NYMEX Natural Gas Future December 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 |
3.200 |
3.338 |
0.138 |
4.3% |
3.224 |
| High |
3.340 |
3.414 |
0.074 |
2.2% |
3.276 |
| Low |
3.166 |
3.300 |
0.134 |
4.2% |
3.055 |
| Close |
3.324 |
3.410 |
0.086 |
2.6% |
3.079 |
| Range |
0.174 |
0.114 |
-0.060 |
-34.5% |
0.221 |
| ATR |
0.111 |
0.111 |
0.000 |
0.2% |
0.000 |
| Volume |
40,661 |
75,432 |
34,771 |
85.5% |
122,421 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.717 |
3.677 |
3.473 |
|
| R3 |
3.603 |
3.563 |
3.441 |
|
| R2 |
3.489 |
3.489 |
3.431 |
|
| R1 |
3.449 |
3.449 |
3.420 |
3.469 |
| PP |
3.375 |
3.375 |
3.375 |
3.385 |
| S1 |
3.335 |
3.335 |
3.400 |
3.355 |
| S2 |
3.261 |
3.261 |
3.389 |
|
| S3 |
3.147 |
3.221 |
3.379 |
|
| S4 |
3.033 |
3.107 |
3.347 |
|
|
| 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 |
3.414 |
3.055 |
0.359 |
10.5% |
0.126 |
3.7% |
99% |
True |
False |
44,774 |
| 10 |
3.414 |
3.055 |
0.359 |
10.5% |
0.110 |
3.2% |
99% |
True |
False |
37,176 |
| 20 |
3.414 |
3.055 |
0.359 |
10.5% |
0.107 |
3.1% |
99% |
True |
False |
29,767 |
| 40 |
3.631 |
3.055 |
0.576 |
16.9% |
0.107 |
3.1% |
62% |
False |
False |
26,299 |
| 60 |
3.631 |
3.055 |
0.576 |
16.9% |
0.109 |
3.2% |
62% |
False |
False |
22,635 |
| 80 |
3.631 |
2.962 |
0.669 |
19.6% |
0.106 |
3.1% |
67% |
False |
False |
20,225 |
| 100 |
3.631 |
2.909 |
0.722 |
21.2% |
0.102 |
3.0% |
69% |
False |
False |
18,169 |
| 120 |
3.631 |
2.909 |
0.722 |
21.2% |
0.095 |
2.8% |
69% |
False |
False |
16,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.899 |
|
2.618 |
3.712 |
|
1.618 |
3.598 |
|
1.000 |
3.528 |
|
0.618 |
3.484 |
|
HIGH |
3.414 |
|
0.618 |
3.370 |
|
0.500 |
3.357 |
|
0.382 |
3.344 |
|
LOW |
3.300 |
|
0.618 |
3.230 |
|
1.000 |
3.186 |
|
1.618 |
3.116 |
|
2.618 |
3.002 |
|
4.250 |
2.816 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.392 |
3.352 |
| PP |
3.375 |
3.294 |
| S1 |
3.357 |
3.236 |
|