NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.467 |
3.573 |
0.106 |
3.1% |
3.356 |
| High |
3.586 |
3.627 |
0.041 |
1.1% |
3.627 |
| Low |
3.466 |
3.544 |
0.078 |
2.3% |
3.285 |
| Close |
3.575 |
3.615 |
0.040 |
1.1% |
3.615 |
| Range |
0.120 |
0.083 |
-0.037 |
-30.8% |
0.342 |
| ATR |
0.105 |
0.104 |
-0.002 |
-1.5% |
0.000 |
| Volume |
60,299 |
87,814 |
27,515 |
45.6% |
255,124 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.844 |
3.813 |
3.661 |
|
| R3 |
3.761 |
3.730 |
3.638 |
|
| R2 |
3.678 |
3.678 |
3.630 |
|
| R1 |
3.647 |
3.647 |
3.623 |
3.663 |
| PP |
3.595 |
3.595 |
3.595 |
3.603 |
| S1 |
3.564 |
3.564 |
3.607 |
3.580 |
| S2 |
3.512 |
3.512 |
3.600 |
|
| S3 |
3.429 |
3.481 |
3.592 |
|
| S4 |
3.346 |
3.398 |
3.569 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.535 |
4.417 |
3.803 |
|
| R3 |
4.193 |
4.075 |
3.709 |
|
| R2 |
3.851 |
3.851 |
3.678 |
|
| R1 |
3.733 |
3.733 |
3.646 |
3.792 |
| PP |
3.509 |
3.509 |
3.509 |
3.539 |
| S1 |
3.391 |
3.391 |
3.584 |
3.450 |
| S2 |
3.167 |
3.167 |
3.552 |
|
| S3 |
2.825 |
3.049 |
3.521 |
|
| S4 |
2.483 |
2.707 |
3.427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.627 |
3.285 |
0.342 |
9.5% |
0.098 |
2.7% |
96% |
True |
False |
51,024 |
| 10 |
3.627 |
3.210 |
0.417 |
11.5% |
0.095 |
2.6% |
97% |
True |
False |
45,068 |
| 20 |
3.627 |
3.055 |
0.572 |
15.8% |
0.104 |
2.9% |
98% |
True |
False |
43,179 |
| 40 |
3.627 |
3.055 |
0.572 |
15.8% |
0.104 |
2.9% |
98% |
True |
False |
34,285 |
| 60 |
3.631 |
3.055 |
0.576 |
15.9% |
0.107 |
3.0% |
97% |
False |
False |
28,664 |
| 80 |
3.631 |
2.962 |
0.669 |
18.5% |
0.107 |
3.0% |
98% |
False |
False |
25,404 |
| 100 |
3.631 |
2.962 |
0.669 |
18.5% |
0.104 |
2.9% |
98% |
False |
False |
22,640 |
| 120 |
3.631 |
2.909 |
0.722 |
20.0% |
0.098 |
2.7% |
98% |
False |
False |
20,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.980 |
|
2.618 |
3.844 |
|
1.618 |
3.761 |
|
1.000 |
3.710 |
|
0.618 |
3.678 |
|
HIGH |
3.627 |
|
0.618 |
3.595 |
|
0.500 |
3.586 |
|
0.382 |
3.576 |
|
LOW |
3.544 |
|
0.618 |
3.493 |
|
1.000 |
3.461 |
|
1.618 |
3.410 |
|
2.618 |
3.327 |
|
4.250 |
3.191 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.605 |
3.577 |
| PP |
3.595 |
3.538 |
| S1 |
3.586 |
3.500 |
|