NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.324 |
3.290 |
-0.034 |
-1.0% |
3.358 |
High |
3.399 |
3.298 |
-0.101 |
-3.0% |
3.424 |
Low |
3.290 |
3.245 |
-0.045 |
-1.4% |
3.245 |
Close |
3.317 |
3.253 |
-0.064 |
-1.9% |
3.253 |
Range |
0.109 |
0.053 |
-0.056 |
-51.4% |
0.179 |
ATR |
0.089 |
0.088 |
-0.001 |
-1.4% |
0.000 |
Volume |
4,191 |
8,658 |
4,467 |
106.6% |
21,064 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.424 |
3.392 |
3.282 |
|
R3 |
3.371 |
3.339 |
3.268 |
|
R2 |
3.318 |
3.318 |
3.263 |
|
R1 |
3.286 |
3.286 |
3.258 |
3.276 |
PP |
3.265 |
3.265 |
3.265 |
3.260 |
S1 |
3.233 |
3.233 |
3.248 |
3.223 |
S2 |
3.212 |
3.212 |
3.243 |
|
S3 |
3.159 |
3.180 |
3.238 |
|
S4 |
3.106 |
3.127 |
3.224 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.844 |
3.728 |
3.351 |
|
R3 |
3.665 |
3.549 |
3.302 |
|
R2 |
3.486 |
3.486 |
3.286 |
|
R1 |
3.370 |
3.370 |
3.269 |
3.339 |
PP |
3.307 |
3.307 |
3.307 |
3.292 |
S1 |
3.191 |
3.191 |
3.237 |
3.160 |
S2 |
3.128 |
3.128 |
3.220 |
|
S3 |
2.949 |
3.012 |
3.204 |
|
S4 |
2.770 |
2.833 |
3.155 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.424 |
3.245 |
0.179 |
5.5% |
0.081 |
2.5% |
4% |
False |
True |
5,311 |
10 |
3.459 |
3.222 |
0.237 |
7.3% |
0.083 |
2.6% |
13% |
False |
False |
5,541 |
20 |
3.518 |
3.222 |
0.296 |
9.1% |
0.080 |
2.4% |
10% |
False |
False |
5,731 |
40 |
3.763 |
3.222 |
0.541 |
16.6% |
0.084 |
2.6% |
6% |
False |
False |
5,163 |
60 |
3.763 |
3.150 |
0.613 |
18.8% |
0.090 |
2.8% |
17% |
False |
False |
4,615 |
80 |
3.763 |
3.150 |
0.613 |
18.8% |
0.086 |
2.7% |
17% |
False |
False |
4,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.523 |
2.618 |
3.437 |
1.618 |
3.384 |
1.000 |
3.351 |
0.618 |
3.331 |
HIGH |
3.298 |
0.618 |
3.278 |
0.500 |
3.272 |
0.382 |
3.265 |
LOW |
3.245 |
0.618 |
3.212 |
1.000 |
3.192 |
1.618 |
3.159 |
2.618 |
3.106 |
4.250 |
3.020 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.272 |
3.325 |
PP |
3.265 |
3.301 |
S1 |
3.259 |
3.277 |
|