NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.444 |
3.420 |
-0.024 |
-0.7% |
3.370 |
High |
3.474 |
3.496 |
0.022 |
0.6% |
3.678 |
Low |
3.420 |
3.420 |
0.000 |
0.0% |
3.358 |
Close |
3.428 |
3.485 |
0.057 |
1.7% |
3.469 |
Range |
0.054 |
0.076 |
0.022 |
40.7% |
0.320 |
ATR |
0.097 |
0.095 |
-0.001 |
-1.5% |
0.000 |
Volume |
6,499 |
3,737 |
-2,762 |
-42.5% |
27,005 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.695 |
3.666 |
3.527 |
|
R3 |
3.619 |
3.590 |
3.506 |
|
R2 |
3.543 |
3.543 |
3.499 |
|
R1 |
3.514 |
3.514 |
3.492 |
3.529 |
PP |
3.467 |
3.467 |
3.467 |
3.474 |
S1 |
3.438 |
3.438 |
3.478 |
3.453 |
S2 |
3.391 |
3.391 |
3.471 |
|
S3 |
3.315 |
3.362 |
3.464 |
|
S4 |
3.239 |
3.286 |
3.443 |
|
|
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 |
7.4% |
0.077 |
2.2% |
25% |
False |
True |
5,866 |
10 |
3.715 |
3.358 |
0.357 |
10.2% |
0.096 |
2.8% |
36% |
False |
False |
5,563 |
20 |
3.763 |
3.358 |
0.405 |
11.6% |
0.088 |
2.5% |
31% |
False |
False |
4,898 |
40 |
3.763 |
3.344 |
0.419 |
12.0% |
0.091 |
2.6% |
34% |
False |
False |
4,316 |
60 |
3.763 |
3.150 |
0.613 |
17.6% |
0.087 |
2.5% |
55% |
False |
False |
3,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.819 |
2.618 |
3.695 |
1.618 |
3.619 |
1.000 |
3.572 |
0.618 |
3.543 |
HIGH |
3.496 |
0.618 |
3.467 |
0.500 |
3.458 |
0.382 |
3.449 |
LOW |
3.420 |
0.618 |
3.373 |
1.000 |
3.344 |
1.618 |
3.297 |
2.618 |
3.221 |
4.250 |
3.097 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.476 |
3.480 |
PP |
3.467 |
3.474 |
S1 |
3.458 |
3.469 |
|