NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 12-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.343 |
3.471 |
0.128 |
3.8% |
3.364 |
High |
3.471 |
3.552 |
0.081 |
2.3% |
3.413 |
Low |
3.324 |
3.447 |
0.123 |
3.7% |
3.230 |
Close |
3.463 |
3.550 |
0.087 |
2.5% |
3.245 |
Range |
0.147 |
0.105 |
-0.042 |
-28.6% |
0.183 |
ATR |
0.093 |
0.094 |
0.001 |
0.9% |
0.000 |
Volume |
17,333 |
33,758 |
16,425 |
94.8% |
28,680 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.831 |
3.796 |
3.608 |
|
R3 |
3.726 |
3.691 |
3.579 |
|
R2 |
3.621 |
3.621 |
3.569 |
|
R1 |
3.586 |
3.586 |
3.560 |
3.604 |
PP |
3.516 |
3.516 |
3.516 |
3.525 |
S1 |
3.481 |
3.481 |
3.540 |
3.499 |
S2 |
3.411 |
3.411 |
3.531 |
|
S3 |
3.306 |
3.376 |
3.521 |
|
S4 |
3.201 |
3.271 |
3.492 |
|
|
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 |
3.552 |
3.224 |
0.328 |
9.2% |
0.110 |
3.1% |
99% |
True |
False |
15,223 |
10 |
3.552 |
3.210 |
0.342 |
9.6% |
0.096 |
2.7% |
99% |
True |
False |
10,937 |
20 |
3.552 |
3.210 |
0.342 |
9.6% |
0.087 |
2.4% |
99% |
True |
False |
8,839 |
40 |
3.722 |
3.210 |
0.512 |
14.4% |
0.085 |
2.4% |
66% |
False |
False |
8,052 |
60 |
3.722 |
3.210 |
0.512 |
14.4% |
0.088 |
2.5% |
66% |
False |
False |
7,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.998 |
2.618 |
3.827 |
1.618 |
3.722 |
1.000 |
3.657 |
0.618 |
3.617 |
HIGH |
3.552 |
0.618 |
3.512 |
0.500 |
3.500 |
0.382 |
3.487 |
LOW |
3.447 |
0.618 |
3.382 |
1.000 |
3.342 |
1.618 |
3.277 |
2.618 |
3.172 |
4.250 |
3.001 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.533 |
3.496 |
PP |
3.516 |
3.442 |
S1 |
3.500 |
3.388 |
|