NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.252 |
3.356 |
0.104 |
3.2% |
3.313 |
| High |
3.366 |
3.361 |
-0.005 |
-0.1% |
3.366 |
| Low |
3.240 |
3.285 |
0.045 |
1.4% |
3.210 |
| Close |
3.356 |
3.325 |
-0.031 |
-0.9% |
3.356 |
| Range |
0.126 |
0.076 |
-0.050 |
-39.7% |
0.156 |
| ATR |
0.106 |
0.104 |
-0.002 |
-2.0% |
0.000 |
| Volume |
31,660 |
45,166 |
13,506 |
42.7% |
195,561 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.552 |
3.514 |
3.367 |
|
| R3 |
3.476 |
3.438 |
3.346 |
|
| R2 |
3.400 |
3.400 |
3.339 |
|
| R1 |
3.362 |
3.362 |
3.332 |
3.343 |
| PP |
3.324 |
3.324 |
3.324 |
3.314 |
| S1 |
3.286 |
3.286 |
3.318 |
3.267 |
| S2 |
3.248 |
3.248 |
3.311 |
|
| S3 |
3.172 |
3.210 |
3.304 |
|
| S4 |
3.096 |
3.134 |
3.283 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.779 |
3.723 |
3.442 |
|
| R3 |
3.623 |
3.567 |
3.399 |
|
| R2 |
3.467 |
3.467 |
3.385 |
|
| R1 |
3.411 |
3.411 |
3.370 |
3.439 |
| PP |
3.311 |
3.311 |
3.311 |
3.325 |
| S1 |
3.255 |
3.255 |
3.342 |
3.283 |
| S2 |
3.155 |
3.155 |
3.327 |
|
| S3 |
2.999 |
3.099 |
3.313 |
|
| S4 |
2.843 |
2.943 |
3.270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.366 |
3.210 |
0.156 |
4.7% |
0.088 |
2.6% |
74% |
False |
False |
40,079 |
| 10 |
3.418 |
3.166 |
0.252 |
7.6% |
0.106 |
3.2% |
63% |
False |
False |
46,104 |
| 20 |
3.418 |
3.055 |
0.363 |
10.9% |
0.103 |
3.1% |
74% |
False |
False |
38,084 |
| 40 |
3.631 |
3.055 |
0.576 |
17.3% |
0.108 |
3.2% |
47% |
False |
False |
31,084 |
| 60 |
3.631 |
3.055 |
0.576 |
17.3% |
0.106 |
3.2% |
47% |
False |
False |
26,282 |
| 80 |
3.631 |
2.962 |
0.669 |
20.1% |
0.106 |
3.2% |
54% |
False |
False |
23,356 |
| 100 |
3.631 |
2.962 |
0.669 |
20.1% |
0.103 |
3.1% |
54% |
False |
False |
20,839 |
| 120 |
3.631 |
2.909 |
0.722 |
21.7% |
0.097 |
2.9% |
58% |
False |
False |
18,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.684 |
|
2.618 |
3.560 |
|
1.618 |
3.484 |
|
1.000 |
3.437 |
|
0.618 |
3.408 |
|
HIGH |
3.361 |
|
0.618 |
3.332 |
|
0.500 |
3.323 |
|
0.382 |
3.314 |
|
LOW |
3.285 |
|
0.618 |
3.238 |
|
1.000 |
3.209 |
|
1.618 |
3.162 |
|
2.618 |
3.086 |
|
4.250 |
2.962 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.324 |
3.313 |
| PP |
3.324 |
3.300 |
| S1 |
3.323 |
3.288 |
|