NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.356 |
3.327 |
-0.029 |
-0.9% |
3.313 |
| High |
3.361 |
3.398 |
0.037 |
1.1% |
3.366 |
| Low |
3.285 |
3.327 |
0.042 |
1.3% |
3.210 |
| Close |
3.325 |
3.382 |
0.057 |
1.7% |
3.356 |
| Range |
0.076 |
0.071 |
-0.005 |
-6.6% |
0.156 |
| ATR |
0.104 |
0.102 |
-0.002 |
-2.1% |
0.000 |
| Volume |
45,166 |
26,642 |
-18,524 |
-41.0% |
195,561 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.582 |
3.553 |
3.421 |
|
| R3 |
3.511 |
3.482 |
3.402 |
|
| R2 |
3.440 |
3.440 |
3.395 |
|
| R1 |
3.411 |
3.411 |
3.389 |
3.426 |
| PP |
3.369 |
3.369 |
3.369 |
3.376 |
| S1 |
3.340 |
3.340 |
3.375 |
3.355 |
| S2 |
3.298 |
3.298 |
3.369 |
|
| S3 |
3.227 |
3.269 |
3.362 |
|
| S4 |
3.156 |
3.198 |
3.343 |
|
|
| 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 |
3.398 |
3.210 |
0.188 |
5.6% |
0.082 |
2.4% |
91% |
True |
False |
38,253 |
| 10 |
3.418 |
3.210 |
0.208 |
6.2% |
0.096 |
2.8% |
83% |
False |
False |
44,702 |
| 20 |
3.418 |
3.055 |
0.363 |
10.7% |
0.101 |
3.0% |
90% |
False |
False |
38,382 |
| 40 |
3.631 |
3.055 |
0.576 |
17.0% |
0.107 |
3.2% |
57% |
False |
False |
31,370 |
| 60 |
3.631 |
3.055 |
0.576 |
17.0% |
0.106 |
3.1% |
57% |
False |
False |
26,300 |
| 80 |
3.631 |
2.962 |
0.669 |
19.8% |
0.106 |
3.1% |
63% |
False |
False |
23,467 |
| 100 |
3.631 |
2.962 |
0.669 |
19.8% |
0.103 |
3.1% |
63% |
False |
False |
21,011 |
| 120 |
3.631 |
2.909 |
0.722 |
21.3% |
0.097 |
2.9% |
66% |
False |
False |
19,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.700 |
|
2.618 |
3.584 |
|
1.618 |
3.513 |
|
1.000 |
3.469 |
|
0.618 |
3.442 |
|
HIGH |
3.398 |
|
0.618 |
3.371 |
|
0.500 |
3.363 |
|
0.382 |
3.354 |
|
LOW |
3.327 |
|
0.618 |
3.283 |
|
1.000 |
3.256 |
|
1.618 |
3.212 |
|
2.618 |
3.141 |
|
4.250 |
3.025 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.376 |
3.361 |
| PP |
3.369 |
3.340 |
| S1 |
3.363 |
3.319 |
|