NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.424 |
3.432 |
0.008 |
0.2% |
3.258 |
High |
3.499 |
3.467 |
-0.032 |
-0.9% |
3.566 |
Low |
3.413 |
3.407 |
-0.006 |
-0.2% |
3.241 |
Close |
3.426 |
3.422 |
-0.004 |
-0.1% |
3.477 |
Range |
0.086 |
0.060 |
-0.026 |
-30.2% |
0.325 |
ATR |
0.095 |
0.093 |
-0.003 |
-2.6% |
0.000 |
Volume |
6,859 |
9,021 |
2,162 |
31.5% |
65,422 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.612 |
3.577 |
3.455 |
|
R3 |
3.552 |
3.517 |
3.439 |
|
R2 |
3.492 |
3.492 |
3.433 |
|
R1 |
3.457 |
3.457 |
3.428 |
3.445 |
PP |
3.432 |
3.432 |
3.432 |
3.426 |
S1 |
3.397 |
3.397 |
3.417 |
3.385 |
S2 |
3.372 |
3.372 |
3.411 |
|
S3 |
3.312 |
3.337 |
3.406 |
|
S4 |
3.252 |
3.277 |
3.389 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.403 |
4.265 |
3.656 |
|
R3 |
4.078 |
3.940 |
3.566 |
|
R2 |
3.753 |
3.753 |
3.537 |
|
R1 |
3.615 |
3.615 |
3.507 |
3.684 |
PP |
3.428 |
3.428 |
3.428 |
3.463 |
S1 |
3.290 |
3.290 |
3.447 |
3.359 |
S2 |
3.103 |
3.103 |
3.417 |
|
S3 |
2.778 |
2.965 |
3.388 |
|
S4 |
2.453 |
2.640 |
3.298 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.566 |
3.407 |
0.159 |
4.6% |
0.086 |
2.5% |
9% |
False |
True |
10,696 |
10 |
3.566 |
3.241 |
0.325 |
9.5% |
0.098 |
2.9% |
56% |
False |
False |
10,354 |
20 |
3.566 |
3.222 |
0.344 |
10.1% |
0.090 |
2.6% |
58% |
False |
False |
7,843 |
40 |
3.763 |
3.222 |
0.541 |
15.8% |
0.090 |
2.6% |
37% |
False |
False |
6,564 |
60 |
3.763 |
3.222 |
0.541 |
15.8% |
0.090 |
2.6% |
37% |
False |
False |
5,687 |
80 |
3.763 |
3.150 |
0.613 |
17.9% |
0.088 |
2.6% |
44% |
False |
False |
4,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.722 |
2.618 |
3.624 |
1.618 |
3.564 |
1.000 |
3.527 |
0.618 |
3.504 |
HIGH |
3.467 |
0.618 |
3.444 |
0.500 |
3.437 |
0.382 |
3.430 |
LOW |
3.407 |
0.618 |
3.370 |
1.000 |
3.347 |
1.618 |
3.310 |
2.618 |
3.250 |
4.250 |
3.152 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.437 |
3.457 |
PP |
3.432 |
3.445 |
S1 |
3.427 |
3.434 |
|