NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.123 |
3.069 |
-0.054 |
-1.7% |
3.224 |
| High |
3.136 |
3.206 |
0.070 |
2.2% |
3.276 |
| Low |
3.055 |
3.057 |
0.002 |
0.1% |
3.055 |
| Close |
3.079 |
3.181 |
0.102 |
3.3% |
3.079 |
| Range |
0.081 |
0.149 |
0.068 |
84.0% |
0.221 |
| ATR |
0.103 |
0.106 |
0.003 |
3.2% |
0.000 |
| Volume |
31,777 |
37,967 |
6,190 |
19.5% |
122,421 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.595 |
3.537 |
3.263 |
|
| R3 |
3.446 |
3.388 |
3.222 |
|
| R2 |
3.297 |
3.297 |
3.208 |
|
| R1 |
3.239 |
3.239 |
3.195 |
3.268 |
| PP |
3.148 |
3.148 |
3.148 |
3.163 |
| S1 |
3.090 |
3.090 |
3.167 |
3.119 |
| S2 |
2.999 |
2.999 |
3.154 |
|
| S3 |
2.850 |
2.941 |
3.140 |
|
| S4 |
2.701 |
2.792 |
3.099 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.800 |
3.660 |
3.201 |
|
| R3 |
3.579 |
3.439 |
3.140 |
|
| R2 |
3.358 |
3.358 |
3.120 |
|
| R1 |
3.218 |
3.218 |
3.099 |
3.178 |
| PP |
3.137 |
3.137 |
3.137 |
3.116 |
| S1 |
2.997 |
2.997 |
3.059 |
2.957 |
| S2 |
2.916 |
2.916 |
3.038 |
|
| S3 |
2.695 |
2.776 |
3.018 |
|
| S4 |
2.474 |
2.555 |
2.957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.276 |
3.055 |
0.221 |
6.9% |
0.105 |
3.3% |
57% |
False |
False |
32,077 |
| 10 |
3.276 |
3.055 |
0.221 |
6.9% |
0.100 |
3.1% |
57% |
False |
False |
30,063 |
| 20 |
3.359 |
3.055 |
0.304 |
9.6% |
0.100 |
3.1% |
41% |
False |
False |
26,129 |
| 40 |
3.631 |
3.055 |
0.576 |
18.1% |
0.105 |
3.3% |
22% |
False |
False |
23,929 |
| 60 |
3.631 |
3.055 |
0.576 |
18.1% |
0.108 |
3.4% |
22% |
False |
False |
21,296 |
| 80 |
3.631 |
2.962 |
0.669 |
21.0% |
0.105 |
3.3% |
33% |
False |
False |
19,101 |
| 100 |
3.631 |
2.909 |
0.722 |
22.7% |
0.100 |
3.2% |
38% |
False |
False |
17,181 |
| 120 |
3.631 |
2.909 |
0.722 |
22.7% |
0.094 |
2.9% |
38% |
False |
False |
15,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.839 |
|
2.618 |
3.596 |
|
1.618 |
3.447 |
|
1.000 |
3.355 |
|
0.618 |
3.298 |
|
HIGH |
3.206 |
|
0.618 |
3.149 |
|
0.500 |
3.132 |
|
0.382 |
3.114 |
|
LOW |
3.057 |
|
0.618 |
2.965 |
|
1.000 |
2.908 |
|
1.618 |
2.816 |
|
2.618 |
2.667 |
|
4.250 |
2.424 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.165 |
3.169 |
| PP |
3.148 |
3.156 |
| S1 |
3.132 |
3.144 |
|