NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.497 |
3.516 |
0.019 |
0.5% |
3.463 |
High |
3.529 |
3.561 |
0.032 |
0.9% |
3.528 |
Low |
3.458 |
3.511 |
0.053 |
1.5% |
3.383 |
Close |
3.501 |
3.551 |
0.050 |
1.4% |
3.520 |
Range |
0.071 |
0.050 |
-0.021 |
-29.6% |
0.145 |
ATR |
0.089 |
0.087 |
-0.002 |
-2.3% |
0.000 |
Volume |
12,950 |
10,694 |
-2,256 |
-17.4% |
59,526 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.691 |
3.671 |
3.579 |
|
R3 |
3.641 |
3.621 |
3.565 |
|
R2 |
3.591 |
3.591 |
3.560 |
|
R1 |
3.571 |
3.571 |
3.556 |
3.581 |
PP |
3.541 |
3.541 |
3.541 |
3.546 |
S1 |
3.521 |
3.521 |
3.546 |
3.531 |
S2 |
3.491 |
3.491 |
3.542 |
|
S3 |
3.441 |
3.471 |
3.537 |
|
S4 |
3.391 |
3.421 |
3.524 |
|
|
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 |
3.561 |
3.383 |
0.178 |
5.0% |
0.070 |
2.0% |
94% |
True |
False |
10,978 |
10 |
3.561 |
3.383 |
0.178 |
5.0% |
0.083 |
2.3% |
94% |
True |
False |
15,358 |
20 |
3.561 |
3.210 |
0.351 |
9.9% |
0.087 |
2.5% |
97% |
True |
False |
11,765 |
40 |
3.722 |
3.210 |
0.512 |
14.4% |
0.086 |
2.4% |
67% |
False |
False |
9,694 |
60 |
3.722 |
3.210 |
0.512 |
14.4% |
0.086 |
2.4% |
67% |
False |
False |
8,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.774 |
2.618 |
3.692 |
1.618 |
3.642 |
1.000 |
3.611 |
0.618 |
3.592 |
HIGH |
3.561 |
0.618 |
3.542 |
0.500 |
3.536 |
0.382 |
3.530 |
LOW |
3.511 |
0.618 |
3.480 |
1.000 |
3.461 |
1.618 |
3.430 |
2.618 |
3.380 |
4.250 |
3.299 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.546 |
3.530 |
PP |
3.541 |
3.509 |
S1 |
3.536 |
3.488 |
|