NYMEX Natural Gas Future November 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 |
2.966 |
2.955 |
-0.011 |
-0.4% |
2.812 |
| High |
3.022 |
2.986 |
-0.036 |
-1.2% |
3.199 |
| Low |
2.928 |
2.923 |
-0.005 |
-0.2% |
2.802 |
| Close |
2.945 |
2.962 |
0.017 |
0.6% |
3.083 |
| Range |
0.094 |
0.063 |
-0.031 |
-33.0% |
0.397 |
| ATR |
0.120 |
0.115 |
-0.004 |
-3.4% |
0.000 |
| Volume |
95,797 |
96,640 |
843 |
0.9% |
415,634 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.146 |
3.117 |
2.997 |
|
| R3 |
3.083 |
3.054 |
2.979 |
|
| R2 |
3.020 |
3.020 |
2.974 |
|
| R1 |
2.991 |
2.991 |
2.968 |
3.006 |
| PP |
2.957 |
2.957 |
2.957 |
2.964 |
| S1 |
2.928 |
2.928 |
2.956 |
2.943 |
| S2 |
2.894 |
2.894 |
2.950 |
|
| S3 |
2.831 |
2.865 |
2.945 |
|
| S4 |
2.768 |
2.802 |
2.927 |
|
|
| 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 |
3.193 |
2.923 |
0.270 |
9.1% |
0.107 |
3.6% |
14% |
False |
True |
86,638 |
| 10 |
3.199 |
2.802 |
0.397 |
13.4% |
0.122 |
4.1% |
40% |
False |
False |
83,339 |
| 20 |
3.199 |
2.790 |
0.409 |
13.8% |
0.118 |
4.0% |
42% |
False |
False |
66,638 |
| 40 |
3.407 |
2.790 |
0.617 |
20.8% |
0.117 |
4.0% |
28% |
False |
False |
62,457 |
| 60 |
3.407 |
2.790 |
0.617 |
20.8% |
0.118 |
4.0% |
28% |
False |
False |
51,534 |
| 80 |
3.407 |
2.650 |
0.757 |
25.6% |
0.115 |
3.9% |
41% |
False |
False |
43,787 |
| 100 |
3.407 |
2.650 |
0.757 |
25.6% |
0.111 |
3.8% |
41% |
False |
False |
38,228 |
| 120 |
3.407 |
2.566 |
0.841 |
28.4% |
0.103 |
3.5% |
47% |
False |
False |
33,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.254 |
|
2.618 |
3.151 |
|
1.618 |
3.088 |
|
1.000 |
3.049 |
|
0.618 |
3.025 |
|
HIGH |
2.986 |
|
0.618 |
2.962 |
|
0.500 |
2.955 |
|
0.382 |
2.947 |
|
LOW |
2.923 |
|
0.618 |
2.884 |
|
1.000 |
2.860 |
|
1.618 |
2.821 |
|
2.618 |
2.758 |
|
4.250 |
2.655 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.960 |
2.996 |
| PP |
2.957 |
2.985 |
| S1 |
2.955 |
2.973 |
|