NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.255 |
3.255 |
0.000 |
0.0% |
3.069 |
| High |
3.289 |
3.267 |
-0.022 |
-0.7% |
3.418 |
| Low |
3.210 |
3.210 |
0.000 |
0.0% |
3.057 |
| Close |
3.235 |
3.250 |
0.015 |
0.5% |
3.323 |
| Range |
0.079 |
0.057 |
-0.022 |
-27.8% |
0.361 |
| ATR |
0.108 |
0.104 |
-0.004 |
-3.4% |
0.000 |
| Volume |
48,148 |
39,649 |
-8,499 |
-17.7% |
258,286 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.413 |
3.389 |
3.281 |
|
| R3 |
3.356 |
3.332 |
3.266 |
|
| R2 |
3.299 |
3.299 |
3.260 |
|
| R1 |
3.275 |
3.275 |
3.255 |
3.259 |
| PP |
3.242 |
3.242 |
3.242 |
3.234 |
| S1 |
3.218 |
3.218 |
3.245 |
3.202 |
| S2 |
3.185 |
3.185 |
3.240 |
|
| S3 |
3.128 |
3.161 |
3.234 |
|
| S4 |
3.071 |
3.104 |
3.219 |
|
|
| 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 |
3.416 |
3.210 |
0.206 |
6.3% |
0.093 |
2.8% |
19% |
False |
True |
43,648 |
| 10 |
3.418 |
3.055 |
0.363 |
11.2% |
0.109 |
3.3% |
54% |
False |
False |
45,396 |
| 20 |
3.418 |
3.055 |
0.363 |
11.2% |
0.107 |
3.3% |
54% |
False |
False |
37,031 |
| 40 |
3.631 |
3.055 |
0.576 |
17.7% |
0.107 |
3.3% |
34% |
False |
False |
30,090 |
| 60 |
3.631 |
3.055 |
0.576 |
17.7% |
0.108 |
3.3% |
34% |
False |
False |
25,555 |
| 80 |
3.631 |
2.962 |
0.669 |
20.6% |
0.106 |
3.3% |
43% |
False |
False |
22,625 |
| 100 |
3.631 |
2.962 |
0.669 |
20.6% |
0.103 |
3.2% |
43% |
False |
False |
20,267 |
| 120 |
3.631 |
2.909 |
0.722 |
22.2% |
0.096 |
3.0% |
47% |
False |
False |
18,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.509 |
|
2.618 |
3.416 |
|
1.618 |
3.359 |
|
1.000 |
3.324 |
|
0.618 |
3.302 |
|
HIGH |
3.267 |
|
0.618 |
3.245 |
|
0.500 |
3.239 |
|
0.382 |
3.232 |
|
LOW |
3.210 |
|
0.618 |
3.175 |
|
1.000 |
3.153 |
|
1.618 |
3.118 |
|
2.618 |
3.061 |
|
4.250 |
2.968 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.246 |
3.270 |
| PP |
3.242 |
3.263 |
| S1 |
3.239 |
3.257 |
|