NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.345 |
3.364 |
0.019 |
0.6% |
3.399 |
| High |
3.401 |
3.437 |
0.036 |
1.1% |
3.413 |
| Low |
3.328 |
3.363 |
0.035 |
1.1% |
3.250 |
| Close |
3.392 |
3.414 |
0.022 |
0.6% |
3.392 |
| Range |
0.073 |
0.074 |
0.001 |
1.4% |
0.163 |
| ATR |
0.077 |
0.077 |
0.000 |
-0.3% |
0.000 |
| Volume |
1,459 |
1,107 |
-352 |
-24.1% |
8,140 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.627 |
3.594 |
3.455 |
|
| R3 |
3.553 |
3.520 |
3.434 |
|
| R2 |
3.479 |
3.479 |
3.428 |
|
| R1 |
3.446 |
3.446 |
3.421 |
3.463 |
| PP |
3.405 |
3.405 |
3.405 |
3.413 |
| S1 |
3.372 |
3.372 |
3.407 |
3.389 |
| S2 |
3.331 |
3.331 |
3.400 |
|
| S3 |
3.257 |
3.298 |
3.394 |
|
| S4 |
3.183 |
3.224 |
3.373 |
|
|
| 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% |
0.070 |
2.1% |
88% |
True |
False |
1,573 |
| 10 |
3.505 |
3.250 |
0.255 |
7.5% |
0.079 |
2.3% |
64% |
False |
False |
1,592 |
| 20 |
3.666 |
3.250 |
0.416 |
12.2% |
0.068 |
2.0% |
39% |
False |
False |
1,553 |
| 40 |
3.704 |
3.250 |
0.454 |
13.3% |
0.070 |
2.1% |
36% |
False |
False |
1,308 |
| 60 |
3.704 |
3.170 |
0.534 |
15.6% |
0.070 |
2.0% |
46% |
False |
False |
1,252 |
| 80 |
3.704 |
3.170 |
0.534 |
15.6% |
0.068 |
2.0% |
46% |
False |
False |
1,204 |
| 100 |
3.704 |
3.072 |
0.632 |
18.5% |
0.065 |
1.9% |
54% |
False |
False |
1,145 |
| 120 |
3.704 |
3.072 |
0.632 |
18.5% |
0.061 |
1.8% |
54% |
False |
False |
1,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.752 |
|
2.618 |
3.631 |
|
1.618 |
3.557 |
|
1.000 |
3.511 |
|
0.618 |
3.483 |
|
HIGH |
3.437 |
|
0.618 |
3.409 |
|
0.500 |
3.400 |
|
0.382 |
3.391 |
|
LOW |
3.363 |
|
0.618 |
3.317 |
|
1.000 |
3.289 |
|
1.618 |
3.243 |
|
2.618 |
3.169 |
|
4.250 |
3.049 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.409 |
3.398 |
| PP |
3.405 |
3.381 |
| S1 |
3.400 |
3.365 |
|