NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.410 |
3.379 |
-0.031 |
-0.9% |
3.069 |
| High |
3.418 |
3.416 |
-0.002 |
-0.1% |
3.418 |
| Low |
3.313 |
3.287 |
-0.026 |
-0.8% |
3.057 |
| Close |
3.385 |
3.323 |
-0.062 |
-1.8% |
3.323 |
| Range |
0.105 |
0.129 |
0.024 |
22.9% |
0.361 |
| ATR |
0.111 |
0.112 |
0.001 |
1.2% |
0.000 |
| Volume |
49,887 |
54,339 |
4,452 |
8.9% |
258,286 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.729 |
3.655 |
3.394 |
|
| R3 |
3.600 |
3.526 |
3.358 |
|
| R2 |
3.471 |
3.471 |
3.347 |
|
| R1 |
3.397 |
3.397 |
3.335 |
3.370 |
| PP |
3.342 |
3.342 |
3.342 |
3.328 |
| S1 |
3.268 |
3.268 |
3.311 |
3.241 |
| S2 |
3.213 |
3.213 |
3.299 |
|
| S3 |
3.084 |
3.139 |
3.288 |
|
| S4 |
2.955 |
3.010 |
3.252 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.349 |
4.197 |
3.522 |
|
| R3 |
3.988 |
3.836 |
3.422 |
|
| R2 |
3.627 |
3.627 |
3.389 |
|
| R1 |
3.475 |
3.475 |
3.356 |
3.551 |
| PP |
3.266 |
3.266 |
3.266 |
3.304 |
| S1 |
3.114 |
3.114 |
3.290 |
3.190 |
| S2 |
2.905 |
2.905 |
3.257 |
|
| S3 |
2.544 |
2.753 |
3.224 |
|
| S4 |
2.183 |
2.392 |
3.124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.418 |
3.057 |
0.361 |
10.9% |
0.134 |
4.0% |
74% |
False |
False |
51,657 |
| 10 |
3.418 |
3.055 |
0.363 |
10.9% |
0.113 |
3.4% |
74% |
False |
False |
41,289 |
| 20 |
3.418 |
3.055 |
0.363 |
10.9% |
0.107 |
3.2% |
74% |
False |
False |
33,244 |
| 40 |
3.631 |
3.055 |
0.576 |
17.3% |
0.108 |
3.2% |
47% |
False |
False |
28,133 |
| 60 |
3.631 |
3.055 |
0.576 |
17.3% |
0.109 |
3.3% |
47% |
False |
False |
23,956 |
| 80 |
3.631 |
2.962 |
0.669 |
20.1% |
0.106 |
3.2% |
54% |
False |
False |
21,143 |
| 100 |
3.631 |
2.962 |
0.669 |
20.1% |
0.104 |
3.1% |
54% |
False |
False |
19,040 |
| 120 |
3.631 |
2.909 |
0.722 |
21.7% |
0.096 |
2.9% |
57% |
False |
False |
17,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.964 |
|
2.618 |
3.754 |
|
1.618 |
3.625 |
|
1.000 |
3.545 |
|
0.618 |
3.496 |
|
HIGH |
3.416 |
|
0.618 |
3.367 |
|
0.500 |
3.352 |
|
0.382 |
3.336 |
|
LOW |
3.287 |
|
0.618 |
3.207 |
|
1.000 |
3.158 |
|
1.618 |
3.078 |
|
2.618 |
2.949 |
|
4.250 |
2.739 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.352 |
3.353 |
| PP |
3.342 |
3.343 |
| S1 |
3.333 |
3.333 |
|