NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.245 |
3.180 |
-0.065 |
-2.0% |
3.246 |
| High |
3.253 |
3.232 |
-0.021 |
-0.6% |
3.250 |
| Low |
3.171 |
3.122 |
-0.049 |
-1.5% |
3.055 |
| Close |
3.180 |
3.151 |
-0.029 |
-0.9% |
3.220 |
| Range |
0.082 |
0.110 |
0.028 |
34.1% |
0.195 |
| ATR |
0.103 |
0.103 |
0.001 |
0.5% |
0.000 |
| Volume |
28,360 |
38,034 |
9,674 |
34.1% |
140,250 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.498 |
3.435 |
3.212 |
|
| R3 |
3.388 |
3.325 |
3.181 |
|
| R2 |
3.278 |
3.278 |
3.171 |
|
| R1 |
3.215 |
3.215 |
3.161 |
3.192 |
| PP |
3.168 |
3.168 |
3.168 |
3.157 |
| S1 |
3.105 |
3.105 |
3.141 |
3.082 |
| S2 |
3.058 |
3.058 |
3.131 |
|
| S3 |
2.948 |
2.995 |
3.121 |
|
| S4 |
2.838 |
2.885 |
3.091 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.760 |
3.685 |
3.327 |
|
| R3 |
3.565 |
3.490 |
3.274 |
|
| R2 |
3.370 |
3.370 |
3.256 |
|
| R1 |
3.295 |
3.295 |
3.238 |
3.235 |
| PP |
3.175 |
3.175 |
3.175 |
3.145 |
| S1 |
3.100 |
3.100 |
3.202 |
3.040 |
| S2 |
2.980 |
2.980 |
3.184 |
|
| S3 |
2.785 |
2.905 |
3.166 |
|
| S4 |
2.590 |
2.710 |
3.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.276 |
3.100 |
0.176 |
5.6% |
0.096 |
3.0% |
29% |
False |
False |
31,717 |
| 10 |
3.359 |
3.055 |
0.304 |
9.6% |
0.105 |
3.3% |
32% |
False |
False |
28,666 |
| 20 |
3.544 |
3.055 |
0.489 |
15.5% |
0.102 |
3.2% |
20% |
False |
False |
25,908 |
| 40 |
3.631 |
3.055 |
0.576 |
18.3% |
0.105 |
3.3% |
17% |
False |
False |
22,998 |
| 60 |
3.631 |
2.962 |
0.669 |
21.2% |
0.109 |
3.4% |
28% |
False |
False |
20,575 |
| 80 |
3.631 |
2.962 |
0.669 |
21.2% |
0.104 |
3.3% |
28% |
False |
False |
18,414 |
| 100 |
3.631 |
2.909 |
0.722 |
22.9% |
0.099 |
3.1% |
34% |
False |
False |
16,676 |
| 120 |
3.631 |
2.909 |
0.722 |
22.9% |
0.093 |
2.9% |
34% |
False |
False |
15,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.700 |
|
2.618 |
3.520 |
|
1.618 |
3.410 |
|
1.000 |
3.342 |
|
0.618 |
3.300 |
|
HIGH |
3.232 |
|
0.618 |
3.190 |
|
0.500 |
3.177 |
|
0.382 |
3.164 |
|
LOW |
3.122 |
|
0.618 |
3.054 |
|
1.000 |
3.012 |
|
1.618 |
2.944 |
|
2.618 |
2.834 |
|
4.250 |
2.655 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.177 |
3.199 |
| PP |
3.168 |
3.183 |
| S1 |
3.160 |
3.167 |
|