NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.255 |
3.252 |
-0.003 |
-0.1% |
3.313 |
| High |
3.267 |
3.366 |
0.099 |
3.0% |
3.366 |
| Low |
3.210 |
3.240 |
0.030 |
0.9% |
3.210 |
| Close |
3.250 |
3.356 |
0.106 |
3.3% |
3.356 |
| Range |
0.057 |
0.126 |
0.069 |
121.1% |
0.156 |
| ATR |
0.104 |
0.106 |
0.002 |
1.5% |
0.000 |
| Volume |
39,649 |
31,660 |
-7,989 |
-20.1% |
195,561 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.699 |
3.653 |
3.425 |
|
| R3 |
3.573 |
3.527 |
3.391 |
|
| R2 |
3.447 |
3.447 |
3.379 |
|
| R1 |
3.401 |
3.401 |
3.368 |
3.424 |
| PP |
3.321 |
3.321 |
3.321 |
3.332 |
| S1 |
3.275 |
3.275 |
3.344 |
3.298 |
| S2 |
3.195 |
3.195 |
3.333 |
|
| S3 |
3.069 |
3.149 |
3.321 |
|
| S4 |
2.943 |
3.023 |
3.287 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.779 |
3.723 |
3.442 |
|
| R3 |
3.623 |
3.567 |
3.399 |
|
| R2 |
3.467 |
3.467 |
3.385 |
|
| R1 |
3.411 |
3.411 |
3.370 |
3.439 |
| PP |
3.311 |
3.311 |
3.311 |
3.325 |
| S1 |
3.255 |
3.255 |
3.342 |
3.283 |
| S2 |
3.155 |
3.155 |
3.327 |
|
| S3 |
2.999 |
3.099 |
3.313 |
|
| S4 |
2.843 |
2.943 |
3.270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.366 |
3.210 |
0.156 |
4.6% |
0.092 |
2.7% |
94% |
True |
False |
39,112 |
| 10 |
3.418 |
3.057 |
0.361 |
10.8% |
0.113 |
3.4% |
83% |
False |
False |
45,384 |
| 20 |
3.418 |
3.055 |
0.363 |
10.8% |
0.106 |
3.2% |
83% |
False |
False |
37,368 |
| 40 |
3.631 |
3.055 |
0.576 |
17.2% |
0.108 |
3.2% |
52% |
False |
False |
30,382 |
| 60 |
3.631 |
3.055 |
0.576 |
17.2% |
0.107 |
3.2% |
52% |
False |
False |
25,921 |
| 80 |
3.631 |
2.962 |
0.669 |
19.9% |
0.106 |
3.2% |
59% |
False |
False |
22,925 |
| 100 |
3.631 |
2.962 |
0.669 |
19.9% |
0.104 |
3.1% |
59% |
False |
False |
20,495 |
| 120 |
3.631 |
2.909 |
0.722 |
21.5% |
0.096 |
2.9% |
62% |
False |
False |
18,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.902 |
|
2.618 |
3.696 |
|
1.618 |
3.570 |
|
1.000 |
3.492 |
|
0.618 |
3.444 |
|
HIGH |
3.366 |
|
0.618 |
3.318 |
|
0.500 |
3.303 |
|
0.382 |
3.288 |
|
LOW |
3.240 |
|
0.618 |
3.162 |
|
1.000 |
3.114 |
|
1.618 |
3.036 |
|
2.618 |
2.910 |
|
4.250 |
2.705 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.338 |
3.333 |
| PP |
3.321 |
3.311 |
| S1 |
3.303 |
3.288 |
|