NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.471 |
3.552 |
0.081 |
2.3% |
3.364 |
High |
3.552 |
3.552 |
0.000 |
0.0% |
3.413 |
Low |
3.447 |
3.454 |
0.007 |
0.2% |
3.230 |
Close |
3.550 |
3.521 |
-0.029 |
-0.8% |
3.245 |
Range |
0.105 |
0.098 |
-0.007 |
-6.7% |
0.183 |
ATR |
0.094 |
0.094 |
0.000 |
0.3% |
0.000 |
Volume |
33,758 |
21,362 |
-12,396 |
-36.7% |
28,680 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.803 |
3.760 |
3.575 |
|
R3 |
3.705 |
3.662 |
3.548 |
|
R2 |
3.607 |
3.607 |
3.539 |
|
R1 |
3.564 |
3.564 |
3.530 |
3.537 |
PP |
3.509 |
3.509 |
3.509 |
3.495 |
S1 |
3.466 |
3.466 |
3.512 |
3.439 |
S2 |
3.411 |
3.411 |
3.503 |
|
S3 |
3.313 |
3.368 |
3.494 |
|
S4 |
3.215 |
3.270 |
3.467 |
|
|
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 |
9.3% |
0.110 |
3.1% |
91% |
True |
False |
18,410 |
10 |
3.552 |
3.224 |
0.328 |
9.3% |
0.097 |
2.8% |
91% |
True |
False |
12,351 |
20 |
3.552 |
3.210 |
0.342 |
9.7% |
0.089 |
2.5% |
91% |
True |
False |
9,504 |
40 |
3.722 |
3.210 |
0.512 |
14.5% |
0.085 |
2.4% |
61% |
False |
False |
8,519 |
60 |
3.722 |
3.210 |
0.512 |
14.5% |
0.089 |
2.5% |
61% |
False |
False |
7,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.969 |
2.618 |
3.809 |
1.618 |
3.711 |
1.000 |
3.650 |
0.618 |
3.613 |
HIGH |
3.552 |
0.618 |
3.515 |
0.500 |
3.503 |
0.382 |
3.491 |
LOW |
3.454 |
0.618 |
3.393 |
1.000 |
3.356 |
1.618 |
3.295 |
2.618 |
3.197 |
4.250 |
3.038 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.515 |
3.493 |
PP |
3.509 |
3.466 |
S1 |
3.503 |
3.438 |
|