NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.321 |
3.356 |
0.035 |
1.1% |
3.384 |
| High |
3.365 |
3.408 |
0.043 |
1.3% |
3.386 |
| Low |
3.282 |
3.311 |
0.029 |
0.9% |
3.200 |
| Close |
3.357 |
3.379 |
0.022 |
0.7% |
3.357 |
| Range |
0.083 |
0.097 |
0.014 |
16.9% |
0.186 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.1% |
0.000 |
| Volume |
27,084 |
20,510 |
-6,574 |
-24.3% |
127,845 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.657 |
3.615 |
3.432 |
|
| R3 |
3.560 |
3.518 |
3.406 |
|
| R2 |
3.463 |
3.463 |
3.397 |
|
| R1 |
3.421 |
3.421 |
3.388 |
3.442 |
| PP |
3.366 |
3.366 |
3.366 |
3.377 |
| S1 |
3.324 |
3.324 |
3.370 |
3.345 |
| S2 |
3.269 |
3.269 |
3.361 |
|
| S3 |
3.172 |
3.227 |
3.352 |
|
| S4 |
3.075 |
3.130 |
3.326 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.872 |
3.801 |
3.459 |
|
| R3 |
3.686 |
3.615 |
3.408 |
|
| R2 |
3.500 |
3.500 |
3.391 |
|
| R1 |
3.429 |
3.429 |
3.374 |
3.372 |
| PP |
3.314 |
3.314 |
3.314 |
3.286 |
| S1 |
3.243 |
3.243 |
3.340 |
3.186 |
| S2 |
3.128 |
3.128 |
3.323 |
|
| S3 |
2.942 |
3.057 |
3.306 |
|
| S4 |
2.756 |
2.871 |
3.255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.408 |
3.200 |
0.208 |
6.2% |
0.090 |
2.7% |
86% |
True |
False |
24,756 |
| 10 |
3.477 |
3.200 |
0.277 |
8.2% |
0.099 |
2.9% |
65% |
False |
False |
26,644 |
| 20 |
3.668 |
3.200 |
0.468 |
13.9% |
0.095 |
2.8% |
38% |
False |
False |
27,525 |
| 40 |
3.750 |
3.200 |
0.550 |
16.3% |
0.100 |
2.9% |
33% |
False |
False |
24,943 |
| 60 |
3.750 |
3.114 |
0.636 |
18.8% |
0.102 |
3.0% |
42% |
False |
False |
23,286 |
| 80 |
3.750 |
3.114 |
0.636 |
18.8% |
0.099 |
2.9% |
42% |
False |
False |
21,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.820 |
|
2.618 |
3.662 |
|
1.618 |
3.565 |
|
1.000 |
3.505 |
|
0.618 |
3.468 |
|
HIGH |
3.408 |
|
0.618 |
3.371 |
|
0.500 |
3.360 |
|
0.382 |
3.348 |
|
LOW |
3.311 |
|
0.618 |
3.251 |
|
1.000 |
3.214 |
|
1.618 |
3.154 |
|
2.618 |
3.057 |
|
4.250 |
2.899 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.373 |
3.360 |
| PP |
3.366 |
3.341 |
| S1 |
3.360 |
3.322 |
|