NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.470 |
3.427 |
-0.043 |
-1.2% |
3.444 |
High |
3.478 |
3.462 |
-0.016 |
-0.5% |
3.500 |
Low |
3.360 |
3.413 |
0.053 |
1.6% |
3.362 |
Close |
3.409 |
3.449 |
0.040 |
1.2% |
3.392 |
Range |
0.118 |
0.049 |
-0.069 |
-58.5% |
0.138 |
ATR |
0.094 |
0.091 |
-0.003 |
-3.1% |
0.000 |
Volume |
4,661 |
6,872 |
2,211 |
47.4% |
30,226 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.588 |
3.568 |
3.476 |
|
R3 |
3.539 |
3.519 |
3.462 |
|
R2 |
3.490 |
3.490 |
3.458 |
|
R1 |
3.470 |
3.470 |
3.453 |
3.480 |
PP |
3.441 |
3.441 |
3.441 |
3.447 |
S1 |
3.421 |
3.421 |
3.445 |
3.431 |
S2 |
3.392 |
3.392 |
3.440 |
|
S3 |
3.343 |
3.372 |
3.436 |
|
S4 |
3.294 |
3.323 |
3.422 |
|
|
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 |
4.3% |
0.088 |
2.5% |
66% |
False |
False |
6,200 |
10 |
3.678 |
3.350 |
0.328 |
9.5% |
0.082 |
2.4% |
30% |
False |
False |
6,134 |
20 |
3.763 |
3.350 |
0.413 |
12.0% |
0.088 |
2.6% |
24% |
False |
False |
5,436 |
40 |
3.763 |
3.350 |
0.413 |
12.0% |
0.090 |
2.6% |
24% |
False |
False |
4,705 |
60 |
3.763 |
3.150 |
0.613 |
17.8% |
0.087 |
2.5% |
49% |
False |
False |
4,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.670 |
2.618 |
3.590 |
1.618 |
3.541 |
1.000 |
3.511 |
0.618 |
3.492 |
HIGH |
3.462 |
0.618 |
3.443 |
0.500 |
3.438 |
0.382 |
3.432 |
LOW |
3.413 |
0.618 |
3.383 |
1.000 |
3.364 |
1.618 |
3.334 |
2.618 |
3.285 |
4.250 |
3.205 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.445 |
3.437 |
PP |
3.441 |
3.426 |
S1 |
3.438 |
3.414 |
|