NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.313 |
3.284 |
-0.029 |
-0.9% |
3.069 |
| High |
3.362 |
3.330 |
-0.032 |
-1.0% |
3.418 |
| Low |
3.264 |
3.230 |
-0.034 |
-1.0% |
3.057 |
| Close |
3.273 |
3.243 |
-0.030 |
-0.9% |
3.323 |
| Range |
0.098 |
0.100 |
0.002 |
2.0% |
0.361 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.7% |
0.000 |
| Volume |
40,332 |
35,772 |
-4,560 |
-11.3% |
258,286 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.568 |
3.505 |
3.298 |
|
| R3 |
3.468 |
3.405 |
3.271 |
|
| R2 |
3.368 |
3.368 |
3.261 |
|
| R1 |
3.305 |
3.305 |
3.252 |
3.287 |
| PP |
3.268 |
3.268 |
3.268 |
3.258 |
| S1 |
3.205 |
3.205 |
3.234 |
3.187 |
| S2 |
3.168 |
3.168 |
3.225 |
|
| S3 |
3.068 |
3.105 |
3.216 |
|
| S4 |
2.968 |
3.005 |
3.188 |
|
|
| 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 |
3.230 |
0.188 |
5.8% |
0.109 |
3.4% |
7% |
False |
True |
51,152 |
| 10 |
3.418 |
3.055 |
0.363 |
11.2% |
0.114 |
3.5% |
52% |
False |
False |
43,256 |
| 20 |
3.418 |
3.055 |
0.363 |
11.2% |
0.109 |
3.4% |
52% |
False |
False |
34,928 |
| 40 |
3.631 |
3.055 |
0.576 |
17.8% |
0.108 |
3.3% |
33% |
False |
False |
28,719 |
| 60 |
3.631 |
3.055 |
0.576 |
17.8% |
0.109 |
3.4% |
33% |
False |
False |
24,512 |
| 80 |
3.631 |
2.962 |
0.669 |
20.6% |
0.107 |
3.3% |
42% |
False |
False |
21,836 |
| 100 |
3.631 |
2.962 |
0.669 |
20.6% |
0.104 |
3.2% |
42% |
False |
False |
19,599 |
| 120 |
3.631 |
2.909 |
0.722 |
22.3% |
0.096 |
3.0% |
46% |
False |
False |
17,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.755 |
|
2.618 |
3.592 |
|
1.618 |
3.492 |
|
1.000 |
3.430 |
|
0.618 |
3.392 |
|
HIGH |
3.330 |
|
0.618 |
3.292 |
|
0.500 |
3.280 |
|
0.382 |
3.268 |
|
LOW |
3.230 |
|
0.618 |
3.168 |
|
1.000 |
3.130 |
|
1.618 |
3.068 |
|
2.618 |
2.968 |
|
4.250 |
2.805 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.280 |
3.323 |
| PP |
3.268 |
3.296 |
| S1 |
3.255 |
3.270 |
|