NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.938 |
2.880 |
-0.058 |
-2.0% |
2.960 |
| High |
2.999 |
2.899 |
-0.100 |
-3.3% |
3.035 |
| Low |
2.879 |
2.803 |
-0.076 |
-2.6% |
2.803 |
| Close |
2.910 |
2.833 |
-0.077 |
-2.6% |
2.833 |
| Range |
0.120 |
0.096 |
-0.024 |
-20.0% |
0.232 |
| ATR |
0.112 |
0.112 |
0.000 |
-0.3% |
0.000 |
| Volume |
54,543 |
55,886 |
1,343 |
2.5% |
212,263 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.133 |
3.079 |
2.886 |
|
| R3 |
3.037 |
2.983 |
2.859 |
|
| R2 |
2.941 |
2.941 |
2.851 |
|
| R1 |
2.887 |
2.887 |
2.842 |
2.866 |
| PP |
2.845 |
2.845 |
2.845 |
2.835 |
| S1 |
2.791 |
2.791 |
2.824 |
2.770 |
| S2 |
2.749 |
2.749 |
2.815 |
|
| S3 |
2.653 |
2.695 |
2.807 |
|
| S4 |
2.557 |
2.599 |
2.780 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.586 |
3.442 |
2.961 |
|
| R3 |
3.354 |
3.210 |
2.897 |
|
| R2 |
3.122 |
3.122 |
2.876 |
|
| R1 |
2.978 |
2.978 |
2.854 |
2.934 |
| PP |
2.890 |
2.890 |
2.890 |
2.869 |
| S1 |
2.746 |
2.746 |
2.812 |
2.702 |
| S2 |
2.658 |
2.658 |
2.790 |
|
| S3 |
2.426 |
2.514 |
2.769 |
|
| S4 |
2.194 |
2.282 |
2.705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.035 |
2.803 |
0.232 |
8.2% |
0.104 |
3.7% |
13% |
False |
True |
54,526 |
| 10 |
3.092 |
2.790 |
0.302 |
10.7% |
0.108 |
3.8% |
14% |
False |
False |
51,496 |
| 20 |
3.155 |
2.790 |
0.365 |
12.9% |
0.107 |
3.8% |
12% |
False |
False |
58,545 |
| 40 |
3.407 |
2.790 |
0.617 |
21.8% |
0.113 |
4.0% |
7% |
False |
False |
50,019 |
| 60 |
3.407 |
2.650 |
0.757 |
26.7% |
0.119 |
4.2% |
24% |
False |
False |
42,044 |
| 80 |
3.407 |
2.650 |
0.757 |
26.7% |
0.113 |
4.0% |
24% |
False |
False |
35,864 |
| 100 |
3.407 |
2.566 |
0.841 |
29.7% |
0.107 |
3.8% |
32% |
False |
False |
31,445 |
| 120 |
3.407 |
2.566 |
0.841 |
29.7% |
0.098 |
3.5% |
32% |
False |
False |
27,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.307 |
|
2.618 |
3.150 |
|
1.618 |
3.054 |
|
1.000 |
2.995 |
|
0.618 |
2.958 |
|
HIGH |
2.899 |
|
0.618 |
2.862 |
|
0.500 |
2.851 |
|
0.382 |
2.840 |
|
LOW |
2.803 |
|
0.618 |
2.744 |
|
1.000 |
2.707 |
|
1.618 |
2.648 |
|
2.618 |
2.552 |
|
4.250 |
2.395 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.851 |
2.909 |
| PP |
2.845 |
2.884 |
| S1 |
2.839 |
2.858 |
|