NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.385 |
3.275 |
-0.110 |
-3.2% |
3.357 |
High |
3.401 |
3.300 |
-0.101 |
-3.0% |
3.478 |
Low |
3.300 |
3.235 |
-0.065 |
-2.0% |
3.350 |
Close |
3.303 |
3.239 |
-0.064 |
-1.9% |
3.368 |
Range |
0.101 |
0.065 |
-0.036 |
-35.6% |
0.128 |
ATR |
0.092 |
0.090 |
-0.002 |
-1.9% |
0.000 |
Volume |
4,968 |
5,836 |
868 |
17.5% |
26,568 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.453 |
3.411 |
3.275 |
|
R3 |
3.388 |
3.346 |
3.257 |
|
R2 |
3.323 |
3.323 |
3.251 |
|
R1 |
3.281 |
3.281 |
3.245 |
3.270 |
PP |
3.258 |
3.258 |
3.258 |
3.252 |
S1 |
3.216 |
3.216 |
3.233 |
3.205 |
S2 |
3.193 |
3.193 |
3.227 |
|
S3 |
3.128 |
3.151 |
3.221 |
|
S4 |
3.063 |
3.086 |
3.203 |
|
|
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 |
3.462 |
3.235 |
0.227 |
7.0% |
0.079 |
2.5% |
2% |
False |
True |
5,608 |
10 |
3.500 |
3.235 |
0.265 |
8.2% |
0.083 |
2.6% |
2% |
False |
True |
5,736 |
20 |
3.715 |
3.235 |
0.480 |
14.8% |
0.089 |
2.8% |
1% |
False |
True |
5,649 |
40 |
3.763 |
3.235 |
0.528 |
16.3% |
0.088 |
2.7% |
1% |
False |
True |
4,784 |
60 |
3.763 |
3.150 |
0.613 |
18.9% |
0.088 |
2.7% |
15% |
False |
False |
4,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.576 |
2.618 |
3.470 |
1.618 |
3.405 |
1.000 |
3.365 |
0.618 |
3.340 |
HIGH |
3.300 |
0.618 |
3.275 |
0.500 |
3.268 |
0.382 |
3.260 |
LOW |
3.235 |
0.618 |
3.195 |
1.000 |
3.170 |
1.618 |
3.130 |
2.618 |
3.065 |
4.250 |
2.959 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.268 |
3.347 |
PP |
3.258 |
3.311 |
S1 |
3.249 |
3.275 |
|