NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 27-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.564 |
3.630 |
0.066 |
1.9% |
3.463 |
High |
3.650 |
3.716 |
0.066 |
1.8% |
3.528 |
Low |
3.557 |
3.630 |
0.073 |
2.1% |
3.383 |
Close |
3.640 |
3.711 |
0.071 |
2.0% |
3.520 |
Range |
0.093 |
0.086 |
-0.007 |
-7.5% |
0.145 |
ATR |
0.088 |
0.088 |
0.000 |
-0.1% |
0.000 |
Volume |
9,523 |
17,203 |
7,680 |
80.6% |
59,526 |
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.944 |
3.913 |
3.758 |
|
R3 |
3.858 |
3.827 |
3.735 |
|
R2 |
3.772 |
3.772 |
3.727 |
|
R1 |
3.741 |
3.741 |
3.719 |
3.757 |
PP |
3.686 |
3.686 |
3.686 |
3.693 |
S1 |
3.655 |
3.655 |
3.703 |
3.671 |
S2 |
3.600 |
3.600 |
3.695 |
|
S3 |
3.514 |
3.569 |
3.687 |
|
S4 |
3.428 |
3.483 |
3.664 |
|
|
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 |
3.716 |
3.414 |
0.302 |
8.1% |
0.083 |
2.2% |
98% |
True |
False |
12,077 |
10 |
3.716 |
3.383 |
0.333 |
9.0% |
0.080 |
2.2% |
98% |
True |
False |
12,519 |
20 |
3.716 |
3.224 |
0.492 |
13.3% |
0.089 |
2.4% |
99% |
True |
False |
12,435 |
40 |
3.716 |
3.210 |
0.506 |
13.6% |
0.086 |
2.3% |
99% |
True |
False |
9,966 |
60 |
3.722 |
3.210 |
0.512 |
13.8% |
0.087 |
2.3% |
98% |
False |
False |
8,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.082 |
2.618 |
3.941 |
1.618 |
3.855 |
1.000 |
3.802 |
0.618 |
3.769 |
HIGH |
3.716 |
0.618 |
3.683 |
0.500 |
3.673 |
0.382 |
3.663 |
LOW |
3.630 |
0.618 |
3.577 |
1.000 |
3.544 |
1.618 |
3.491 |
2.618 |
3.405 |
4.250 |
3.265 |
|
|
Fisher Pivots for day following 27-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.698 |
3.679 |
PP |
3.686 |
3.646 |
S1 |
3.673 |
3.614 |
|