NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.330 |
3.358 |
0.028 |
0.8% |
3.385 |
High |
3.385 |
3.424 |
0.039 |
1.2% |
3.401 |
Low |
3.308 |
3.325 |
0.017 |
0.5% |
3.222 |
Close |
3.375 |
3.398 |
0.023 |
0.7% |
3.375 |
Range |
0.077 |
0.099 |
0.022 |
28.6% |
0.179 |
ATR |
0.089 |
0.089 |
0.001 |
0.8% |
0.000 |
Volume |
5,491 |
3,864 |
-1,627 |
-29.6% |
27,876 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.679 |
3.638 |
3.452 |
|
R3 |
3.580 |
3.539 |
3.425 |
|
R2 |
3.481 |
3.481 |
3.416 |
|
R1 |
3.440 |
3.440 |
3.407 |
3.461 |
PP |
3.382 |
3.382 |
3.382 |
3.393 |
S1 |
3.341 |
3.341 |
3.389 |
3.362 |
S2 |
3.283 |
3.283 |
3.380 |
|
S3 |
3.184 |
3.242 |
3.371 |
|
S4 |
3.085 |
3.143 |
3.344 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.870 |
3.801 |
3.473 |
|
R3 |
3.691 |
3.622 |
3.424 |
|
R2 |
3.512 |
3.512 |
3.408 |
|
R1 |
3.443 |
3.443 |
3.391 |
3.388 |
PP |
3.333 |
3.333 |
3.333 |
3.305 |
S1 |
3.264 |
3.264 |
3.359 |
3.209 |
S2 |
3.154 |
3.154 |
3.342 |
|
S3 |
2.975 |
3.085 |
3.326 |
|
S4 |
2.796 |
2.906 |
3.277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.424 |
3.222 |
0.202 |
5.9% |
0.082 |
2.4% |
87% |
True |
False |
5,354 |
10 |
3.478 |
3.222 |
0.256 |
7.5% |
0.086 |
2.5% |
69% |
False |
False |
5,364 |
20 |
3.678 |
3.222 |
0.456 |
13.4% |
0.083 |
2.4% |
39% |
False |
False |
5,555 |
40 |
3.763 |
3.222 |
0.541 |
15.9% |
0.086 |
2.5% |
33% |
False |
False |
5,006 |
60 |
3.763 |
3.150 |
0.613 |
18.0% |
0.089 |
2.6% |
40% |
False |
False |
4,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.845 |
2.618 |
3.683 |
1.618 |
3.584 |
1.000 |
3.523 |
0.618 |
3.485 |
HIGH |
3.424 |
0.618 |
3.386 |
0.500 |
3.375 |
0.382 |
3.363 |
LOW |
3.325 |
0.618 |
3.264 |
1.000 |
3.226 |
1.618 |
3.165 |
2.618 |
3.066 |
4.250 |
2.904 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.390 |
3.381 |
PP |
3.382 |
3.364 |
S1 |
3.375 |
3.348 |
|