NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.047 |
3.113 |
0.066 |
2.2% |
3.068 |
| High |
3.123 |
3.241 |
0.118 |
3.8% |
3.121 |
| Low |
3.042 |
3.093 |
0.051 |
1.7% |
2.923 |
| Close |
3.105 |
3.215 |
0.110 |
3.5% |
3.071 |
| Range |
0.081 |
0.148 |
0.067 |
82.7% |
0.198 |
| ATR |
0.112 |
0.115 |
0.003 |
2.3% |
0.000 |
| Volume |
103,765 |
169,300 |
65,535 |
63.2% |
476,665 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.627 |
3.569 |
3.296 |
|
| R3 |
3.479 |
3.421 |
3.256 |
|
| R2 |
3.331 |
3.331 |
3.242 |
|
| R1 |
3.273 |
3.273 |
3.229 |
3.302 |
| PP |
3.183 |
3.183 |
3.183 |
3.198 |
| S1 |
3.125 |
3.125 |
3.201 |
3.154 |
| S2 |
3.035 |
3.035 |
3.188 |
|
| S3 |
2.887 |
2.977 |
3.174 |
|
| S4 |
2.739 |
2.829 |
3.134 |
|
|
| 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 |
3.241 |
2.923 |
0.318 |
9.9% |
0.101 |
3.1% |
92% |
True |
False |
115,862 |
| 10 |
3.241 |
2.923 |
0.318 |
9.9% |
0.109 |
3.4% |
92% |
True |
False |
101,983 |
| 20 |
3.241 |
2.790 |
0.451 |
14.0% |
0.115 |
3.6% |
94% |
True |
False |
81,313 |
| 40 |
3.368 |
2.790 |
0.578 |
18.0% |
0.117 |
3.7% |
74% |
False |
False |
71,273 |
| 60 |
3.407 |
2.790 |
0.617 |
19.2% |
0.117 |
3.6% |
69% |
False |
False |
57,498 |
| 80 |
3.407 |
2.650 |
0.757 |
23.5% |
0.116 |
3.6% |
75% |
False |
False |
49,009 |
| 100 |
3.407 |
2.650 |
0.757 |
23.5% |
0.113 |
3.5% |
75% |
False |
False |
42,567 |
| 120 |
3.407 |
2.566 |
0.841 |
26.2% |
0.105 |
3.3% |
77% |
False |
False |
37,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.870 |
|
2.618 |
3.628 |
|
1.618 |
3.480 |
|
1.000 |
3.389 |
|
0.618 |
3.332 |
|
HIGH |
3.241 |
|
0.618 |
3.184 |
|
0.500 |
3.167 |
|
0.382 |
3.150 |
|
LOW |
3.093 |
|
0.618 |
3.002 |
|
1.000 |
2.945 |
|
1.618 |
2.854 |
|
2.618 |
2.706 |
|
4.250 |
2.464 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.199 |
3.184 |
| PP |
3.183 |
3.152 |
| S1 |
3.167 |
3.121 |
|