NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.518 |
3.444 |
-0.074 |
-2.1% |
3.370 |
High |
3.518 |
3.474 |
-0.044 |
-1.3% |
3.678 |
Low |
3.459 |
3.420 |
-0.039 |
-1.1% |
3.358 |
Close |
3.469 |
3.428 |
-0.041 |
-1.2% |
3.469 |
Range |
0.059 |
0.054 |
-0.005 |
-8.5% |
0.320 |
ATR |
0.100 |
0.097 |
-0.003 |
-3.3% |
0.000 |
Volume |
8,893 |
6,499 |
-2,394 |
-26.9% |
27,005 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.603 |
3.569 |
3.458 |
|
R3 |
3.549 |
3.515 |
3.443 |
|
R2 |
3.495 |
3.495 |
3.438 |
|
R1 |
3.461 |
3.461 |
3.433 |
3.451 |
PP |
3.441 |
3.441 |
3.441 |
3.436 |
S1 |
3.407 |
3.407 |
3.423 |
3.397 |
S2 |
3.387 |
3.387 |
3.418 |
|
S3 |
3.333 |
3.353 |
3.413 |
|
S4 |
3.279 |
3.299 |
3.398 |
|
|
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 |
3.420 |
0.258 |
7.5% |
0.081 |
2.4% |
3% |
False |
True |
5,814 |
10 |
3.763 |
3.358 |
0.405 |
11.8% |
0.098 |
2.9% |
17% |
False |
False |
5,862 |
20 |
3.763 |
3.358 |
0.405 |
11.8% |
0.086 |
2.5% |
17% |
False |
False |
4,853 |
40 |
3.763 |
3.344 |
0.419 |
12.2% |
0.091 |
2.6% |
20% |
False |
False |
4,285 |
60 |
3.763 |
3.150 |
0.613 |
17.9% |
0.087 |
2.5% |
45% |
False |
False |
3,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.704 |
2.618 |
3.615 |
1.618 |
3.561 |
1.000 |
3.528 |
0.618 |
3.507 |
HIGH |
3.474 |
0.618 |
3.453 |
0.500 |
3.447 |
0.382 |
3.441 |
LOW |
3.420 |
0.618 |
3.387 |
1.000 |
3.366 |
1.618 |
3.333 |
2.618 |
3.279 |
4.250 |
3.191 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.447 |
3.549 |
PP |
3.441 |
3.509 |
S1 |
3.434 |
3.468 |
|