NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 05-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.358 |
3.404 |
0.046 |
1.4% |
3.385 |
High |
3.424 |
3.404 |
-0.020 |
-0.6% |
3.401 |
Low |
3.325 |
3.337 |
0.012 |
0.4% |
3.222 |
Close |
3.398 |
3.347 |
-0.051 |
-1.5% |
3.375 |
Range |
0.099 |
0.067 |
-0.032 |
-32.3% |
0.179 |
ATR |
0.089 |
0.088 |
-0.002 |
-1.8% |
0.000 |
Volume |
3,864 |
4,351 |
487 |
12.6% |
27,876 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.564 |
3.522 |
3.384 |
|
R3 |
3.497 |
3.455 |
3.365 |
|
R2 |
3.430 |
3.430 |
3.359 |
|
R1 |
3.388 |
3.388 |
3.353 |
3.376 |
PP |
3.363 |
3.363 |
3.363 |
3.356 |
S1 |
3.321 |
3.321 |
3.341 |
3.309 |
S2 |
3.296 |
3.296 |
3.335 |
|
S3 |
3.229 |
3.254 |
3.329 |
|
S4 |
3.162 |
3.187 |
3.310 |
|
|
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 |
6.0% |
0.082 |
2.5% |
62% |
False |
False |
5,057 |
10 |
3.462 |
3.222 |
0.240 |
7.2% |
0.081 |
2.4% |
52% |
False |
False |
5,333 |
20 |
3.678 |
3.222 |
0.456 |
13.6% |
0.081 |
2.4% |
27% |
False |
False |
5,599 |
40 |
3.763 |
3.222 |
0.541 |
16.2% |
0.085 |
2.5% |
23% |
False |
False |
5,037 |
60 |
3.763 |
3.150 |
0.613 |
18.3% |
0.089 |
2.7% |
32% |
False |
False |
4,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.689 |
2.618 |
3.579 |
1.618 |
3.512 |
1.000 |
3.471 |
0.618 |
3.445 |
HIGH |
3.404 |
0.618 |
3.378 |
0.500 |
3.371 |
0.382 |
3.363 |
LOW |
3.337 |
0.618 |
3.296 |
1.000 |
3.270 |
1.618 |
3.229 |
2.618 |
3.162 |
4.250 |
3.052 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.371 |
3.366 |
PP |
3.363 |
3.360 |
S1 |
3.355 |
3.353 |
|