NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.384 |
3.281 |
-0.103 |
-3.0% |
3.368 |
High |
3.386 |
3.286 |
-0.100 |
-3.0% |
3.477 |
Low |
3.280 |
3.215 |
-0.065 |
-2.0% |
3.332 |
Close |
3.285 |
3.221 |
-0.064 |
-1.9% |
3.350 |
Range |
0.106 |
0.071 |
-0.035 |
-33.0% |
0.145 |
ATR |
0.103 |
0.100 |
-0.002 |
-2.2% |
0.000 |
Volume |
24,571 |
23,817 |
-754 |
-3.1% |
137,287 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.454 |
3.408 |
3.260 |
|
R3 |
3.383 |
3.337 |
3.241 |
|
R2 |
3.312 |
3.312 |
3.234 |
|
R1 |
3.266 |
3.266 |
3.228 |
3.254 |
PP |
3.241 |
3.241 |
3.241 |
3.234 |
S1 |
3.195 |
3.195 |
3.214 |
3.183 |
S2 |
3.170 |
3.170 |
3.208 |
|
S3 |
3.099 |
3.124 |
3.201 |
|
S4 |
3.028 |
3.053 |
3.182 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.821 |
3.731 |
3.430 |
|
R3 |
3.676 |
3.586 |
3.390 |
|
R2 |
3.531 |
3.531 |
3.377 |
|
R1 |
3.441 |
3.441 |
3.363 |
3.414 |
PP |
3.386 |
3.386 |
3.386 |
3.373 |
S1 |
3.296 |
3.296 |
3.337 |
3.269 |
S2 |
3.241 |
3.241 |
3.323 |
|
S3 |
3.096 |
3.151 |
3.310 |
|
S4 |
2.951 |
3.006 |
3.270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.477 |
3.215 |
0.262 |
8.1% |
0.098 |
3.0% |
2% |
False |
True |
29,509 |
10 |
3.482 |
3.215 |
0.267 |
8.3% |
0.094 |
2.9% |
2% |
False |
True |
26,217 |
20 |
3.706 |
3.215 |
0.491 |
15.2% |
0.101 |
3.1% |
1% |
False |
True |
27,994 |
40 |
3.750 |
3.215 |
0.535 |
16.6% |
0.102 |
3.2% |
1% |
False |
True |
24,081 |
60 |
3.750 |
3.114 |
0.636 |
19.7% |
0.101 |
3.1% |
17% |
False |
False |
22,548 |
80 |
3.750 |
3.114 |
0.636 |
19.7% |
0.098 |
3.0% |
17% |
False |
False |
21,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.588 |
2.618 |
3.472 |
1.618 |
3.401 |
1.000 |
3.357 |
0.618 |
3.330 |
HIGH |
3.286 |
0.618 |
3.259 |
0.500 |
3.251 |
0.382 |
3.242 |
LOW |
3.215 |
0.618 |
3.171 |
1.000 |
3.144 |
1.618 |
3.100 |
2.618 |
3.029 |
4.250 |
2.913 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.251 |
3.346 |
PP |
3.241 |
3.304 |
S1 |
3.231 |
3.263 |
|