NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.446 |
3.400 |
-0.046 |
-1.3% |
3.370 |
High |
3.461 |
3.500 |
0.039 |
1.1% |
3.678 |
Low |
3.418 |
3.378 |
-0.040 |
-1.2% |
3.358 |
Close |
3.423 |
3.387 |
-0.036 |
-1.1% |
3.469 |
Range |
0.043 |
0.122 |
0.079 |
183.7% |
0.320 |
ATR |
0.093 |
0.095 |
0.002 |
2.2% |
0.000 |
Volume |
5,189 |
6,014 |
825 |
15.9% |
27,005 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.788 |
3.709 |
3.454 |
|
R3 |
3.666 |
3.587 |
3.421 |
|
R2 |
3.544 |
3.544 |
3.409 |
|
R1 |
3.465 |
3.465 |
3.398 |
3.444 |
PP |
3.422 |
3.422 |
3.422 |
3.411 |
S1 |
3.343 |
3.343 |
3.376 |
3.322 |
S2 |
3.300 |
3.300 |
3.365 |
|
S3 |
3.178 |
3.221 |
3.353 |
|
S4 |
3.056 |
3.099 |
3.320 |
|
|
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 |
3.518 |
3.378 |
0.140 |
4.1% |
0.071 |
2.1% |
6% |
False |
True |
6,066 |
10 |
3.678 |
3.358 |
0.320 |
9.4% |
0.086 |
2.5% |
9% |
False |
False |
5,423 |
20 |
3.763 |
3.358 |
0.405 |
12.0% |
0.087 |
2.6% |
7% |
False |
False |
5,140 |
40 |
3.763 |
3.358 |
0.405 |
12.0% |
0.090 |
2.7% |
7% |
False |
False |
4,401 |
60 |
3.763 |
3.150 |
0.613 |
18.1% |
0.087 |
2.6% |
39% |
False |
False |
3,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.019 |
2.618 |
3.819 |
1.618 |
3.697 |
1.000 |
3.622 |
0.618 |
3.575 |
HIGH |
3.500 |
0.618 |
3.453 |
0.500 |
3.439 |
0.382 |
3.425 |
LOW |
3.378 |
0.618 |
3.303 |
1.000 |
3.256 |
1.618 |
3.181 |
2.618 |
3.059 |
4.250 |
2.860 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.439 |
3.439 |
PP |
3.422 |
3.422 |
S1 |
3.404 |
3.404 |
|