NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.420 |
3.446 |
0.026 |
0.8% |
3.370 |
High |
3.496 |
3.461 |
-0.035 |
-1.0% |
3.678 |
Low |
3.420 |
3.418 |
-0.002 |
-0.1% |
3.358 |
Close |
3.485 |
3.423 |
-0.062 |
-1.8% |
3.469 |
Range |
0.076 |
0.043 |
-0.033 |
-43.4% |
0.320 |
ATR |
0.095 |
0.093 |
-0.002 |
-2.1% |
0.000 |
Volume |
3,737 |
5,189 |
1,452 |
38.9% |
27,005 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.563 |
3.536 |
3.447 |
|
R3 |
3.520 |
3.493 |
3.435 |
|
R2 |
3.477 |
3.477 |
3.431 |
|
R1 |
3.450 |
3.450 |
3.427 |
3.442 |
PP |
3.434 |
3.434 |
3.434 |
3.430 |
S1 |
3.407 |
3.407 |
3.419 |
3.399 |
S2 |
3.391 |
3.391 |
3.415 |
|
S3 |
3.348 |
3.364 |
3.411 |
|
S4 |
3.305 |
3.321 |
3.399 |
|
|
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 |
3.418 |
0.260 |
7.6% |
0.075 |
2.2% |
2% |
False |
True |
6,067 |
10 |
3.678 |
3.358 |
0.320 |
9.3% |
0.091 |
2.6% |
20% |
False |
False |
5,364 |
20 |
3.763 |
3.358 |
0.405 |
11.8% |
0.084 |
2.4% |
16% |
False |
False |
5,061 |
40 |
3.763 |
3.358 |
0.405 |
11.8% |
0.090 |
2.6% |
16% |
False |
False |
4,338 |
60 |
3.763 |
3.150 |
0.613 |
17.9% |
0.086 |
2.5% |
45% |
False |
False |
3,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.644 |
2.618 |
3.574 |
1.618 |
3.531 |
1.000 |
3.504 |
0.618 |
3.488 |
HIGH |
3.461 |
0.618 |
3.445 |
0.500 |
3.440 |
0.382 |
3.434 |
LOW |
3.418 |
0.618 |
3.391 |
1.000 |
3.375 |
1.618 |
3.348 |
2.618 |
3.305 |
4.250 |
3.235 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.440 |
3.457 |
PP |
3.434 |
3.446 |
S1 |
3.429 |
3.434 |
|