NYMEX Natural Gas Future December 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 |
3.379 |
3.313 |
-0.066 |
-2.0% |
3.069 |
| High |
3.416 |
3.362 |
-0.054 |
-1.6% |
3.418 |
| Low |
3.287 |
3.264 |
-0.023 |
-0.7% |
3.057 |
| Close |
3.323 |
3.273 |
-0.050 |
-1.5% |
3.323 |
| Range |
0.129 |
0.098 |
-0.031 |
-24.0% |
0.361 |
| ATR |
0.112 |
0.111 |
-0.001 |
-0.9% |
0.000 |
| Volume |
54,339 |
40,332 |
-14,007 |
-25.8% |
258,286 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.594 |
3.531 |
3.327 |
|
| R3 |
3.496 |
3.433 |
3.300 |
|
| R2 |
3.398 |
3.398 |
3.291 |
|
| R1 |
3.335 |
3.335 |
3.282 |
3.318 |
| PP |
3.300 |
3.300 |
3.300 |
3.291 |
| S1 |
3.237 |
3.237 |
3.264 |
3.220 |
| S2 |
3.202 |
3.202 |
3.255 |
|
| S3 |
3.104 |
3.139 |
3.246 |
|
| S4 |
3.006 |
3.041 |
3.219 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.349 |
4.197 |
3.522 |
|
| R3 |
3.988 |
3.836 |
3.422 |
|
| R2 |
3.627 |
3.627 |
3.389 |
|
| R1 |
3.475 |
3.475 |
3.356 |
3.551 |
| PP |
3.266 |
3.266 |
3.266 |
3.304 |
| S1 |
3.114 |
3.114 |
3.290 |
3.190 |
| S2 |
2.905 |
2.905 |
3.257 |
|
| S3 |
2.544 |
2.753 |
3.224 |
|
| S4 |
2.183 |
2.392 |
3.124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.418 |
3.166 |
0.252 |
7.7% |
0.124 |
3.8% |
42% |
False |
False |
52,130 |
| 10 |
3.418 |
3.055 |
0.363 |
11.1% |
0.114 |
3.5% |
60% |
False |
False |
42,103 |
| 20 |
3.418 |
3.055 |
0.363 |
11.1% |
0.109 |
3.3% |
60% |
False |
False |
33,938 |
| 40 |
3.631 |
3.055 |
0.576 |
17.6% |
0.108 |
3.3% |
38% |
False |
False |
28,463 |
| 60 |
3.631 |
3.055 |
0.576 |
17.6% |
0.109 |
3.3% |
38% |
False |
False |
24,309 |
| 80 |
3.631 |
2.962 |
0.669 |
20.4% |
0.106 |
3.3% |
46% |
False |
False |
21,508 |
| 100 |
3.631 |
2.962 |
0.669 |
20.4% |
0.104 |
3.2% |
46% |
False |
False |
19,360 |
| 120 |
3.631 |
2.909 |
0.722 |
22.1% |
0.096 |
2.9% |
50% |
False |
False |
17,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.779 |
|
2.618 |
3.619 |
|
1.618 |
3.521 |
|
1.000 |
3.460 |
|
0.618 |
3.423 |
|
HIGH |
3.362 |
|
0.618 |
3.325 |
|
0.500 |
3.313 |
|
0.382 |
3.301 |
|
LOW |
3.264 |
|
0.618 |
3.203 |
|
1.000 |
3.166 |
|
1.618 |
3.105 |
|
2.618 |
3.007 |
|
4.250 |
2.848 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.313 |
3.341 |
| PP |
3.300 |
3.318 |
| S1 |
3.286 |
3.296 |
|