NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.919 |
2.959 |
0.040 |
1.4% |
3.030 |
| High |
2.995 |
2.987 |
-0.008 |
-0.3% |
3.277 |
| Low |
2.882 |
2.897 |
0.015 |
0.5% |
2.840 |
| Close |
2.964 |
2.933 |
-0.031 |
-1.0% |
2.877 |
| Range |
0.113 |
0.090 |
-0.023 |
-20.4% |
0.437 |
| ATR |
0.142 |
0.138 |
-0.004 |
-2.6% |
0.000 |
| Volume |
147,265 |
137,379 |
-9,886 |
-6.7% |
761,836 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.209 |
3.161 |
2.983 |
|
| R3 |
3.119 |
3.071 |
2.958 |
|
| R2 |
3.029 |
3.029 |
2.950 |
|
| R1 |
2.981 |
2.981 |
2.941 |
2.960 |
| PP |
2.939 |
2.939 |
2.939 |
2.929 |
| S1 |
2.891 |
2.891 |
2.925 |
2.870 |
| S2 |
2.849 |
2.849 |
2.917 |
|
| S3 |
2.759 |
2.801 |
2.908 |
|
| S4 |
2.669 |
2.711 |
2.884 |
|
|
| 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 |
3.171 |
2.801 |
0.370 |
12.6% |
0.143 |
4.9% |
36% |
False |
False |
134,040 |
| 10 |
3.277 |
2.801 |
0.476 |
16.2% |
0.138 |
4.7% |
28% |
False |
False |
137,709 |
| 20 |
3.277 |
2.707 |
0.570 |
19.4% |
0.138 |
4.7% |
40% |
False |
False |
111,686 |
| 40 |
3.277 |
2.260 |
1.017 |
34.7% |
0.145 |
5.0% |
66% |
False |
False |
85,284 |
| 60 |
3.277 |
2.259 |
1.018 |
34.7% |
0.136 |
4.6% |
66% |
False |
False |
70,919 |
| 80 |
3.277 |
2.222 |
1.055 |
36.0% |
0.125 |
4.3% |
67% |
False |
False |
60,163 |
| 100 |
3.277 |
2.222 |
1.055 |
36.0% |
0.114 |
3.9% |
67% |
False |
False |
50,989 |
| 120 |
3.277 |
2.222 |
1.055 |
36.0% |
0.110 |
3.7% |
67% |
False |
False |
44,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.370 |
|
2.618 |
3.223 |
|
1.618 |
3.133 |
|
1.000 |
3.077 |
|
0.618 |
3.043 |
|
HIGH |
2.987 |
|
0.618 |
2.953 |
|
0.500 |
2.942 |
|
0.382 |
2.931 |
|
LOW |
2.897 |
|
0.618 |
2.841 |
|
1.000 |
2.807 |
|
1.618 |
2.751 |
|
2.618 |
2.661 |
|
4.250 |
2.515 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.942 |
2.921 |
| PP |
2.939 |
2.910 |
| S1 |
2.936 |
2.898 |
|