NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.435 |
3.414 |
-0.021 |
-0.6% |
3.463 |
High |
3.440 |
3.528 |
0.088 |
2.6% |
3.528 |
Low |
3.397 |
3.414 |
0.017 |
0.5% |
3.383 |
Close |
3.424 |
3.520 |
0.096 |
2.8% |
3.520 |
Range |
0.043 |
0.114 |
0.071 |
165.1% |
0.145 |
ATR |
0.089 |
0.090 |
0.002 |
2.1% |
0.000 |
Volume |
10,366 |
10,017 |
-349 |
-3.4% |
59,526 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.829 |
3.789 |
3.583 |
|
R3 |
3.715 |
3.675 |
3.551 |
|
R2 |
3.601 |
3.601 |
3.541 |
|
R1 |
3.561 |
3.561 |
3.530 |
3.581 |
PP |
3.487 |
3.487 |
3.487 |
3.498 |
S1 |
3.447 |
3.447 |
3.510 |
3.467 |
S2 |
3.373 |
3.373 |
3.499 |
|
S3 |
3.259 |
3.333 |
3.489 |
|
S4 |
3.145 |
3.219 |
3.457 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.912 |
3.861 |
3.600 |
|
R3 |
3.767 |
3.716 |
3.560 |
|
R2 |
3.622 |
3.622 |
3.547 |
|
R1 |
3.571 |
3.571 |
3.533 |
3.597 |
PP |
3.477 |
3.477 |
3.477 |
3.490 |
S1 |
3.426 |
3.426 |
3.507 |
3.452 |
S2 |
3.332 |
3.332 |
3.493 |
|
S3 |
3.187 |
3.281 |
3.480 |
|
S4 |
3.042 |
3.136 |
3.440 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.528 |
3.383 |
0.145 |
4.1% |
0.078 |
2.2% |
94% |
True |
False |
11,905 |
10 |
3.552 |
3.224 |
0.328 |
9.3% |
0.099 |
2.8% |
90% |
False |
False |
15,704 |
20 |
3.552 |
3.210 |
0.342 |
9.7% |
0.090 |
2.6% |
91% |
False |
False |
11,374 |
40 |
3.722 |
3.210 |
0.512 |
14.5% |
0.086 |
2.5% |
61% |
False |
False |
9,373 |
60 |
3.722 |
3.210 |
0.512 |
14.5% |
0.087 |
2.5% |
61% |
False |
False |
8,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.013 |
2.618 |
3.826 |
1.618 |
3.712 |
1.000 |
3.642 |
0.618 |
3.598 |
HIGH |
3.528 |
0.618 |
3.484 |
0.500 |
3.471 |
0.382 |
3.458 |
LOW |
3.414 |
0.618 |
3.344 |
1.000 |
3.300 |
1.618 |
3.230 |
2.618 |
3.116 |
4.250 |
2.930 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.504 |
3.499 |
PP |
3.487 |
3.477 |
S1 |
3.471 |
3.456 |
|