NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.510 |
3.553 |
0.043 |
1.2% |
3.358 |
High |
3.561 |
3.566 |
0.005 |
0.1% |
3.424 |
Low |
3.449 |
3.462 |
0.013 |
0.4% |
3.245 |
Close |
3.560 |
3.533 |
-0.027 |
-0.8% |
3.253 |
Range |
0.112 |
0.104 |
-0.008 |
-7.1% |
0.179 |
ATR |
0.096 |
0.097 |
0.001 |
0.6% |
0.000 |
Volume |
19,673 |
12,503 |
-7,170 |
-36.4% |
21,064 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.832 |
3.787 |
3.590 |
|
R3 |
3.728 |
3.683 |
3.562 |
|
R2 |
3.624 |
3.624 |
3.552 |
|
R1 |
3.579 |
3.579 |
3.543 |
3.550 |
PP |
3.520 |
3.520 |
3.520 |
3.506 |
S1 |
3.475 |
3.475 |
3.523 |
3.446 |
S2 |
3.416 |
3.416 |
3.514 |
|
S3 |
3.312 |
3.371 |
3.504 |
|
S4 |
3.208 |
3.267 |
3.476 |
|
|
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 |
3.566 |
3.241 |
0.325 |
9.2% |
0.110 |
3.1% |
90% |
True |
False |
11,675 |
10 |
3.566 |
3.241 |
0.325 |
9.2% |
0.099 |
2.8% |
90% |
True |
False |
8,124 |
20 |
3.566 |
3.222 |
0.344 |
9.7% |
0.093 |
2.6% |
90% |
True |
False |
7,001 |
40 |
3.763 |
3.222 |
0.541 |
15.3% |
0.088 |
2.5% |
57% |
False |
False |
6,031 |
60 |
3.763 |
3.222 |
0.541 |
15.3% |
0.091 |
2.6% |
57% |
False |
False |
5,225 |
80 |
3.763 |
3.150 |
0.613 |
17.4% |
0.088 |
2.5% |
62% |
False |
False |
4,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.008 |
2.618 |
3.838 |
1.618 |
3.734 |
1.000 |
3.670 |
0.618 |
3.630 |
HIGH |
3.566 |
0.618 |
3.526 |
0.500 |
3.514 |
0.382 |
3.502 |
LOW |
3.462 |
0.618 |
3.398 |
1.000 |
3.358 |
1.618 |
3.294 |
2.618 |
3.190 |
4.250 |
3.020 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.527 |
3.505 |
PP |
3.520 |
3.477 |
S1 |
3.514 |
3.450 |
|