NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.284 |
3.255 |
-0.029 |
-0.9% |
3.069 |
| High |
3.330 |
3.289 |
-0.041 |
-1.2% |
3.418 |
| Low |
3.230 |
3.210 |
-0.020 |
-0.6% |
3.057 |
| Close |
3.243 |
3.235 |
-0.008 |
-0.2% |
3.323 |
| Range |
0.100 |
0.079 |
-0.021 |
-21.0% |
0.361 |
| ATR |
0.110 |
0.108 |
-0.002 |
-2.0% |
0.000 |
| Volume |
35,772 |
48,148 |
12,376 |
34.6% |
258,286 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.482 |
3.437 |
3.278 |
|
| R3 |
3.403 |
3.358 |
3.257 |
|
| R2 |
3.324 |
3.324 |
3.249 |
|
| R1 |
3.279 |
3.279 |
3.242 |
3.262 |
| PP |
3.245 |
3.245 |
3.245 |
3.236 |
| S1 |
3.200 |
3.200 |
3.228 |
3.183 |
| S2 |
3.166 |
3.166 |
3.221 |
|
| S3 |
3.087 |
3.121 |
3.213 |
|
| S4 |
3.008 |
3.042 |
3.192 |
|
|
| 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 |
3.210 |
0.208 |
6.4% |
0.102 |
3.2% |
12% |
False |
True |
45,695 |
| 10 |
3.418 |
3.055 |
0.363 |
11.2% |
0.114 |
3.5% |
50% |
False |
False |
45,234 |
| 20 |
3.418 |
3.055 |
0.363 |
11.2% |
0.107 |
3.3% |
50% |
False |
False |
36,621 |
| 40 |
3.631 |
3.055 |
0.576 |
17.8% |
0.108 |
3.3% |
31% |
False |
False |
29,511 |
| 60 |
3.631 |
3.055 |
0.576 |
17.8% |
0.109 |
3.4% |
31% |
False |
False |
25,155 |
| 80 |
3.631 |
2.962 |
0.669 |
20.7% |
0.106 |
3.3% |
41% |
False |
False |
22,259 |
| 100 |
3.631 |
2.962 |
0.669 |
20.7% |
0.104 |
3.2% |
41% |
False |
False |
19,927 |
| 120 |
3.631 |
2.909 |
0.722 |
22.3% |
0.096 |
3.0% |
45% |
False |
False |
18,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.625 |
|
2.618 |
3.496 |
|
1.618 |
3.417 |
|
1.000 |
3.368 |
|
0.618 |
3.338 |
|
HIGH |
3.289 |
|
0.618 |
3.259 |
|
0.500 |
3.250 |
|
0.382 |
3.240 |
|
LOW |
3.210 |
|
0.618 |
3.161 |
|
1.000 |
3.131 |
|
1.618 |
3.082 |
|
2.618 |
3.003 |
|
4.250 |
2.874 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.250 |
3.286 |
| PP |
3.245 |
3.269 |
| S1 |
3.240 |
3.252 |
|