NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 14-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.552 |
3.526 |
-0.026 |
-0.7% |
3.225 |
High |
3.552 |
3.550 |
-0.002 |
-0.1% |
3.552 |
Low |
3.454 |
3.440 |
-0.014 |
-0.4% |
3.224 |
Close |
3.521 |
3.466 |
-0.055 |
-1.6% |
3.466 |
Range |
0.098 |
0.110 |
0.012 |
12.2% |
0.328 |
ATR |
0.094 |
0.096 |
0.001 |
1.2% |
0.000 |
Volume |
21,362 |
15,298 |
-6,064 |
-28.4% |
97,523 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.815 |
3.751 |
3.527 |
|
R3 |
3.705 |
3.641 |
3.496 |
|
R2 |
3.595 |
3.595 |
3.486 |
|
R1 |
3.531 |
3.531 |
3.476 |
3.508 |
PP |
3.485 |
3.485 |
3.485 |
3.474 |
S1 |
3.421 |
3.421 |
3.456 |
3.398 |
S2 |
3.375 |
3.375 |
3.446 |
|
S3 |
3.265 |
3.311 |
3.436 |
|
S4 |
3.155 |
3.201 |
3.406 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.398 |
4.260 |
3.646 |
|
R3 |
4.070 |
3.932 |
3.556 |
|
R2 |
3.742 |
3.742 |
3.526 |
|
R1 |
3.604 |
3.604 |
3.496 |
3.673 |
PP |
3.414 |
3.414 |
3.414 |
3.449 |
S1 |
3.276 |
3.276 |
3.436 |
3.345 |
S2 |
3.086 |
3.086 |
3.406 |
|
S3 |
2.758 |
2.948 |
3.376 |
|
S4 |
2.430 |
2.620 |
3.286 |
|
|
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 |
9.5% |
0.120 |
3.5% |
74% |
False |
False |
19,504 |
10 |
3.552 |
3.224 |
0.328 |
9.5% |
0.100 |
2.9% |
74% |
False |
False |
13,181 |
20 |
3.552 |
3.210 |
0.342 |
9.9% |
0.091 |
2.6% |
75% |
False |
False |
9,933 |
40 |
3.722 |
3.210 |
0.512 |
14.8% |
0.087 |
2.5% |
50% |
False |
False |
8,750 |
60 |
3.722 |
3.210 |
0.512 |
14.8% |
0.089 |
2.6% |
50% |
False |
False |
7,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.018 |
2.618 |
3.838 |
1.618 |
3.728 |
1.000 |
3.660 |
0.618 |
3.618 |
HIGH |
3.550 |
0.618 |
3.508 |
0.500 |
3.495 |
0.382 |
3.482 |
LOW |
3.440 |
0.618 |
3.372 |
1.000 |
3.330 |
1.618 |
3.262 |
2.618 |
3.152 |
4.250 |
2.973 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.495 |
3.496 |
PP |
3.485 |
3.486 |
S1 |
3.476 |
3.476 |
|