% |
0.116 |
3.7% |
51% |
False |
False |
68,087 |
60 |
3.407 |
2.790 |
0.617 |
19.9% |
0.116 |
3.7% |
51% |
False |
False |
55,311 |
80 |
3.407 |
2.650 |
0.757 |
24.4% |
0.115 |
3.7% |
60% |
False |
False |
47,101 |
100 |
3.407 |
2.650 |
0.757 |
24.4% |
0.112 |
3.6% |
60% |
False |
False |
41,008 |
120 |
3.407 |
2.566 |
0.841 |
27.1% |
0.104 |
3.4% |
64% |
False |
False |
35,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.467 |
2.618 |
3.335 |
1.618 |
3.254 |
1.000 |
3.204 |
0.618 |
3.173 |
HIGH |
3.123 |
0.618 |
3.092 |
0.500 |
3.083 |
0.382 |
3.073 |
LOW |
3.042 |
0.618 |
2.992 |
1.000 |
2.961 |
1.618 |
2.911 |
2.618 |
2.830 |
4.250 |
2.698 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.098 |
3.082 |
PP |
3.090 |
3.059 |
S1 |
3.083 |
3.037 |
|