NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.392 |
3.320 |
-0.072 |
-2.1% |
3.384 |
| High |
3.392 |
3.370 |
-0.022 |
-0.6% |
3.386 |
| Low |
3.315 |
3.267 |
-0.048 |
-1.4% |
3.200 |
| Close |
3.324 |
3.293 |
-0.031 |
-0.9% |
3.357 |
| Range |
0.077 |
0.103 |
0.026 |
33.8% |
0.186 |
| ATR |
0.097 |
0.098 |
0.000 |
0.4% |
0.000 |
| Volume |
27,404 |
34,900 |
7,496 |
27.4% |
127,845 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.619 |
3.559 |
3.350 |
|
| R3 |
3.516 |
3.456 |
3.321 |
|
| R2 |
3.413 |
3.413 |
3.312 |
|
| R1 |
3.353 |
3.353 |
3.302 |
3.332 |
| PP |
3.310 |
3.310 |
3.310 |
3.299 |
| S1 |
3.250 |
3.250 |
3.284 |
3.229 |
| S2 |
3.207 |
3.207 |
3.274 |
|
| S3 |
3.104 |
3.147 |
3.265 |
|
| S4 |
3.001 |
3.044 |
3.236 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.872 |
3.801 |
3.459 |
|
| R3 |
3.686 |
3.615 |
3.408 |
|
| R2 |
3.500 |
3.500 |
3.391 |
|
| R1 |
3.429 |
3.429 |
3.374 |
3.372 |
| PP |
3.314 |
3.314 |
3.314 |
3.286 |
| S1 |
3.243 |
3.243 |
3.340 |
3.186 |
| S2 |
3.128 |
3.128 |
3.323 |
|
| S3 |
2.942 |
3.057 |
3.306 |
|
| S4 |
2.756 |
2.871 |
3.255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.408 |
3.235 |
0.173 |
5.3% |
0.093 |
2.8% |
34% |
False |
False |
27,616 |
| 10 |
3.477 |
3.200 |
0.277 |
8.4% |
0.098 |
3.0% |
34% |
False |
False |
26,927 |
| 20 |
3.668 |
3.200 |
0.468 |
14.2% |
0.095 |
2.9% |
20% |
False |
False |
28,225 |
| 40 |
3.750 |
3.200 |
0.550 |
16.7% |
0.099 |
3.0% |
17% |
False |
False |
25,622 |
| 60 |
3.750 |
3.114 |
0.636 |
19.3% |
0.103 |
3.1% |
28% |
False |
False |
23,769 |
| 80 |
3.750 |
3.114 |
0.636 |
19.3% |
0.099 |
3.0% |
28% |
False |
False |
22,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.808 |
|
2.618 |
3.640 |
|
1.618 |
3.537 |
|
1.000 |
3.473 |
|
0.618 |
3.434 |
|
HIGH |
3.370 |
|
0.618 |
3.331 |
|
0.500 |
3.319 |
|
0.382 |
3.306 |
|
LOW |
3.267 |
|
0.618 |
3.203 |
|
1.000 |
3.164 |
|
1.618 |
3.100 |
|
2.618 |
2.997 |
|
4.250 |
2.829 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.319 |
3.338 |
| PP |
3.310 |
3.323 |
| S1 |
3.302 |
3.308 |
|