NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.356 |
3.392 |
0.036 |
1.1% |
3.384 |
| High |
3.408 |
3.392 |
-0.016 |
-0.5% |
3.386 |
| Low |
3.311 |
3.315 |
0.004 |
0.1% |
3.200 |
| Close |
3.379 |
3.324 |
-0.055 |
-1.6% |
3.357 |
| Range |
0.097 |
0.077 |
-0.020 |
-20.6% |
0.186 |
| ATR |
0.099 |
0.097 |
-0.002 |
-1.6% |
0.000 |
| Volume |
20,510 |
27,404 |
6,894 |
33.6% |
127,845 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.575 |
3.526 |
3.366 |
|
| R3 |
3.498 |
3.449 |
3.345 |
|
| R2 |
3.421 |
3.421 |
3.338 |
|
| R1 |
3.372 |
3.372 |
3.331 |
3.358 |
| PP |
3.344 |
3.344 |
3.344 |
3.337 |
| S1 |
3.295 |
3.295 |
3.317 |
3.281 |
| S2 |
3.267 |
3.267 |
3.310 |
|
| S3 |
3.190 |
3.218 |
3.303 |
|
| S4 |
3.113 |
3.141 |
3.282 |
|
|
| 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 |
6.3% |
0.091 |
2.7% |
60% |
False |
False |
25,474 |
| 10 |
3.477 |
3.200 |
0.277 |
8.3% |
0.094 |
2.8% |
45% |
False |
False |
27,491 |
| 20 |
3.668 |
3.200 |
0.468 |
14.1% |
0.093 |
2.8% |
26% |
False |
False |
27,905 |
| 40 |
3.750 |
3.200 |
0.550 |
16.5% |
0.099 |
3.0% |
23% |
False |
False |
25,277 |
| 60 |
3.750 |
3.114 |
0.636 |
19.1% |
0.102 |
3.1% |
33% |
False |
False |
23,445 |
| 80 |
3.750 |
3.114 |
0.636 |
19.1% |
0.099 |
3.0% |
33% |
False |
False |
21,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.719 |
|
2.618 |
3.594 |
|
1.618 |
3.517 |
|
1.000 |
3.469 |
|
0.618 |
3.440 |
|
HIGH |
3.392 |
|
0.618 |
3.363 |
|
0.500 |
3.354 |
|
0.382 |
3.344 |
|
LOW |
3.315 |
|
0.618 |
3.267 |
|
1.000 |
3.238 |
|
1.618 |
3.190 |
|
2.618 |
3.113 |
|
4.250 |
2.988 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.354 |
3.345 |
| PP |
3.344 |
3.338 |
| S1 |
3.334 |
3.331 |
|