NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.398 |
3.435 |
0.037 |
1.1% |
3.225 |
High |
3.454 |
3.440 |
-0.014 |
-0.4% |
3.552 |
Low |
3.383 |
3.397 |
0.014 |
0.4% |
3.224 |
Close |
3.417 |
3.424 |
0.007 |
0.2% |
3.466 |
Range |
0.071 |
0.043 |
-0.028 |
-39.4% |
0.328 |
ATR |
0.092 |
0.089 |
-0.004 |
-3.8% |
0.000 |
Volume |
10,867 |
10,366 |
-501 |
-4.6% |
97,523 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.549 |
3.530 |
3.448 |
|
R3 |
3.506 |
3.487 |
3.436 |
|
R2 |
3.463 |
3.463 |
3.432 |
|
R1 |
3.444 |
3.444 |
3.428 |
3.432 |
PP |
3.420 |
3.420 |
3.420 |
3.415 |
S1 |
3.401 |
3.401 |
3.420 |
3.389 |
S2 |
3.377 |
3.377 |
3.416 |
|
S3 |
3.334 |
3.358 |
3.412 |
|
S4 |
3.291 |
3.315 |
3.400 |
|
|
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 |
3.550 |
3.383 |
0.167 |
4.9% |
0.078 |
2.3% |
25% |
False |
False |
12,961 |
10 |
3.552 |
3.224 |
0.328 |
9.6% |
0.094 |
2.7% |
61% |
False |
False |
15,686 |
20 |
3.552 |
3.210 |
0.342 |
10.0% |
0.089 |
2.6% |
63% |
False |
False |
11,086 |
40 |
3.722 |
3.210 |
0.512 |
15.0% |
0.086 |
2.5% |
42% |
False |
False |
9,256 |
60 |
3.722 |
3.210 |
0.512 |
15.0% |
0.088 |
2.6% |
42% |
False |
False |
8,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.623 |
2.618 |
3.553 |
1.618 |
3.510 |
1.000 |
3.483 |
0.618 |
3.467 |
HIGH |
3.440 |
0.618 |
3.424 |
0.500 |
3.419 |
0.382 |
3.413 |
LOW |
3.397 |
0.618 |
3.370 |
1.000 |
3.354 |
1.618 |
3.327 |
2.618 |
3.284 |
4.250 |
3.214 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.422 |
3.436 |
PP |
3.420 |
3.432 |
S1 |
3.419 |
3.428 |
|