NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.158 |
3.068 |
-0.090 |
-2.8% |
2.812 |
| High |
3.193 |
3.121 |
-0.072 |
-2.3% |
3.199 |
| Low |
3.053 |
3.008 |
-0.045 |
-1.5% |
2.802 |
| Close |
3.083 |
3.015 |
-0.068 |
-2.2% |
3.083 |
| Range |
0.140 |
0.113 |
-0.027 |
-19.3% |
0.397 |
| ATR |
0.122 |
0.121 |
-0.001 |
-0.5% |
0.000 |
| Volume |
71,317 |
71,086 |
-231 |
-0.3% |
415,634 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.387 |
3.314 |
3.077 |
|
| R3 |
3.274 |
3.201 |
3.046 |
|
| R2 |
3.161 |
3.161 |
3.036 |
|
| R1 |
3.088 |
3.088 |
3.025 |
3.068 |
| PP |
3.048 |
3.048 |
3.048 |
3.038 |
| S1 |
2.975 |
2.975 |
3.005 |
2.955 |
| S2 |
2.935 |
2.935 |
2.994 |
|
| S3 |
2.822 |
2.862 |
2.984 |
|
| S4 |
2.709 |
2.749 |
2.953 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.219 |
4.048 |
3.301 |
|
| R3 |
3.822 |
3.651 |
3.192 |
|
| R2 |
3.425 |
3.425 |
3.156 |
|
| R1 |
3.254 |
3.254 |
3.119 |
3.340 |
| PP |
3.028 |
3.028 |
3.028 |
3.071 |
| S1 |
2.857 |
2.857 |
3.047 |
2.943 |
| S2 |
2.631 |
2.631 |
3.010 |
|
| S3 |
2.234 |
2.460 |
2.974 |
|
| S4 |
1.837 |
2.063 |
2.865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.199 |
2.926 |
0.273 |
9.1% |
0.135 |
4.5% |
33% |
False |
False |
84,703 |
| 10 |
3.199 |
2.802 |
0.397 |
13.2% |
0.127 |
4.2% |
54% |
False |
False |
69,898 |
| 20 |
3.199 |
2.790 |
0.409 |
13.6% |
0.119 |
4.0% |
55% |
False |
False |
59,240 |
| 40 |
3.407 |
2.790 |
0.617 |
20.5% |
0.118 |
3.9% |
36% |
False |
False |
57,886 |
| 60 |
3.407 |
2.790 |
0.617 |
20.5% |
0.119 |
3.9% |
36% |
False |
False |
47,873 |
| 80 |
3.407 |
2.650 |
0.757 |
25.1% |
0.115 |
3.8% |
48% |
False |
False |
40,774 |
| 100 |
3.407 |
2.650 |
0.757 |
25.1% |
0.112 |
3.7% |
48% |
False |
False |
35,734 |
| 120 |
3.407 |
2.566 |
0.841 |
27.9% |
0.102 |
3.4% |
53% |
False |
False |
31,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.601 |
|
2.618 |
3.417 |
|
1.618 |
3.304 |
|
1.000 |
3.234 |
|
0.618 |
3.191 |
|
HIGH |
3.121 |
|
0.618 |
3.078 |
|
0.500 |
3.065 |
|
0.382 |
3.051 |
|
LOW |
3.008 |
|
0.618 |
2.938 |
|
1.000 |
2.895 |
|
1.618 |
2.825 |
|
2.618 |
2.712 |
|
4.250 |
2.528 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.065 |
3.104 |
| PP |
3.048 |
3.074 |
| S1 |
3.032 |
3.045 |
|