NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 29-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.275 |
3.230 |
-0.045 |
-1.4% |
3.357 |
High |
3.300 |
3.305 |
0.005 |
0.2% |
3.478 |
Low |
3.235 |
3.222 |
-0.013 |
-0.4% |
3.350 |
Close |
3.239 |
3.295 |
0.056 |
1.7% |
3.368 |
Range |
0.065 |
0.083 |
0.018 |
27.7% |
0.128 |
ATR |
0.090 |
0.090 |
-0.001 |
-0.6% |
0.000 |
Volume |
5,836 |
6,609 |
773 |
13.2% |
26,568 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.523 |
3.492 |
3.341 |
|
R3 |
3.440 |
3.409 |
3.318 |
|
R2 |
3.357 |
3.357 |
3.310 |
|
R1 |
3.326 |
3.326 |
3.303 |
3.342 |
PP |
3.274 |
3.274 |
3.274 |
3.282 |
S1 |
3.243 |
3.243 |
3.287 |
3.259 |
S2 |
3.191 |
3.191 |
3.280 |
|
S3 |
3.108 |
3.160 |
3.272 |
|
S4 |
3.025 |
3.077 |
3.249 |
|
|
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 |
3.461 |
3.222 |
0.239 |
7.3% |
0.086 |
2.6% |
31% |
False |
True |
5,556 |
10 |
3.500 |
3.222 |
0.278 |
8.4% |
0.087 |
2.6% |
26% |
False |
True |
5,878 |
20 |
3.678 |
3.222 |
0.456 |
13.8% |
0.089 |
2.7% |
16% |
False |
True |
5,621 |
40 |
3.763 |
3.222 |
0.541 |
16.4% |
0.088 |
2.7% |
13% |
False |
True |
4,895 |
60 |
3.763 |
3.150 |
0.613 |
18.6% |
0.088 |
2.7% |
24% |
False |
False |
4,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.658 |
2.618 |
3.522 |
1.618 |
3.439 |
1.000 |
3.388 |
0.618 |
3.356 |
HIGH |
3.305 |
0.618 |
3.273 |
0.500 |
3.264 |
0.382 |
3.254 |
LOW |
3.222 |
0.618 |
3.171 |
1.000 |
3.139 |
1.618 |
3.088 |
2.618 |
3.005 |
4.250 |
2.869 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.285 |
3.312 |
PP |
3.274 |
3.306 |
S1 |
3.264 |
3.301 |
|