NYMEX Natural Gas Future May 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 |
3.389 |
3.359 |
-0.030 |
-0.9% |
3.399 |
| High |
3.402 |
3.385 |
-0.017 |
-0.5% |
3.413 |
| Low |
3.362 |
3.327 |
-0.035 |
-1.0% |
3.250 |
| Close |
3.372 |
3.344 |
-0.028 |
-0.8% |
3.392 |
| Range |
0.040 |
0.058 |
0.018 |
45.0% |
0.163 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.6% |
0.000 |
| Volume |
1,954 |
2,287 |
333 |
17.0% |
8,140 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.526 |
3.493 |
3.376 |
|
| R3 |
3.468 |
3.435 |
3.360 |
|
| R2 |
3.410 |
3.410 |
3.355 |
|
| R1 |
3.377 |
3.377 |
3.349 |
3.365 |
| PP |
3.352 |
3.352 |
3.352 |
3.346 |
| S1 |
3.319 |
3.319 |
3.339 |
3.307 |
| S2 |
3.294 |
3.294 |
3.333 |
|
| S3 |
3.236 |
3.261 |
3.328 |
|
| S4 |
3.178 |
3.203 |
3.312 |
|
|
| 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 |
3.292 |
0.145 |
4.3% |
0.064 |
1.9% |
36% |
False |
False |
1,792 |
| 10 |
3.505 |
3.250 |
0.255 |
7.6% |
0.075 |
2.3% |
37% |
False |
False |
1,679 |
| 20 |
3.666 |
3.250 |
0.416 |
12.4% |
0.067 |
2.0% |
23% |
False |
False |
1,675 |
| 40 |
3.704 |
3.250 |
0.454 |
13.6% |
0.069 |
2.1% |
21% |
False |
False |
1,364 |
| 60 |
3.704 |
3.170 |
0.534 |
16.0% |
0.070 |
2.1% |
33% |
False |
False |
1,297 |
| 80 |
3.704 |
3.170 |
0.534 |
16.0% |
0.067 |
2.0% |
33% |
False |
False |
1,234 |
| 100 |
3.704 |
3.072 |
0.632 |
18.9% |
0.065 |
1.9% |
43% |
False |
False |
1,169 |
| 120 |
3.704 |
3.072 |
0.632 |
18.9% |
0.061 |
1.8% |
43% |
False |
False |
1,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.632 |
|
2.618 |
3.537 |
|
1.618 |
3.479 |
|
1.000 |
3.443 |
|
0.618 |
3.421 |
|
HIGH |
3.385 |
|
0.618 |
3.363 |
|
0.500 |
3.356 |
|
0.382 |
3.349 |
|
LOW |
3.327 |
|
0.618 |
3.291 |
|
1.000 |
3.269 |
|
1.618 |
3.233 |
|
2.618 |
3.175 |
|
4.250 |
3.081 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.356 |
3.382 |
| PP |
3.352 |
3.369 |
| S1 |
3.348 |
3.357 |
|