NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.400 |
3.370 |
-0.030 |
-0.9% |
3.444 |
High |
3.500 |
3.417 |
-0.083 |
-2.4% |
3.500 |
Low |
3.378 |
3.362 |
-0.016 |
-0.5% |
3.362 |
Close |
3.387 |
3.392 |
0.005 |
0.1% |
3.392 |
Range |
0.122 |
0.055 |
-0.067 |
-54.9% |
0.138 |
ATR |
0.095 |
0.092 |
-0.003 |
-3.0% |
0.000 |
Volume |
6,014 |
8,787 |
2,773 |
46.1% |
30,226 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.555 |
3.529 |
3.422 |
|
R3 |
3.500 |
3.474 |
3.407 |
|
R2 |
3.445 |
3.445 |
3.402 |
|
R1 |
3.419 |
3.419 |
3.397 |
3.432 |
PP |
3.390 |
3.390 |
3.390 |
3.397 |
S1 |
3.364 |
3.364 |
3.387 |
3.377 |
S2 |
3.335 |
3.335 |
3.382 |
|
S3 |
3.280 |
3.309 |
3.377 |
|
S4 |
3.225 |
3.254 |
3.362 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.832 |
3.750 |
3.468 |
|
R3 |
3.694 |
3.612 |
3.430 |
|
R2 |
3.556 |
3.556 |
3.417 |
|
R1 |
3.474 |
3.474 |
3.405 |
3.446 |
PP |
3.418 |
3.418 |
3.418 |
3.404 |
S1 |
3.336 |
3.336 |
3.379 |
3.308 |
S2 |
3.280 |
3.280 |
3.367 |
|
S3 |
3.142 |
3.198 |
3.354 |
|
S4 |
3.004 |
3.060 |
3.316 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.500 |
3.362 |
0.138 |
4.1% |
0.070 |
2.1% |
22% |
False |
True |
6,045 |
10 |
3.678 |
3.358 |
0.320 |
9.4% |
0.083 |
2.4% |
11% |
False |
False |
5,723 |
20 |
3.763 |
3.358 |
0.405 |
11.9% |
0.088 |
2.6% |
8% |
False |
False |
5,317 |
40 |
3.763 |
3.358 |
0.405 |
11.9% |
0.089 |
2.6% |
8% |
False |
False |
4,585 |
60 |
3.763 |
3.150 |
0.613 |
18.1% |
0.087 |
2.6% |
39% |
False |
False |
3,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.651 |
2.618 |
3.561 |
1.618 |
3.506 |
1.000 |
3.472 |
0.618 |
3.451 |
HIGH |
3.417 |
0.618 |
3.396 |
0.500 |
3.390 |
0.382 |
3.383 |
LOW |
3.362 |
0.618 |
3.328 |
1.000 |
3.307 |
1.618 |
3.273 |
2.618 |
3.218 |
4.250 |
3.128 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.391 |
3.431 |
PP |
3.390 |
3.418 |
S1 |
3.390 |
3.405 |
|