NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 17-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.526 |
3.463 |
-0.063 |
-1.8% |
3.225 |
High |
3.550 |
3.510 |
-0.040 |
-1.1% |
3.552 |
Low |
3.440 |
3.424 |
-0.016 |
-0.5% |
3.224 |
Close |
3.466 |
3.434 |
-0.032 |
-0.9% |
3.466 |
Range |
0.110 |
0.086 |
-0.024 |
-21.8% |
0.328 |
ATR |
0.096 |
0.095 |
-0.001 |
-0.7% |
0.000 |
Volume |
15,298 |
16,881 |
1,583 |
10.3% |
97,523 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.714 |
3.660 |
3.481 |
|
R3 |
3.628 |
3.574 |
3.458 |
|
R2 |
3.542 |
3.542 |
3.450 |
|
R1 |
3.488 |
3.488 |
3.442 |
3.472 |
PP |
3.456 |
3.456 |
3.456 |
3.448 |
S1 |
3.402 |
3.402 |
3.426 |
3.386 |
S2 |
3.370 |
3.370 |
3.418 |
|
S3 |
3.284 |
3.316 |
3.410 |
|
S4 |
3.198 |
3.230 |
3.387 |
|
|
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 |
3.324 |
0.228 |
6.6% |
0.109 |
3.2% |
48% |
False |
False |
20,926 |
10 |
3.552 |
3.224 |
0.328 |
9.6% |
0.101 |
2.9% |
64% |
False |
False |
14,308 |
20 |
3.552 |
3.210 |
0.342 |
10.0% |
0.093 |
2.7% |
65% |
False |
False |
10,351 |
40 |
3.722 |
3.210 |
0.512 |
14.9% |
0.087 |
2.5% |
44% |
False |
False |
8,978 |
60 |
3.722 |
3.210 |
0.512 |
14.9% |
0.089 |
2.6% |
44% |
False |
False |
7,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.876 |
2.618 |
3.735 |
1.618 |
3.649 |
1.000 |
3.596 |
0.618 |
3.563 |
HIGH |
3.510 |
0.618 |
3.477 |
0.500 |
3.467 |
0.382 |
3.457 |
LOW |
3.424 |
0.618 |
3.371 |
1.000 |
3.338 |
1.618 |
3.285 |
2.618 |
3.199 |
4.250 |
3.059 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.467 |
3.488 |
PP |
3.456 |
3.470 |
S1 |
3.445 |
3.452 |
|