NYMEX Natural Gas Future May 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 |
3.364 |
3.389 |
0.025 |
0.7% |
3.399 |
| High |
3.437 |
3.402 |
-0.035 |
-1.0% |
3.413 |
| Low |
3.363 |
3.362 |
-0.001 |
0.0% |
3.250 |
| Close |
3.414 |
3.372 |
-0.042 |
-1.2% |
3.392 |
| Range |
0.074 |
0.040 |
-0.034 |
-45.9% |
0.163 |
| ATR |
0.077 |
0.075 |
-0.002 |
-2.3% |
0.000 |
| Volume |
1,107 |
1,954 |
847 |
76.5% |
8,140 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.499 |
3.475 |
3.394 |
|
| R3 |
3.459 |
3.435 |
3.383 |
|
| R2 |
3.419 |
3.419 |
3.379 |
|
| R1 |
3.395 |
3.395 |
3.376 |
3.387 |
| PP |
3.379 |
3.379 |
3.379 |
3.375 |
| S1 |
3.355 |
3.355 |
3.368 |
3.347 |
| S2 |
3.339 |
3.339 |
3.365 |
|
| S3 |
3.299 |
3.315 |
3.361 |
|
| S4 |
3.259 |
3.275 |
3.350 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.841 |
3.779 |
3.482 |
|
| R3 |
3.678 |
3.616 |
3.437 |
|
| R2 |
3.515 |
3.515 |
3.422 |
|
| R1 |
3.453 |
3.453 |
3.407 |
3.403 |
| PP |
3.352 |
3.352 |
3.352 |
3.326 |
| S1 |
3.290 |
3.290 |
3.377 |
3.240 |
| S2 |
3.189 |
3.189 |
3.362 |
|
| S3 |
3.026 |
3.127 |
3.347 |
|
| S4 |
2.863 |
2.964 |
3.302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.437 |
3.250 |
0.187 |
5.5% |
0.067 |
2.0% |
65% |
False |
False |
1,676 |
| 10 |
3.505 |
3.250 |
0.255 |
7.6% |
0.073 |
2.2% |
48% |
False |
False |
1,671 |
| 20 |
3.666 |
3.250 |
0.416 |
12.3% |
0.067 |
2.0% |
29% |
False |
False |
1,613 |
| 40 |
3.704 |
3.250 |
0.454 |
13.5% |
0.069 |
2.1% |
27% |
False |
False |
1,333 |
| 60 |
3.704 |
3.170 |
0.534 |
15.8% |
0.070 |
2.1% |
38% |
False |
False |
1,273 |
| 80 |
3.704 |
3.170 |
0.534 |
15.8% |
0.067 |
2.0% |
38% |
False |
False |
1,218 |
| 100 |
3.704 |
3.072 |
0.632 |
18.7% |
0.065 |
1.9% |
47% |
False |
False |
1,152 |
| 120 |
3.704 |
3.072 |
0.632 |
18.7% |
0.061 |
1.8% |
47% |
False |
False |
1,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.572 |
|
2.618 |
3.507 |
|
1.618 |
3.467 |
|
1.000 |
3.442 |
|
0.618 |
3.427 |
|
HIGH |
3.402 |
|
0.618 |
3.387 |
|
0.500 |
3.382 |
|
0.382 |
3.377 |
|
LOW |
3.362 |
|
0.618 |
3.337 |
|
1.000 |
3.322 |
|
1.618 |
3.297 |
|
2.618 |
3.257 |
|
4.250 |
3.192 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.382 |
3.383 |
| PP |
3.379 |
3.379 |
| S1 |
3.375 |
3.376 |
|