NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.327 |
3.382 |
0.055 |
1.7% |
3.313 |
| High |
3.398 |
3.512 |
0.114 |
3.4% |
3.366 |
| Low |
3.327 |
3.373 |
0.046 |
1.4% |
3.210 |
| Close |
3.382 |
3.488 |
0.106 |
3.1% |
3.356 |
| Range |
0.071 |
0.139 |
0.068 |
95.8% |
0.156 |
| ATR |
0.102 |
0.104 |
0.003 |
2.6% |
0.000 |
| Volume |
26,642 |
35,203 |
8,561 |
32.1% |
195,561 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.875 |
3.820 |
3.564 |
|
| R3 |
3.736 |
3.681 |
3.526 |
|
| R2 |
3.597 |
3.597 |
3.513 |
|
| R1 |
3.542 |
3.542 |
3.501 |
3.570 |
| PP |
3.458 |
3.458 |
3.458 |
3.471 |
| S1 |
3.403 |
3.403 |
3.475 |
3.431 |
| S2 |
3.319 |
3.319 |
3.463 |
|
| S3 |
3.180 |
3.264 |
3.450 |
|
| S4 |
3.041 |
3.125 |
3.412 |
|
|
| 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 |
3.512 |
3.210 |
0.302 |
8.7% |
0.094 |
2.7% |
92% |
True |
False |
35,664 |
| 10 |
3.512 |
3.210 |
0.302 |
8.7% |
0.098 |
2.8% |
92% |
True |
False |
40,679 |
| 20 |
3.512 |
3.055 |
0.457 |
13.1% |
0.104 |
3.0% |
95% |
True |
False |
38,927 |
| 40 |
3.594 |
3.055 |
0.539 |
15.5% |
0.108 |
3.1% |
80% |
False |
False |
31,759 |
| 60 |
3.631 |
3.055 |
0.576 |
16.5% |
0.107 |
3.1% |
75% |
False |
False |
26,528 |
| 80 |
3.631 |
2.962 |
0.669 |
19.2% |
0.106 |
3.0% |
79% |
False |
False |
23,737 |
| 100 |
3.631 |
2.962 |
0.669 |
19.2% |
0.104 |
3.0% |
79% |
False |
False |
21,280 |
| 120 |
3.631 |
2.909 |
0.722 |
20.7% |
0.098 |
2.8% |
80% |
False |
False |
19,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.103 |
|
2.618 |
3.876 |
|
1.618 |
3.737 |
|
1.000 |
3.651 |
|
0.618 |
3.598 |
|
HIGH |
3.512 |
|
0.618 |
3.459 |
|
0.500 |
3.443 |
|
0.382 |
3.426 |
|
LOW |
3.373 |
|
0.618 |
3.287 |
|
1.000 |
3.234 |
|
1.618 |
3.148 |
|
2.618 |
3.009 |
|
4.250 |
2.782 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.473 |
3.458 |
| PP |
3.458 |
3.428 |
| S1 |
3.443 |
3.399 |
|