NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 18-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.463 |
3.436 |
-0.027 |
-0.8% |
3.225 |
High |
3.510 |
3.488 |
-0.022 |
-0.6% |
3.552 |
Low |
3.424 |
3.410 |
-0.014 |
-0.4% |
3.224 |
Close |
3.434 |
3.419 |
-0.015 |
-0.4% |
3.466 |
Range |
0.086 |
0.078 |
-0.008 |
-9.3% |
0.328 |
ATR |
0.095 |
0.094 |
-0.001 |
-1.3% |
0.000 |
Volume |
16,881 |
11,395 |
-5,486 |
-32.5% |
97,523 |
|
Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.673 |
3.624 |
3.462 |
|
R3 |
3.595 |
3.546 |
3.440 |
|
R2 |
3.517 |
3.517 |
3.433 |
|
R1 |
3.468 |
3.468 |
3.426 |
3.454 |
PP |
3.439 |
3.439 |
3.439 |
3.432 |
S1 |
3.390 |
3.390 |
3.412 |
3.376 |
S2 |
3.361 |
3.361 |
3.405 |
|
S3 |
3.283 |
3.312 |
3.398 |
|
S4 |
3.205 |
3.234 |
3.376 |
|
|
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 |
3.410 |
0.142 |
4.2% |
0.095 |
2.8% |
6% |
False |
True |
19,738 |
10 |
3.552 |
3.224 |
0.328 |
9.6% |
0.099 |
2.9% |
59% |
False |
False |
14,891 |
20 |
3.552 |
3.210 |
0.342 |
10.0% |
0.092 |
2.7% |
61% |
False |
False |
10,593 |
40 |
3.722 |
3.210 |
0.512 |
15.0% |
0.087 |
2.5% |
41% |
False |
False |
9,071 |
60 |
3.722 |
3.210 |
0.512 |
15.0% |
0.088 |
2.6% |
41% |
False |
False |
7,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.820 |
2.618 |
3.692 |
1.618 |
3.614 |
1.000 |
3.566 |
0.618 |
3.536 |
HIGH |
3.488 |
0.618 |
3.458 |
0.500 |
3.449 |
0.382 |
3.440 |
LOW |
3.410 |
0.618 |
3.362 |
1.000 |
3.332 |
1.618 |
3.284 |
2.618 |
3.206 |
4.250 |
3.079 |
|
|
Fisher Pivots for day following 18-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.449 |
3.480 |
PP |
3.439 |
3.460 |
S1 |
3.429 |
3.439 |
|