NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.382 |
3.467 |
0.085 |
2.5% |
3.313 |
| High |
3.512 |
3.586 |
0.074 |
2.1% |
3.366 |
| Low |
3.373 |
3.466 |
0.093 |
2.8% |
3.210 |
| Close |
3.488 |
3.575 |
0.087 |
2.5% |
3.356 |
| Range |
0.139 |
0.120 |
-0.019 |
-13.7% |
0.156 |
| ATR |
0.104 |
0.105 |
0.001 |
1.1% |
0.000 |
| Volume |
35,203 |
60,299 |
25,096 |
71.3% |
195,561 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.902 |
3.859 |
3.641 |
|
| R3 |
3.782 |
3.739 |
3.608 |
|
| R2 |
3.662 |
3.662 |
3.597 |
|
| R1 |
3.619 |
3.619 |
3.586 |
3.641 |
| PP |
3.542 |
3.542 |
3.542 |
3.553 |
| S1 |
3.499 |
3.499 |
3.564 |
3.521 |
| S2 |
3.422 |
3.422 |
3.553 |
|
| S3 |
3.302 |
3.379 |
3.542 |
|
| S4 |
3.182 |
3.259 |
3.509 |
|
|
| 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 |
3.586 |
3.240 |
0.346 |
9.7% |
0.106 |
3.0% |
97% |
True |
False |
39,794 |
| 10 |
3.586 |
3.210 |
0.376 |
10.5% |
0.100 |
2.8% |
97% |
True |
False |
41,721 |
| 20 |
3.586 |
3.055 |
0.531 |
14.9% |
0.105 |
2.9% |
98% |
True |
False |
40,576 |
| 40 |
3.586 |
3.055 |
0.531 |
14.9% |
0.108 |
3.0% |
98% |
True |
False |
32,708 |
| 60 |
3.631 |
3.055 |
0.576 |
16.1% |
0.107 |
3.0% |
90% |
False |
False |
27,333 |
| 80 |
3.631 |
2.962 |
0.669 |
18.7% |
0.107 |
3.0% |
92% |
False |
False |
24,385 |
| 100 |
3.631 |
2.962 |
0.669 |
18.7% |
0.104 |
2.9% |
92% |
False |
False |
21,826 |
| 120 |
3.631 |
2.909 |
0.722 |
20.2% |
0.098 |
2.7% |
92% |
False |
False |
19,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.096 |
|
2.618 |
3.900 |
|
1.618 |
3.780 |
|
1.000 |
3.706 |
|
0.618 |
3.660 |
|
HIGH |
3.586 |
|
0.618 |
3.540 |
|
0.500 |
3.526 |
|
0.382 |
3.512 |
|
LOW |
3.466 |
|
0.618 |
3.392 |
|
1.000 |
3.346 |
|
1.618 |
3.272 |
|
2.618 |
3.152 |
|
4.250 |
2.956 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.559 |
3.536 |
| PP |
3.542 |
3.496 |
| S1 |
3.526 |
3.457 |
|