NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.918 |
2.841 |
-0.077 |
-2.6% |
3.030 |
| High |
2.955 |
2.938 |
-0.017 |
-0.6% |
3.277 |
| Low |
2.840 |
2.801 |
-0.039 |
-1.4% |
2.840 |
| Close |
2.877 |
2.908 |
0.031 |
1.1% |
2.877 |
| Range |
0.115 |
0.137 |
0.022 |
19.1% |
0.437 |
| ATR |
0.145 |
0.144 |
-0.001 |
-0.4% |
0.000 |
| Volume |
106,758 |
99,442 |
-7,316 |
-6.9% |
761,836 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.293 |
3.238 |
2.983 |
|
| R3 |
3.156 |
3.101 |
2.946 |
|
| R2 |
3.019 |
3.019 |
2.933 |
|
| R1 |
2.964 |
2.964 |
2.921 |
2.992 |
| PP |
2.882 |
2.882 |
2.882 |
2.896 |
| S1 |
2.827 |
2.827 |
2.895 |
2.855 |
| S2 |
2.745 |
2.745 |
2.883 |
|
| S3 |
2.608 |
2.690 |
2.870 |
|
| S4 |
2.471 |
2.553 |
2.833 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.309 |
4.030 |
3.117 |
|
| R3 |
3.872 |
3.593 |
2.997 |
|
| R2 |
3.435 |
3.435 |
2.957 |
|
| R1 |
3.156 |
3.156 |
2.917 |
3.077 |
| PP |
2.998 |
2.998 |
2.998 |
2.959 |
| S1 |
2.719 |
2.719 |
2.837 |
2.640 |
| S2 |
2.561 |
2.561 |
2.797 |
|
| S3 |
2.124 |
2.282 |
2.757 |
|
| S4 |
1.687 |
1.845 |
2.637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.277 |
2.801 |
0.476 |
16.4% |
0.150 |
5.2% |
22% |
False |
True |
143,400 |
| 10 |
3.277 |
2.801 |
0.476 |
16.4% |
0.142 |
4.9% |
22% |
False |
True |
129,052 |
| 20 |
3.277 |
2.706 |
0.571 |
19.6% |
0.144 |
5.0% |
35% |
False |
False |
103,012 |
| 40 |
3.277 |
2.259 |
1.018 |
35.0% |
0.145 |
5.0% |
64% |
False |
False |
81,909 |
| 60 |
3.277 |
2.259 |
1.018 |
35.0% |
0.136 |
4.7% |
64% |
False |
False |
67,728 |
| 80 |
3.277 |
2.222 |
1.055 |
36.3% |
0.123 |
4.2% |
65% |
False |
False |
57,310 |
| 100 |
3.277 |
2.222 |
1.055 |
36.3% |
0.113 |
3.9% |
65% |
False |
False |
48,393 |
| 120 |
3.277 |
2.222 |
1.055 |
36.3% |
0.110 |
3.8% |
65% |
False |
False |
42,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.520 |
|
2.618 |
3.297 |
|
1.618 |
3.160 |
|
1.000 |
3.075 |
|
0.618 |
3.023 |
|
HIGH |
2.938 |
|
0.618 |
2.886 |
|
0.500 |
2.870 |
|
0.382 |
2.853 |
|
LOW |
2.801 |
|
0.618 |
2.716 |
|
1.000 |
2.664 |
|
1.618 |
2.579 |
|
2.618 |
2.442 |
|
4.250 |
2.219 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.895 |
2.986 |
| PP |
2.882 |
2.960 |
| S1 |
2.870 |
2.934 |
|