NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.113 |
3.200 |
0.087 |
2.8% |
3.068 |
| High |
3.241 |
3.318 |
0.077 |
2.4% |
3.121 |
| Low |
3.093 |
3.188 |
0.095 |
3.1% |
2.923 |
| Close |
3.215 |
3.297 |
0.082 |
2.6% |
3.071 |
| Range |
0.148 |
0.130 |
-0.018 |
-12.2% |
0.198 |
| ATR |
0.115 |
0.116 |
0.001 |
0.9% |
0.000 |
| Volume |
169,300 |
222,369 |
53,069 |
31.3% |
476,665 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.658 |
3.607 |
3.369 |
|
| R3 |
3.528 |
3.477 |
3.333 |
|
| R2 |
3.398 |
3.398 |
3.321 |
|
| R1 |
3.347 |
3.347 |
3.309 |
3.373 |
| PP |
3.268 |
3.268 |
3.268 |
3.280 |
| S1 |
3.217 |
3.217 |
3.285 |
3.243 |
| S2 |
3.138 |
3.138 |
3.273 |
|
| S3 |
3.008 |
3.087 |
3.261 |
|
| S4 |
2.878 |
2.957 |
3.226 |
|
|
| 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 |
3.318 |
2.950 |
0.368 |
11.2% |
0.114 |
3.5% |
94% |
True |
False |
141,008 |
| 10 |
3.318 |
2.923 |
0.395 |
12.0% |
0.111 |
3.4% |
95% |
True |
False |
113,823 |
| 20 |
3.318 |
2.802 |
0.516 |
15.7% |
0.117 |
3.5% |
96% |
True |
False |
90,372 |
| 40 |
3.318 |
2.790 |
0.528 |
16.0% |
0.118 |
3.6% |
96% |
True |
False |
75,469 |
| 60 |
3.407 |
2.790 |
0.617 |
18.7% |
0.118 |
3.6% |
82% |
False |
False |
60,877 |
| 80 |
3.407 |
2.650 |
0.757 |
23.0% |
0.116 |
3.5% |
85% |
False |
False |
51,658 |
| 100 |
3.407 |
2.650 |
0.757 |
23.0% |
0.113 |
3.4% |
85% |
False |
False |
44,715 |
| 120 |
3.407 |
2.566 |
0.841 |
25.5% |
0.105 |
3.2% |
87% |
False |
False |
39,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.871 |
|
2.618 |
3.658 |
|
1.618 |
3.528 |
|
1.000 |
3.448 |
|
0.618 |
3.398 |
|
HIGH |
3.318 |
|
0.618 |
3.268 |
|
0.500 |
3.253 |
|
0.382 |
3.238 |
|
LOW |
3.188 |
|
0.618 |
3.108 |
|
1.000 |
3.058 |
|
1.618 |
2.978 |
|
2.618 |
2.848 |
|
4.250 |
2.636 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.282 |
3.258 |
| PP |
3.268 |
3.219 |
| S1 |
3.253 |
3.180 |
|