NYMEX Natural Gas Future March 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 |
3.339 |
3.293 |
-0.046 |
-1.4% |
3.364 |
High |
3.388 |
3.293 |
-0.095 |
-2.8% |
3.413 |
Low |
3.290 |
3.230 |
-0.060 |
-1.8% |
3.230 |
Close |
3.309 |
3.245 |
-0.064 |
-1.9% |
3.245 |
Range |
0.098 |
0.063 |
-0.035 |
-35.7% |
0.183 |
ATR |
0.086 |
0.085 |
0.000 |
-0.6% |
0.000 |
Volume |
5,426 |
9,829 |
4,403 |
81.1% |
28,680 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.445 |
3.408 |
3.280 |
|
R3 |
3.382 |
3.345 |
3.262 |
|
R2 |
3.319 |
3.319 |
3.257 |
|
R1 |
3.282 |
3.282 |
3.251 |
3.269 |
PP |
3.256 |
3.256 |
3.256 |
3.250 |
S1 |
3.219 |
3.219 |
3.239 |
3.206 |
S2 |
3.193 |
3.193 |
3.233 |
|
S3 |
3.130 |
3.156 |
3.228 |
|
S4 |
3.067 |
3.093 |
3.210 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.845 |
3.728 |
3.346 |
|
R3 |
3.662 |
3.545 |
3.295 |
|
R2 |
3.479 |
3.479 |
3.279 |
|
R1 |
3.362 |
3.362 |
3.262 |
3.329 |
PP |
3.296 |
3.296 |
3.296 |
3.280 |
S1 |
3.179 |
3.179 |
3.228 |
3.146 |
S2 |
3.113 |
3.113 |
3.211 |
|
S3 |
2.930 |
2.996 |
3.195 |
|
S4 |
2.747 |
2.813 |
3.144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.413 |
3.230 |
0.183 |
5.6% |
0.081 |
2.5% |
8% |
False |
True |
6,859 |
10 |
3.437 |
3.210 |
0.227 |
7.0% |
0.081 |
2.5% |
15% |
False |
False |
7,044 |
20 |
3.495 |
3.210 |
0.285 |
8.8% |
0.076 |
2.3% |
12% |
False |
False |
7,493 |
40 |
3.722 |
3.210 |
0.512 |
15.8% |
0.082 |
2.5% |
7% |
False |
False |
7,004 |
60 |
3.722 |
3.129 |
0.593 |
18.3% |
0.088 |
2.7% |
20% |
False |
False |
6,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.561 |
2.618 |
3.458 |
1.618 |
3.395 |
1.000 |
3.356 |
0.618 |
3.332 |
HIGH |
3.293 |
0.618 |
3.269 |
0.500 |
3.262 |
0.382 |
3.254 |
LOW |
3.230 |
0.618 |
3.191 |
1.000 |
3.167 |
1.618 |
3.128 |
2.618 |
3.065 |
4.250 |
2.962 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.262 |
3.314 |
PP |
3.256 |
3.291 |
S1 |
3.251 |
3.268 |
|