NYMEX Natural Gas Future October 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 |
2.774 |
2.777 |
0.003 |
0.1% |
2.659 |
| High |
2.855 |
2.821 |
-0.034 |
-1.2% |
3.070 |
| Low |
2.737 |
2.747 |
0.010 |
0.4% |
2.647 |
| Close |
2.762 |
2.797 |
0.035 |
1.3% |
2.943 |
| Range |
0.118 |
0.074 |
-0.044 |
-37.3% |
0.423 |
| ATR |
0.131 |
0.127 |
-0.004 |
-3.1% |
0.000 |
| Volume |
161,160 |
161,154 |
-6 |
0.0% |
937,995 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.010 |
2.978 |
2.838 |
|
| R3 |
2.936 |
2.904 |
2.817 |
|
| R2 |
2.862 |
2.862 |
2.811 |
|
| R1 |
2.830 |
2.830 |
2.804 |
2.846 |
| PP |
2.788 |
2.788 |
2.788 |
2.797 |
| S1 |
2.756 |
2.756 |
2.790 |
2.772 |
| S2 |
2.714 |
2.714 |
2.783 |
|
| S3 |
2.640 |
2.682 |
2.777 |
|
| S4 |
2.566 |
2.608 |
2.756 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.156 |
3.972 |
3.176 |
|
| R3 |
3.733 |
3.549 |
3.059 |
|
| R2 |
3.310 |
3.310 |
3.021 |
|
| R1 |
3.126 |
3.126 |
2.982 |
3.218 |
| PP |
2.887 |
2.887 |
2.887 |
2.933 |
| S1 |
2.703 |
2.703 |
2.904 |
2.795 |
| S2 |
2.464 |
2.464 |
2.865 |
|
| S3 |
2.041 |
2.280 |
2.827 |
|
| S4 |
1.618 |
1.857 |
2.710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.062 |
2.737 |
0.325 |
11.6% |
0.124 |
4.4% |
18% |
False |
False |
150,266 |
| 10 |
3.070 |
2.647 |
0.423 |
15.1% |
0.136 |
4.8% |
35% |
False |
False |
169,091 |
| 20 |
3.070 |
2.610 |
0.460 |
16.4% |
0.128 |
4.6% |
41% |
False |
False |
142,564 |
| 40 |
3.281 |
2.610 |
0.671 |
24.0% |
0.128 |
4.6% |
28% |
False |
False |
108,354 |
| 60 |
3.281 |
2.610 |
0.671 |
24.0% |
0.131 |
4.7% |
28% |
False |
False |
89,600 |
| 80 |
3.281 |
2.357 |
0.924 |
33.0% |
0.129 |
4.6% |
48% |
False |
False |
78,233 |
| 100 |
3.281 |
2.357 |
0.924 |
33.0% |
0.125 |
4.5% |
48% |
False |
False |
69,745 |
| 120 |
3.281 |
2.300 |
0.981 |
35.1% |
0.117 |
4.2% |
51% |
False |
False |
62,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.136 |
|
2.618 |
3.015 |
|
1.618 |
2.941 |
|
1.000 |
2.895 |
|
0.618 |
2.867 |
|
HIGH |
2.821 |
|
0.618 |
2.793 |
|
0.500 |
2.784 |
|
0.382 |
2.775 |
|
LOW |
2.747 |
|
0.618 |
2.701 |
|
1.000 |
2.673 |
|
1.618 |
2.627 |
|
2.618 |
2.553 |
|
4.250 |
2.433 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.793 |
2.827 |
| PP |
2.788 |
2.817 |
| S1 |
2.784 |
2.807 |
|