NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.338 |
3.410 |
0.072 |
2.2% |
3.224 |
| High |
3.414 |
3.418 |
0.004 |
0.1% |
3.276 |
| Low |
3.300 |
3.313 |
0.013 |
0.4% |
3.055 |
| Close |
3.410 |
3.385 |
-0.025 |
-0.7% |
3.079 |
| Range |
0.114 |
0.105 |
-0.009 |
-7.9% |
0.221 |
| ATR |
0.111 |
0.111 |
0.000 |
-0.4% |
0.000 |
| Volume |
75,432 |
49,887 |
-25,545 |
-33.9% |
122,421 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.687 |
3.641 |
3.443 |
|
| R3 |
3.582 |
3.536 |
3.414 |
|
| R2 |
3.477 |
3.477 |
3.404 |
|
| R1 |
3.431 |
3.431 |
3.395 |
3.402 |
| PP |
3.372 |
3.372 |
3.372 |
3.357 |
| S1 |
3.326 |
3.326 |
3.375 |
3.297 |
| S2 |
3.267 |
3.267 |
3.366 |
|
| S3 |
3.162 |
3.221 |
3.356 |
|
| S4 |
3.057 |
3.116 |
3.327 |
|
|
| 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 |
3.418 |
3.055 |
0.363 |
10.7% |
0.125 |
3.7% |
91% |
True |
False |
47,144 |
| 10 |
3.418 |
3.055 |
0.363 |
10.7% |
0.110 |
3.3% |
91% |
True |
False |
39,431 |
| 20 |
3.418 |
3.055 |
0.363 |
10.7% |
0.108 |
3.2% |
91% |
True |
False |
31,353 |
| 40 |
3.631 |
3.055 |
0.576 |
17.0% |
0.106 |
3.1% |
57% |
False |
False |
27,292 |
| 60 |
3.631 |
3.055 |
0.576 |
17.0% |
0.109 |
3.2% |
57% |
False |
False |
23,241 |
| 80 |
3.631 |
2.962 |
0.669 |
19.8% |
0.106 |
3.1% |
63% |
False |
False |
20,608 |
| 100 |
3.631 |
2.955 |
0.676 |
20.0% |
0.103 |
3.0% |
64% |
False |
False |
18,604 |
| 120 |
3.631 |
2.909 |
0.722 |
21.3% |
0.095 |
2.8% |
66% |
False |
False |
16,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.864 |
|
2.618 |
3.693 |
|
1.618 |
3.588 |
|
1.000 |
3.523 |
|
0.618 |
3.483 |
|
HIGH |
3.418 |
|
0.618 |
3.378 |
|
0.500 |
3.366 |
|
0.382 |
3.353 |
|
LOW |
3.313 |
|
0.618 |
3.248 |
|
1.000 |
3.208 |
|
1.618 |
3.143 |
|
2.618 |
3.038 |
|
4.250 |
2.867 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.379 |
3.354 |
| PP |
3.372 |
3.323 |
| S1 |
3.366 |
3.292 |
|