NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.414 |
3.497 |
0.083 |
2.4% |
3.463 |
High |
3.528 |
3.529 |
0.001 |
0.0% |
3.528 |
Low |
3.414 |
3.458 |
0.044 |
1.3% |
3.383 |
Close |
3.520 |
3.501 |
-0.019 |
-0.5% |
3.520 |
Range |
0.114 |
0.071 |
-0.043 |
-37.7% |
0.145 |
ATR |
0.090 |
0.089 |
-0.001 |
-1.5% |
0.000 |
Volume |
10,017 |
12,950 |
2,933 |
29.3% |
59,526 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.709 |
3.676 |
3.540 |
|
R3 |
3.638 |
3.605 |
3.521 |
|
R2 |
3.567 |
3.567 |
3.514 |
|
R1 |
3.534 |
3.534 |
3.508 |
3.551 |
PP |
3.496 |
3.496 |
3.496 |
3.504 |
S1 |
3.463 |
3.463 |
3.494 |
3.480 |
S2 |
3.425 |
3.425 |
3.488 |
|
S3 |
3.354 |
3.392 |
3.481 |
|
S4 |
3.283 |
3.321 |
3.462 |
|
|
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 |
3.529 |
3.383 |
0.146 |
4.2% |
0.075 |
2.2% |
81% |
True |
False |
11,119 |
10 |
3.552 |
3.324 |
0.228 |
6.5% |
0.092 |
2.6% |
78% |
False |
False |
16,022 |
20 |
3.552 |
3.210 |
0.342 |
9.8% |
0.090 |
2.6% |
85% |
False |
False |
11,524 |
40 |
3.722 |
3.210 |
0.512 |
14.6% |
0.087 |
2.5% |
57% |
False |
False |
9,565 |
60 |
3.722 |
3.210 |
0.512 |
14.6% |
0.086 |
2.5% |
57% |
False |
False |
8,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.831 |
2.618 |
3.715 |
1.618 |
3.644 |
1.000 |
3.600 |
0.618 |
3.573 |
HIGH |
3.529 |
0.618 |
3.502 |
0.500 |
3.494 |
0.382 |
3.485 |
LOW |
3.458 |
0.618 |
3.414 |
1.000 |
3.387 |
1.618 |
3.343 |
2.618 |
3.272 |
4.250 |
3.156 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.499 |
3.488 |
PP |
3.496 |
3.476 |
S1 |
3.494 |
3.463 |
|