NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.436 |
3.398 |
-0.038 |
-1.1% |
3.225 |
High |
3.488 |
3.454 |
-0.034 |
-1.0% |
3.552 |
Low |
3.410 |
3.383 |
-0.027 |
-0.8% |
3.224 |
Close |
3.419 |
3.417 |
-0.002 |
-0.1% |
3.466 |
Range |
0.078 |
0.071 |
-0.007 |
-9.0% |
0.328 |
ATR |
0.094 |
0.092 |
-0.002 |
-1.7% |
0.000 |
Volume |
11,395 |
10,867 |
-528 |
-4.6% |
97,523 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.631 |
3.595 |
3.456 |
|
R3 |
3.560 |
3.524 |
3.437 |
|
R2 |
3.489 |
3.489 |
3.430 |
|
R1 |
3.453 |
3.453 |
3.424 |
3.471 |
PP |
3.418 |
3.418 |
3.418 |
3.427 |
S1 |
3.382 |
3.382 |
3.410 |
3.400 |
S2 |
3.347 |
3.347 |
3.404 |
|
S3 |
3.276 |
3.311 |
3.397 |
|
S4 |
3.205 |
3.240 |
3.378 |
|
|
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 |
3.383 |
0.169 |
4.9% |
0.089 |
2.6% |
20% |
False |
True |
15,160 |
10 |
3.552 |
3.224 |
0.328 |
9.6% |
0.100 |
2.9% |
59% |
False |
False |
15,192 |
20 |
3.552 |
3.210 |
0.342 |
10.0% |
0.090 |
2.6% |
61% |
False |
False |
10,948 |
40 |
3.722 |
3.210 |
0.512 |
15.0% |
0.086 |
2.5% |
40% |
False |
False |
9,114 |
60 |
3.722 |
3.210 |
0.512 |
15.0% |
0.088 |
2.6% |
40% |
False |
False |
8,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.756 |
2.618 |
3.640 |
1.618 |
3.569 |
1.000 |
3.525 |
0.618 |
3.498 |
HIGH |
3.454 |
0.618 |
3.427 |
0.500 |
3.419 |
0.382 |
3.410 |
LOW |
3.383 |
0.618 |
3.339 |
1.000 |
3.312 |
1.618 |
3.268 |
2.618 |
3.197 |
4.250 |
3.081 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.419 |
3.447 |
PP |
3.418 |
3.437 |
S1 |
3.418 |
3.427 |
|