NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.548 |
3.518 |
-0.030 |
-0.8% |
3.370 |
High |
3.678 |
3.518 |
-0.160 |
-4.4% |
3.678 |
Low |
3.534 |
3.459 |
-0.075 |
-2.1% |
3.358 |
Close |
3.570 |
3.469 |
-0.101 |
-2.8% |
3.469 |
Range |
0.144 |
0.059 |
-0.085 |
-59.0% |
0.320 |
ATR |
0.099 |
0.100 |
0.001 |
0.9% |
0.000 |
Volume |
6,021 |
8,893 |
2,872 |
47.7% |
27,005 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.659 |
3.623 |
3.501 |
|
R3 |
3.600 |
3.564 |
3.485 |
|
R2 |
3.541 |
3.541 |
3.480 |
|
R1 |
3.505 |
3.505 |
3.474 |
3.494 |
PP |
3.482 |
3.482 |
3.482 |
3.476 |
S1 |
3.446 |
3.446 |
3.464 |
3.435 |
S2 |
3.423 |
3.423 |
3.458 |
|
S3 |
3.364 |
3.387 |
3.453 |
|
S4 |
3.305 |
3.328 |
3.437 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.462 |
4.285 |
3.645 |
|
R3 |
4.142 |
3.965 |
3.557 |
|
R2 |
3.822 |
3.822 |
3.528 |
|
R1 |
3.645 |
3.645 |
3.498 |
3.734 |
PP |
3.502 |
3.502 |
3.502 |
3.546 |
S1 |
3.325 |
3.325 |
3.440 |
3.414 |
S2 |
3.182 |
3.182 |
3.410 |
|
S3 |
2.862 |
3.005 |
3.381 |
|
S4 |
2.542 |
2.685 |
3.293 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.678 |
3.358 |
0.320 |
9.2% |
0.095 |
2.7% |
35% |
False |
False |
5,401 |
10 |
3.763 |
3.358 |
0.405 |
11.7% |
0.103 |
3.0% |
27% |
False |
False |
5,589 |
20 |
3.763 |
3.358 |
0.405 |
11.7% |
0.089 |
2.6% |
27% |
False |
False |
4,768 |
40 |
3.763 |
3.313 |
0.450 |
13.0% |
0.091 |
2.6% |
35% |
False |
False |
4,238 |
60 |
3.763 |
3.150 |
0.613 |
17.7% |
0.088 |
2.5% |
52% |
False |
False |
3,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.769 |
2.618 |
3.672 |
1.618 |
3.613 |
1.000 |
3.577 |
0.618 |
3.554 |
HIGH |
3.518 |
0.618 |
3.495 |
0.500 |
3.489 |
0.382 |
3.482 |
LOW |
3.459 |
0.618 |
3.423 |
1.000 |
3.400 |
1.618 |
3.364 |
2.618 |
3.305 |
4.250 |
3.208 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.489 |
3.569 |
PP |
3.482 |
3.535 |
S1 |
3.476 |
3.502 |
|