NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 10-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.293 |
3.225 |
-0.068 |
-2.1% |
3.364 |
High |
3.293 |
3.363 |
0.070 |
2.1% |
3.413 |
Low |
3.230 |
3.224 |
-0.006 |
-0.2% |
3.230 |
Close |
3.245 |
3.346 |
0.101 |
3.1% |
3.245 |
Range |
0.063 |
0.139 |
0.076 |
120.6% |
0.183 |
ATR |
0.085 |
0.089 |
0.004 |
4.5% |
0.000 |
Volume |
9,829 |
9,772 |
-57 |
-0.6% |
28,680 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.728 |
3.676 |
3.422 |
|
R3 |
3.589 |
3.537 |
3.384 |
|
R2 |
3.450 |
3.450 |
3.371 |
|
R1 |
3.398 |
3.398 |
3.359 |
3.424 |
PP |
3.311 |
3.311 |
3.311 |
3.324 |
S1 |
3.259 |
3.259 |
3.333 |
3.285 |
S2 |
3.172 |
3.172 |
3.321 |
|
S3 |
3.033 |
3.120 |
3.308 |
|
S4 |
2.894 |
2.981 |
3.270 |
|
|
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 |
3.224 |
0.189 |
5.6% |
0.093 |
2.8% |
65% |
False |
True |
7,690 |
10 |
3.413 |
3.210 |
0.203 |
6.1% |
0.087 |
2.6% |
67% |
False |
False |
7,026 |
20 |
3.479 |
3.210 |
0.269 |
8.0% |
0.080 |
2.4% |
51% |
False |
False |
7,294 |
40 |
3.722 |
3.210 |
0.512 |
15.3% |
0.084 |
2.5% |
27% |
False |
False |
7,020 |
60 |
3.722 |
3.210 |
0.512 |
15.3% |
0.087 |
2.6% |
27% |
False |
False |
6,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.954 |
2.618 |
3.727 |
1.618 |
3.588 |
1.000 |
3.502 |
0.618 |
3.449 |
HIGH |
3.363 |
0.618 |
3.310 |
0.500 |
3.294 |
0.382 |
3.277 |
LOW |
3.224 |
0.618 |
3.138 |
1.000 |
3.085 |
1.618 |
2.999 |
2.618 |
2.860 |
4.250 |
2.633 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.329 |
3.333 |
PP |
3.311 |
3.319 |
S1 |
3.294 |
3.306 |
|