NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 06-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.398 |
3.339 |
-0.059 |
-1.7% |
3.367 |
High |
3.398 |
3.388 |
-0.010 |
-0.3% |
3.388 |
Low |
3.329 |
3.290 |
-0.039 |
-1.2% |
3.210 |
Close |
3.340 |
3.309 |
-0.031 |
-0.9% |
3.364 |
Range |
0.069 |
0.098 |
0.029 |
42.0% |
0.178 |
ATR |
0.085 |
0.086 |
0.001 |
1.1% |
0.000 |
Volume |
7,858 |
5,426 |
-2,432 |
-30.9% |
31,813 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.623 |
3.564 |
3.363 |
|
R3 |
3.525 |
3.466 |
3.336 |
|
R2 |
3.427 |
3.427 |
3.327 |
|
R1 |
3.368 |
3.368 |
3.318 |
3.349 |
PP |
3.329 |
3.329 |
3.329 |
3.319 |
S1 |
3.270 |
3.270 |
3.300 |
3.251 |
S2 |
3.231 |
3.231 |
3.291 |
|
S3 |
3.133 |
3.172 |
3.282 |
|
S4 |
3.035 |
3.074 |
3.255 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.855 |
3.787 |
3.462 |
|
R3 |
3.677 |
3.609 |
3.413 |
|
R2 |
3.499 |
3.499 |
3.397 |
|
R1 |
3.431 |
3.431 |
3.380 |
3.376 |
PP |
3.321 |
3.321 |
3.321 |
3.293 |
S1 |
3.253 |
3.253 |
3.348 |
3.198 |
S2 |
3.143 |
3.143 |
3.331 |
|
S3 |
2.965 |
3.075 |
3.315 |
|
S4 |
2.787 |
2.897 |
3.266 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.413 |
3.264 |
0.149 |
4.5% |
0.084 |
2.5% |
30% |
False |
False |
6,292 |
10 |
3.444 |
3.210 |
0.234 |
7.1% |
0.085 |
2.6% |
42% |
False |
False |
6,487 |
20 |
3.658 |
3.210 |
0.448 |
13.5% |
0.079 |
2.4% |
22% |
False |
False |
7,557 |
40 |
3.722 |
3.210 |
0.512 |
15.5% |
0.083 |
2.5% |
19% |
False |
False |
6,881 |
60 |
3.722 |
3.129 |
0.593 |
17.9% |
0.087 |
2.6% |
30% |
False |
False |
6,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.805 |
2.618 |
3.645 |
1.618 |
3.547 |
1.000 |
3.486 |
0.618 |
3.449 |
HIGH |
3.388 |
0.618 |
3.351 |
0.500 |
3.339 |
0.382 |
3.327 |
LOW |
3.290 |
0.618 |
3.229 |
1.000 |
3.192 |
1.618 |
3.131 |
2.618 |
3.033 |
4.250 |
2.874 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.339 |
3.352 |
PP |
3.329 |
3.337 |
S1 |
3.319 |
3.323 |
|