NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.427 |
3.449 |
0.022 |
0.6% |
3.444 |
High |
3.462 |
3.461 |
-0.001 |
0.0% |
3.500 |
Low |
3.413 |
3.373 |
-0.040 |
-1.2% |
3.362 |
Close |
3.449 |
3.441 |
-0.008 |
-0.2% |
3.392 |
Range |
0.049 |
0.088 |
0.039 |
79.6% |
0.138 |
ATR |
0.091 |
0.091 |
0.000 |
-0.3% |
0.000 |
Volume |
6,872 |
3,897 |
-2,975 |
-43.3% |
30,226 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.689 |
3.653 |
3.489 |
|
R3 |
3.601 |
3.565 |
3.465 |
|
R2 |
3.513 |
3.513 |
3.457 |
|
R1 |
3.477 |
3.477 |
3.449 |
3.451 |
PP |
3.425 |
3.425 |
3.425 |
3.412 |
S1 |
3.389 |
3.389 |
3.433 |
3.363 |
S2 |
3.337 |
3.337 |
3.425 |
|
S3 |
3.249 |
3.301 |
3.417 |
|
S4 |
3.161 |
3.213 |
3.393 |
|
|
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 |
3.478 |
3.350 |
0.128 |
3.7% |
0.081 |
2.4% |
71% |
False |
False |
5,776 |
10 |
3.518 |
3.350 |
0.168 |
4.9% |
0.076 |
2.2% |
54% |
False |
False |
5,921 |
20 |
3.763 |
3.350 |
0.413 |
12.0% |
0.089 |
2.6% |
22% |
False |
False |
5,478 |
40 |
3.763 |
3.350 |
0.413 |
12.0% |
0.088 |
2.6% |
22% |
False |
False |
4,736 |
60 |
3.763 |
3.150 |
0.613 |
17.8% |
0.087 |
2.5% |
47% |
False |
False |
4,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.835 |
2.618 |
3.691 |
1.618 |
3.603 |
1.000 |
3.549 |
0.618 |
3.515 |
HIGH |
3.461 |
0.618 |
3.427 |
0.500 |
3.417 |
0.382 |
3.407 |
LOW |
3.373 |
0.618 |
3.319 |
1.000 |
3.285 |
1.618 |
3.231 |
2.618 |
3.143 |
4.250 |
2.999 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.433 |
3.434 |
PP |
3.425 |
3.426 |
S1 |
3.417 |
3.419 |
|