NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 27-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.459 |
3.385 |
-0.074 |
-2.1% |
3.357 |
High |
3.459 |
3.401 |
-0.058 |
-1.7% |
3.478 |
Low |
3.365 |
3.300 |
-0.065 |
-1.9% |
3.350 |
Close |
3.368 |
3.303 |
-0.065 |
-1.9% |
3.368 |
Range |
0.094 |
0.101 |
0.007 |
7.4% |
0.128 |
ATR |
0.091 |
0.092 |
0.001 |
0.8% |
0.000 |
Volume |
6,471 |
4,968 |
-1,503 |
-23.2% |
26,568 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.638 |
3.571 |
3.359 |
|
R3 |
3.537 |
3.470 |
3.331 |
|
R2 |
3.436 |
3.436 |
3.322 |
|
R1 |
3.369 |
3.369 |
3.312 |
3.352 |
PP |
3.335 |
3.335 |
3.335 |
3.326 |
S1 |
3.268 |
3.268 |
3.294 |
3.251 |
S2 |
3.234 |
3.234 |
3.284 |
|
S3 |
3.133 |
3.167 |
3.275 |
|
S4 |
3.032 |
3.066 |
3.247 |
|
|
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 |
3.300 |
0.178 |
5.4% |
0.090 |
2.7% |
2% |
False |
True |
5,373 |
10 |
3.500 |
3.300 |
0.200 |
6.1% |
0.084 |
2.5% |
2% |
False |
True |
5,526 |
20 |
3.763 |
3.300 |
0.463 |
14.0% |
0.091 |
2.8% |
1% |
False |
True |
5,694 |
40 |
3.763 |
3.300 |
0.463 |
14.0% |
0.088 |
2.7% |
1% |
False |
True |
4,756 |
60 |
3.763 |
3.150 |
0.613 |
18.6% |
0.088 |
2.7% |
25% |
False |
False |
4,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.830 |
2.618 |
3.665 |
1.618 |
3.564 |
1.000 |
3.502 |
0.618 |
3.463 |
HIGH |
3.401 |
0.618 |
3.362 |
0.500 |
3.351 |
0.382 |
3.339 |
LOW |
3.300 |
0.618 |
3.238 |
1.000 |
3.199 |
1.618 |
3.137 |
2.618 |
3.036 |
4.250 |
2.871 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.351 |
3.381 |
PP |
3.335 |
3.355 |
S1 |
3.319 |
3.329 |
|