NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.963 |
3.110 |
0.147 |
5.0% |
2.960 |
| High |
3.117 |
3.195 |
0.078 |
2.5% |
3.035 |
| Low |
2.926 |
3.074 |
0.148 |
5.1% |
2.803 |
| Close |
3.104 |
3.191 |
0.087 |
2.8% |
2.833 |
| Range |
0.191 |
0.121 |
-0.070 |
-36.6% |
0.232 |
| ATR |
0.121 |
0.121 |
0.000 |
0.0% |
0.000 |
| Volume |
66,046 |
111,104 |
45,058 |
68.2% |
212,263 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.516 |
3.475 |
3.258 |
|
| R3 |
3.395 |
3.354 |
3.224 |
|
| R2 |
3.274 |
3.274 |
3.213 |
|
| R1 |
3.233 |
3.233 |
3.202 |
3.254 |
| PP |
3.153 |
3.153 |
3.153 |
3.164 |
| S1 |
3.112 |
3.112 |
3.180 |
3.133 |
| S2 |
3.032 |
3.032 |
3.169 |
|
| S3 |
2.911 |
2.991 |
3.158 |
|
| S4 |
2.790 |
2.870 |
3.124 |
|
|
| 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 |
3.195 |
2.802 |
0.393 |
12.3% |
0.139 |
4.4% |
99% |
True |
False |
70,156 |
| 10 |
3.195 |
2.790 |
0.405 |
12.7% |
0.121 |
3.8% |
99% |
True |
False |
60,643 |
| 20 |
3.195 |
2.790 |
0.405 |
12.7% |
0.116 |
3.6% |
99% |
True |
False |
55,196 |
| 40 |
3.407 |
2.790 |
0.617 |
19.3% |
0.118 |
3.7% |
65% |
False |
False |
54,110 |
| 60 |
3.407 |
2.790 |
0.617 |
19.3% |
0.119 |
3.7% |
65% |
False |
False |
44,763 |
| 80 |
3.407 |
2.650 |
0.757 |
23.7% |
0.115 |
3.6% |
71% |
False |
False |
38,323 |
| 100 |
3.407 |
2.566 |
0.841 |
26.4% |
0.110 |
3.5% |
74% |
False |
False |
33,572 |
| 120 |
3.407 |
2.566 |
0.841 |
26.4% |
0.101 |
3.2% |
74% |
False |
False |
29,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.709 |
|
2.618 |
3.512 |
|
1.618 |
3.391 |
|
1.000 |
3.316 |
|
0.618 |
3.270 |
|
HIGH |
3.195 |
|
0.618 |
3.149 |
|
0.500 |
3.135 |
|
0.382 |
3.120 |
|
LOW |
3.074 |
|
0.618 |
2.999 |
|
1.000 |
2.953 |
|
1.618 |
2.878 |
|
2.618 |
2.757 |
|
4.250 |
2.560 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.172 |
3.127 |
| PP |
3.153 |
3.063 |
| S1 |
3.135 |
2.999 |
|