NYMEX Natural Gas Future December 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 |
3.180 |
3.123 |
-0.057 |
-1.8% |
3.224 |
| High |
3.232 |
3.136 |
-0.096 |
-3.0% |
3.276 |
| Low |
3.122 |
3.055 |
-0.067 |
-2.1% |
3.055 |
| Close |
3.151 |
3.079 |
-0.072 |
-2.3% |
3.079 |
| Range |
0.110 |
0.081 |
-0.029 |
-26.4% |
0.221 |
| ATR |
0.103 |
0.103 |
-0.001 |
-0.5% |
0.000 |
| Volume |
38,034 |
31,777 |
-6,257 |
-16.5% |
122,421 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.287 |
3.124 |
|
| R3 |
3.252 |
3.206 |
3.101 |
|
| R2 |
3.171 |
3.171 |
3.094 |
|
| R1 |
3.125 |
3.125 |
3.086 |
3.108 |
| PP |
3.090 |
3.090 |
3.090 |
3.081 |
| S1 |
3.044 |
3.044 |
3.072 |
3.027 |
| S2 |
3.009 |
3.009 |
3.064 |
|
| S3 |
2.928 |
2.963 |
3.057 |
|
| S4 |
2.847 |
2.882 |
3.034 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.800 |
3.660 |
3.201 |
|
| R3 |
3.579 |
3.439 |
3.140 |
|
| R2 |
3.358 |
3.358 |
3.120 |
|
| R1 |
3.218 |
3.218 |
3.099 |
3.178 |
| PP |
3.137 |
3.137 |
3.137 |
3.116 |
| S1 |
2.997 |
2.997 |
3.059 |
2.957 |
| S2 |
2.916 |
2.916 |
3.038 |
|
| S3 |
2.695 |
2.776 |
3.018 |
|
| S4 |
2.474 |
2.555 |
2.957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.276 |
3.055 |
0.221 |
7.2% |
0.092 |
3.0% |
11% |
False |
True |
30,922 |
| 10 |
3.359 |
3.055 |
0.304 |
9.9% |
0.100 |
3.2% |
8% |
False |
True |
29,351 |
| 20 |
3.417 |
3.055 |
0.362 |
11.8% |
0.098 |
3.2% |
7% |
False |
True |
26,242 |
| 40 |
3.631 |
3.055 |
0.576 |
18.7% |
0.103 |
3.3% |
4% |
False |
True |
23,474 |
| 60 |
3.631 |
2.962 |
0.669 |
21.7% |
0.109 |
3.5% |
17% |
False |
False |
20,827 |
| 80 |
3.631 |
2.962 |
0.669 |
21.7% |
0.104 |
3.4% |
17% |
False |
False |
18,706 |
| 100 |
3.631 |
2.909 |
0.722 |
23.4% |
0.099 |
3.2% |
24% |
False |
False |
16,894 |
| 120 |
3.631 |
2.909 |
0.722 |
23.4% |
0.093 |
3.0% |
24% |
False |
False |
15,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.480 |
|
2.618 |
3.348 |
|
1.618 |
3.267 |
|
1.000 |
3.217 |
|
0.618 |
3.186 |
|
HIGH |
3.136 |
|
0.618 |
3.105 |
|
0.500 |
3.096 |
|
0.382 |
3.086 |
|
LOW |
3.055 |
|
0.618 |
3.005 |
|
1.000 |
2.974 |
|
1.618 |
2.924 |
|
2.618 |
2.843 |
|
4.250 |
2.711 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.096 |
3.154 |
| PP |
3.090 |
3.129 |
| S1 |
3.085 |
3.104 |
|