NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.449 |
3.459 |
0.010 |
0.3% |
3.357 |
High |
3.461 |
3.459 |
-0.002 |
-0.1% |
3.478 |
Low |
3.373 |
3.365 |
-0.008 |
-0.2% |
3.350 |
Close |
3.441 |
3.368 |
-0.073 |
-2.1% |
3.368 |
Range |
0.088 |
0.094 |
0.006 |
6.8% |
0.128 |
ATR |
0.091 |
0.091 |
0.000 |
0.2% |
0.000 |
Volume |
3,897 |
6,471 |
2,574 |
66.1% |
26,568 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.679 |
3.618 |
3.420 |
|
R3 |
3.585 |
3.524 |
3.394 |
|
R2 |
3.491 |
3.491 |
3.385 |
|
R1 |
3.430 |
3.430 |
3.377 |
3.414 |
PP |
3.397 |
3.397 |
3.397 |
3.389 |
S1 |
3.336 |
3.336 |
3.359 |
3.320 |
S2 |
3.303 |
3.303 |
3.351 |
|
S3 |
3.209 |
3.242 |
3.342 |
|
S4 |
3.115 |
3.148 |
3.316 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.783 |
3.703 |
3.438 |
|
R3 |
3.655 |
3.575 |
3.403 |
|
R2 |
3.527 |
3.527 |
3.391 |
|
R1 |
3.447 |
3.447 |
3.380 |
3.487 |
PP |
3.399 |
3.399 |
3.399 |
3.419 |
S1 |
3.319 |
3.319 |
3.356 |
3.359 |
S2 |
3.271 |
3.271 |
3.345 |
|
S3 |
3.143 |
3.191 |
3.333 |
|
S4 |
3.015 |
3.063 |
3.298 |
|
|
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 |
3.8% |
0.089 |
2.6% |
14% |
False |
False |
5,313 |
10 |
3.500 |
3.350 |
0.150 |
4.5% |
0.079 |
2.4% |
12% |
False |
False |
5,679 |
20 |
3.763 |
3.350 |
0.413 |
12.3% |
0.091 |
2.7% |
4% |
False |
False |
5,634 |
40 |
3.763 |
3.350 |
0.413 |
12.3% |
0.087 |
2.6% |
4% |
False |
False |
4,749 |
60 |
3.763 |
3.150 |
0.613 |
18.2% |
0.087 |
2.6% |
36% |
False |
False |
4,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.859 |
2.618 |
3.705 |
1.618 |
3.611 |
1.000 |
3.553 |
0.618 |
3.517 |
HIGH |
3.459 |
0.618 |
3.423 |
0.500 |
3.412 |
0.382 |
3.401 |
LOW |
3.365 |
0.618 |
3.307 |
1.000 |
3.271 |
1.618 |
3.213 |
2.618 |
3.119 |
4.250 |
2.966 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.412 |
3.414 |
PP |
3.397 |
3.398 |
S1 |
3.383 |
3.383 |
|