NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.370 |
3.357 |
-0.013 |
-0.4% |
3.444 |
High |
3.417 |
3.445 |
0.028 |
0.8% |
3.500 |
Low |
3.362 |
3.350 |
-0.012 |
-0.4% |
3.362 |
Close |
3.392 |
3.443 |
0.051 |
1.5% |
3.392 |
Range |
0.055 |
0.095 |
0.040 |
72.7% |
0.138 |
ATR |
0.092 |
0.093 |
0.000 |
0.2% |
0.000 |
Volume |
8,787 |
4,667 |
-4,120 |
-46.9% |
30,226 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.698 |
3.665 |
3.495 |
|
R3 |
3.603 |
3.570 |
3.469 |
|
R2 |
3.508 |
3.508 |
3.460 |
|
R1 |
3.475 |
3.475 |
3.452 |
3.492 |
PP |
3.413 |
3.413 |
3.413 |
3.421 |
S1 |
3.380 |
3.380 |
3.434 |
3.397 |
S2 |
3.318 |
3.318 |
3.426 |
|
S3 |
3.223 |
3.285 |
3.417 |
|
S4 |
3.128 |
3.190 |
3.391 |
|
|
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 |
3.350 |
0.150 |
4.4% |
0.078 |
2.3% |
62% |
False |
True |
5,678 |
10 |
3.678 |
3.350 |
0.328 |
9.5% |
0.080 |
2.3% |
28% |
False |
True |
5,746 |
20 |
3.763 |
3.350 |
0.413 |
12.0% |
0.088 |
2.6% |
23% |
False |
True |
5,324 |
40 |
3.763 |
3.350 |
0.413 |
12.0% |
0.090 |
2.6% |
23% |
False |
True |
4,620 |
60 |
3.763 |
3.150 |
0.613 |
17.8% |
0.087 |
2.5% |
48% |
False |
False |
3,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.849 |
2.618 |
3.694 |
1.618 |
3.599 |
1.000 |
3.540 |
0.618 |
3.504 |
HIGH |
3.445 |
0.618 |
3.409 |
0.500 |
3.398 |
0.382 |
3.386 |
LOW |
3.350 |
0.618 |
3.291 |
1.000 |
3.255 |
1.618 |
3.196 |
2.618 |
3.101 |
4.250 |
2.946 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.428 |
3.437 |
PP |
3.413 |
3.431 |
S1 |
3.398 |
3.425 |
|