NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.321 |
3.354 |
0.033 |
1.0% |
3.350 |
| High |
3.401 |
3.370 |
-0.031 |
-0.9% |
3.381 |
| Low |
3.321 |
3.325 |
0.004 |
0.1% |
3.205 |
| Close |
3.381 |
3.337 |
-0.044 |
-1.3% |
3.357 |
| Range |
0.080 |
0.045 |
-0.035 |
-43.8% |
0.176 |
| ATR |
0.088 |
0.086 |
-0.002 |
-2.6% |
0.000 |
| Volume |
5,692 |
8,477 |
2,785 |
48.9% |
42,647 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.479 |
3.453 |
3.362 |
|
| R3 |
3.434 |
3.408 |
3.349 |
|
| R2 |
3.389 |
3.389 |
3.345 |
|
| R1 |
3.363 |
3.363 |
3.341 |
3.354 |
| PP |
3.344 |
3.344 |
3.344 |
3.339 |
| S1 |
3.318 |
3.318 |
3.333 |
3.309 |
| S2 |
3.299 |
3.299 |
3.329 |
|
| S3 |
3.254 |
3.273 |
3.325 |
|
| S4 |
3.209 |
3.228 |
3.312 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.842 |
3.776 |
3.454 |
|
| R3 |
3.666 |
3.600 |
3.405 |
|
| R2 |
3.490 |
3.490 |
3.389 |
|
| R1 |
3.424 |
3.424 |
3.373 |
3.457 |
| PP |
3.314 |
3.314 |
3.314 |
3.331 |
| S1 |
3.248 |
3.248 |
3.341 |
3.281 |
| S2 |
3.138 |
3.138 |
3.325 |
|
| S3 |
2.962 |
3.072 |
3.309 |
|
| S4 |
2.786 |
2.896 |
3.260 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.561 |
|
2.618 |
3.488 |
|
1.618 |
3.443 |
|
1.000 |
3.415 |
|
0.618 |
3.398 |
|
HIGH |
3.370 |
|
0.618 |
3.353 |
|
0.500 |
3.348 |
|
0.382 |
3.342 |
|
LOW |
3.325 |
|
0.618 |
3.297 |
|
1.000 |
3.280 |
|
1.618 |
3.252 |
|
2.618 |
3.207 |
|
4.250 |
3.134 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.348 |
3.346 |
| PP |
3.344 |
3.343 |
| S1 |
3.341 |
3.340 |
|