NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.651 |
3.732 |
0.081 |
2.2% |
3.533 |
High |
3.743 |
3.790 |
0.047 |
1.3% |
3.790 |
Low |
3.651 |
3.713 |
0.062 |
1.7% |
3.469 |
Close |
3.738 |
3.780 |
0.042 |
1.1% |
3.780 |
Range |
0.092 |
0.077 |
-0.015 |
-16.3% |
0.321 |
ATR |
0.089 |
0.088 |
-0.001 |
-1.0% |
0.000 |
Volume |
14,049 |
19,952 |
5,903 |
42.0% |
62,223 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.992 |
3.963 |
3.822 |
|
R3 |
3.915 |
3.886 |
3.801 |
|
R2 |
3.838 |
3.838 |
3.794 |
|
R1 |
3.809 |
3.809 |
3.787 |
3.824 |
PP |
3.761 |
3.761 |
3.761 |
3.768 |
S1 |
3.732 |
3.732 |
3.773 |
3.747 |
S2 |
3.684 |
3.684 |
3.766 |
|
S3 |
3.607 |
3.655 |
3.759 |
|
S4 |
3.530 |
3.578 |
3.738 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.643 |
4.532 |
3.957 |
|
R3 |
4.322 |
4.211 |
3.868 |
|
R2 |
4.001 |
4.001 |
3.839 |
|
R1 |
3.890 |
3.890 |
3.809 |
3.946 |
PP |
3.680 |
3.680 |
3.680 |
3.707 |
S1 |
3.569 |
3.569 |
3.751 |
3.625 |
S2 |
3.359 |
3.359 |
3.721 |
|
S3 |
3.038 |
3.248 |
3.692 |
|
S4 |
2.717 |
2.927 |
3.603 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.790 |
3.469 |
0.321 |
8.5% |
0.078 |
2.1% |
97% |
True |
False |
12,444 |
10 |
3.790 |
3.400 |
0.390 |
10.3% |
0.078 |
2.1% |
97% |
True |
False |
10,679 |
20 |
3.790 |
3.241 |
0.549 |
14.5% |
0.089 |
2.4% |
98% |
True |
False |
9,938 |
40 |
3.790 |
3.222 |
0.568 |
15.0% |
0.087 |
2.3% |
98% |
True |
False |
7,768 |
60 |
3.790 |
3.222 |
0.568 |
15.0% |
0.089 |
2.4% |
98% |
True |
False |
6,629 |
80 |
3.790 |
3.150 |
0.640 |
16.9% |
0.089 |
2.3% |
98% |
True |
False |
5,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.117 |
2.618 |
3.992 |
1.618 |
3.915 |
1.000 |
3.867 |
0.618 |
3.838 |
HIGH |
3.790 |
0.618 |
3.761 |
0.500 |
3.752 |
0.382 |
3.742 |
LOW |
3.713 |
0.618 |
3.665 |
1.000 |
3.636 |
1.618 |
3.588 |
2.618 |
3.511 |
4.250 |
3.386 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.771 |
3.747 |
PP |
3.761 |
3.713 |
S1 |
3.752 |
3.680 |
|