NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.200 |
3.285 |
0.085 |
2.7% |
3.078 |
| High |
3.318 |
3.330 |
0.012 |
0.4% |
3.330 |
| Low |
3.188 |
3.248 |
0.060 |
1.9% |
3.000 |
| Close |
3.297 |
3.320 |
0.023 |
0.7% |
3.320 |
| Range |
0.130 |
0.082 |
-0.048 |
-36.9% |
0.330 |
| ATR |
0.116 |
0.114 |
-0.002 |
-2.1% |
0.000 |
| Volume |
222,369 |
169,812 |
-52,557 |
-23.6% |
760,065 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.545 |
3.515 |
3.365 |
|
| R3 |
3.463 |
3.433 |
3.343 |
|
| R2 |
3.381 |
3.381 |
3.335 |
|
| R1 |
3.351 |
3.351 |
3.328 |
3.366 |
| PP |
3.299 |
3.299 |
3.299 |
3.307 |
| S1 |
3.269 |
3.269 |
3.312 |
3.284 |
| S2 |
3.217 |
3.217 |
3.305 |
|
| S3 |
3.135 |
3.187 |
3.297 |
|
| S4 |
3.053 |
3.105 |
3.275 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.207 |
4.093 |
3.502 |
|
| R3 |
3.877 |
3.763 |
3.411 |
|
| R2 |
3.547 |
3.547 |
3.381 |
|
| R1 |
3.433 |
3.433 |
3.350 |
3.490 |
| PP |
3.217 |
3.217 |
3.217 |
3.245 |
| S1 |
3.103 |
3.103 |
3.290 |
3.160 |
| S2 |
2.887 |
2.887 |
3.260 |
|
| S3 |
2.557 |
2.773 |
3.229 |
|
| S4 |
2.227 |
2.443 |
3.139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.330 |
3.000 |
0.330 |
9.9% |
0.105 |
3.2% |
97% |
True |
False |
152,013 |
| 10 |
3.330 |
2.923 |
0.407 |
12.3% |
0.105 |
3.2% |
98% |
True |
False |
123,673 |
| 20 |
3.330 |
2.802 |
0.528 |
15.9% |
0.115 |
3.5% |
98% |
True |
False |
96,249 |
| 40 |
3.330 |
2.790 |
0.540 |
16.3% |
0.114 |
3.4% |
98% |
True |
False |
78,543 |
| 60 |
3.407 |
2.790 |
0.617 |
18.6% |
0.118 |
3.6% |
86% |
False |
False |
63,320 |
| 80 |
3.407 |
2.650 |
0.757 |
22.8% |
0.116 |
3.5% |
89% |
False |
False |
53,653 |
| 100 |
3.407 |
2.650 |
0.757 |
22.8% |
0.113 |
3.4% |
89% |
False |
False |
46,288 |
| 120 |
3.407 |
2.566 |
0.841 |
25.3% |
0.106 |
3.2% |
90% |
False |
False |
40,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.679 |
|
2.618 |
3.545 |
|
1.618 |
3.463 |
|
1.000 |
3.412 |
|
0.618 |
3.381 |
|
HIGH |
3.330 |
|
0.618 |
3.299 |
|
0.500 |
3.289 |
|
0.382 |
3.279 |
|
LOW |
3.248 |
|
0.618 |
3.197 |
|
1.000 |
3.166 |
|
1.618 |
3.115 |
|
2.618 |
3.033 |
|
4.250 |
2.900 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.310 |
3.284 |
| PP |
3.299 |
3.248 |
| S1 |
3.289 |
3.212 |
|