NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.069 |
3.200 |
0.131 |
4.3% |
3.224 |
| High |
3.206 |
3.340 |
0.134 |
4.2% |
3.276 |
| Low |
3.057 |
3.166 |
0.109 |
3.6% |
3.055 |
| Close |
3.181 |
3.324 |
0.143 |
4.5% |
3.079 |
| Range |
0.149 |
0.174 |
0.025 |
16.8% |
0.221 |
| ATR |
0.106 |
0.111 |
0.005 |
4.6% |
0.000 |
| Volume |
37,967 |
40,661 |
2,694 |
7.1% |
122,421 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.799 |
3.735 |
3.420 |
|
| R3 |
3.625 |
3.561 |
3.372 |
|
| R2 |
3.451 |
3.451 |
3.356 |
|
| R1 |
3.387 |
3.387 |
3.340 |
3.419 |
| PP |
3.277 |
3.277 |
3.277 |
3.293 |
| S1 |
3.213 |
3.213 |
3.308 |
3.245 |
| S2 |
3.103 |
3.103 |
3.292 |
|
| S3 |
2.929 |
3.039 |
3.276 |
|
| S4 |
2.755 |
2.865 |
3.228 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.800 |
3.660 |
3.201 |
|
| R3 |
3.579 |
3.439 |
3.140 |
|
| R2 |
3.358 |
3.358 |
3.120 |
|
| R1 |
3.218 |
3.218 |
3.099 |
3.178 |
| PP |
3.137 |
3.137 |
3.137 |
3.116 |
| S1 |
2.997 |
2.997 |
3.059 |
2.957 |
| S2 |
2.916 |
2.916 |
3.038 |
|
| S3 |
2.695 |
2.776 |
3.018 |
|
| S4 |
2.474 |
2.555 |
2.957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.340 |
3.055 |
0.285 |
8.6% |
0.119 |
3.6% |
94% |
True |
False |
35,359 |
| 10 |
3.340 |
3.055 |
0.285 |
8.6% |
0.106 |
3.2% |
94% |
True |
False |
32,061 |
| 20 |
3.359 |
3.055 |
0.304 |
9.1% |
0.105 |
3.2% |
88% |
False |
False |
27,000 |
| 40 |
3.631 |
3.055 |
0.576 |
17.3% |
0.106 |
3.2% |
47% |
False |
False |
24,672 |
| 60 |
3.631 |
3.055 |
0.576 |
17.3% |
0.109 |
3.3% |
47% |
False |
False |
21,552 |
| 80 |
3.631 |
2.962 |
0.669 |
20.1% |
0.105 |
3.2% |
54% |
False |
False |
19,415 |
| 100 |
3.631 |
2.909 |
0.722 |
21.7% |
0.102 |
3.1% |
57% |
False |
False |
17,504 |
| 120 |
3.631 |
2.909 |
0.722 |
21.7% |
0.094 |
2.8% |
57% |
False |
False |
15,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.080 |
|
2.618 |
3.796 |
|
1.618 |
3.622 |
|
1.000 |
3.514 |
|
0.618 |
3.448 |
|
HIGH |
3.340 |
|
0.618 |
3.274 |
|
0.500 |
3.253 |
|
0.382 |
3.232 |
|
LOW |
3.166 |
|
0.618 |
3.058 |
|
1.000 |
2.992 |
|
1.618 |
2.884 |
|
2.618 |
2.710 |
|
4.250 |
2.427 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.300 |
3.282 |
| PP |
3.277 |
3.240 |
| S1 |
3.253 |
3.198 |
|