NYMEX Natural Gas Future February 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 |
3.404 |
3.324 |
-0.080 |
-2.4% |
3.385 |
| High |
3.404 |
3.399 |
-0.005 |
-0.1% |
3.401 |
| Low |
3.337 |
3.290 |
-0.047 |
-1.4% |
3.222 |
| Close |
3.347 |
3.317 |
-0.030 |
-0.9% |
3.375 |
| Range |
0.067 |
0.109 |
0.042 |
62.7% |
0.179 |
| ATR |
0.088 |
0.089 |
0.002 |
1.7% |
0.000 |
| Volume |
4,351 |
4,191 |
-160 |
-3.7% |
27,876 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.662 |
3.599 |
3.377 |
|
| R3 |
3.553 |
3.490 |
3.347 |
|
| R2 |
3.444 |
3.444 |
3.337 |
|
| R1 |
3.381 |
3.381 |
3.327 |
3.358 |
| PP |
3.335 |
3.335 |
3.335 |
3.324 |
| S1 |
3.272 |
3.272 |
3.307 |
3.249 |
| S2 |
3.226 |
3.226 |
3.297 |
|
| S3 |
3.117 |
3.163 |
3.287 |
|
| S4 |
3.008 |
3.054 |
3.257 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.870 |
3.801 |
3.473 |
|
| R3 |
3.691 |
3.622 |
3.424 |
|
| R2 |
3.512 |
3.512 |
3.408 |
|
| R1 |
3.443 |
3.443 |
3.391 |
3.388 |
| PP |
3.333 |
3.333 |
3.333 |
3.305 |
| S1 |
3.264 |
3.264 |
3.359 |
3.209 |
| S2 |
3.154 |
3.154 |
3.342 |
|
| S3 |
2.975 |
3.085 |
3.326 |
|
| S4 |
2.796 |
2.906 |
3.277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.424 |
3.271 |
0.153 |
4.6% |
0.088 |
2.6% |
30% |
False |
False |
4,573 |
| 10 |
3.461 |
3.222 |
0.239 |
7.2% |
0.087 |
2.6% |
40% |
False |
False |
5,065 |
| 20 |
3.678 |
3.222 |
0.456 |
13.7% |
0.084 |
2.5% |
21% |
False |
False |
5,599 |
| 40 |
3.763 |
3.222 |
0.541 |
16.3% |
0.086 |
2.6% |
18% |
False |
False |
5,018 |
| 60 |
3.763 |
3.150 |
0.613 |
18.5% |
0.090 |
2.7% |
27% |
False |
False |
4,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.862 |
|
2.618 |
3.684 |
|
1.618 |
3.575 |
|
1.000 |
3.508 |
|
0.618 |
3.466 |
|
HIGH |
3.399 |
|
0.618 |
3.357 |
|
0.500 |
3.345 |
|
0.382 |
3.332 |
|
LOW |
3.290 |
|
0.618 |
3.223 |
|
1.000 |
3.181 |
|
1.618 |
3.114 |
|
2.618 |
3.005 |
|
4.250 |
2.827 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.345 |
3.357 |
| PP |
3.335 |
3.344 |
| S1 |
3.326 |
3.330 |
|