NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.812 |
2.963 |
0.151 |
5.4% |
2.960 |
| High |
2.970 |
3.117 |
0.147 |
4.9% |
3.035 |
| Low |
2.802 |
2.926 |
0.124 |
4.4% |
2.803 |
| Close |
2.941 |
3.104 |
0.163 |
5.5% |
2.833 |
| Range |
0.168 |
0.191 |
0.023 |
13.7% |
0.232 |
| ATR |
0.116 |
0.121 |
0.005 |
4.6% |
0.000 |
| Volume |
63,201 |
66,046 |
2,845 |
4.5% |
212,263 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.622 |
3.554 |
3.209 |
|
| R3 |
3.431 |
3.363 |
3.157 |
|
| R2 |
3.240 |
3.240 |
3.139 |
|
| R1 |
3.172 |
3.172 |
3.122 |
3.206 |
| PP |
3.049 |
3.049 |
3.049 |
3.066 |
| S1 |
2.981 |
2.981 |
3.086 |
3.015 |
| S2 |
2.858 |
2.858 |
3.069 |
|
| S3 |
2.667 |
2.790 |
3.051 |
|
| S4 |
2.476 |
2.599 |
2.999 |
|
|
| 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 |
3.117 |
2.802 |
0.315 |
10.1% |
0.134 |
4.3% |
96% |
True |
False |
58,718 |
| 10 |
3.117 |
2.790 |
0.327 |
10.5% |
0.116 |
3.7% |
96% |
True |
False |
53,540 |
| 20 |
3.117 |
2.790 |
0.327 |
10.5% |
0.115 |
3.7% |
96% |
True |
False |
53,589 |
| 40 |
3.407 |
2.790 |
0.617 |
19.9% |
0.118 |
3.8% |
51% |
False |
False |
51,826 |
| 60 |
3.407 |
2.790 |
0.617 |
19.9% |
0.119 |
3.8% |
51% |
False |
False |
43,197 |
| 80 |
3.407 |
2.650 |
0.757 |
24.4% |
0.114 |
3.7% |
60% |
False |
False |
37,153 |
| 100 |
3.407 |
2.566 |
0.841 |
27.1% |
0.109 |
3.5% |
64% |
False |
False |
32,587 |
| 120 |
3.407 |
2.566 |
0.841 |
27.1% |
0.100 |
3.2% |
64% |
False |
False |
28,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.929 |
|
2.618 |
3.617 |
|
1.618 |
3.426 |
|
1.000 |
3.308 |
|
0.618 |
3.235 |
|
HIGH |
3.117 |
|
0.618 |
3.044 |
|
0.500 |
3.022 |
|
0.382 |
2.999 |
|
LOW |
2.926 |
|
0.618 |
2.808 |
|
1.000 |
2.735 |
|
1.618 |
2.617 |
|
2.618 |
2.426 |
|
4.250 |
2.114 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.077 |
3.056 |
| PP |
3.049 |
3.008 |
| S1 |
3.022 |
2.960 |
|