NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 29-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.281 |
3.220 |
-0.061 |
-1.9% |
3.368 |
High |
3.286 |
3.292 |
0.006 |
0.2% |
3.477 |
Low |
3.215 |
3.200 |
-0.015 |
-0.5% |
3.332 |
Close |
3.221 |
3.277 |
0.056 |
1.7% |
3.350 |
Range |
0.071 |
0.092 |
0.021 |
29.6% |
0.145 |
ATR |
0.100 |
0.100 |
-0.001 |
-0.6% |
0.000 |
Volume |
23,817 |
24,189 |
372 |
1.6% |
137,287 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.532 |
3.497 |
3.328 |
|
R3 |
3.440 |
3.405 |
3.302 |
|
R2 |
3.348 |
3.348 |
3.294 |
|
R1 |
3.313 |
3.313 |
3.285 |
3.331 |
PP |
3.256 |
3.256 |
3.256 |
3.265 |
S1 |
3.221 |
3.221 |
3.269 |
3.239 |
S2 |
3.164 |
3.164 |
3.260 |
|
S3 |
3.072 |
3.129 |
3.252 |
|
S4 |
2.980 |
3.037 |
3.226 |
|
|
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 |
3.200 |
0.277 |
8.5% |
0.103 |
3.1% |
28% |
False |
True |
26,238 |
10 |
3.482 |
3.200 |
0.282 |
8.6% |
0.098 |
3.0% |
27% |
False |
True |
26,238 |
20 |
3.668 |
3.200 |
0.468 |
14.3% |
0.101 |
3.1% |
16% |
False |
True |
27,635 |
40 |
3.750 |
3.200 |
0.550 |
16.8% |
0.102 |
3.1% |
14% |
False |
True |
24,439 |
60 |
3.750 |
3.114 |
0.636 |
19.4% |
0.101 |
3.1% |
26% |
False |
False |
22,780 |
80 |
3.750 |
3.114 |
0.636 |
19.4% |
0.098 |
3.0% |
26% |
False |
False |
21,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.683 |
2.618 |
3.533 |
1.618 |
3.441 |
1.000 |
3.384 |
0.618 |
3.349 |
HIGH |
3.292 |
0.618 |
3.257 |
0.500 |
3.246 |
0.382 |
3.235 |
LOW |
3.200 |
0.618 |
3.143 |
1.000 |
3.108 |
1.618 |
3.051 |
2.618 |
2.959 |
4.250 |
2.809 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.267 |
3.293 |
PP |
3.256 |
3.288 |
S1 |
3.246 |
3.282 |
|