NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.931 |
2.931 |
0.000 |
0.0% |
2.841 |
| High |
3.120 |
2.943 |
-0.177 |
-5.7% |
3.120 |
| Low |
2.876 |
2.760 |
-0.116 |
-4.0% |
2.760 |
| Close |
2.945 |
2.770 |
-0.175 |
-5.9% |
2.770 |
| Range |
0.244 |
0.183 |
-0.061 |
-25.0% |
0.360 |
| ATR |
0.146 |
0.149 |
0.003 |
1.9% |
0.000 |
| Volume |
275,222 |
178,097 |
-97,125 |
-35.3% |
837,405 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.373 |
3.255 |
2.871 |
|
| R3 |
3.190 |
3.072 |
2.820 |
|
| R2 |
3.007 |
3.007 |
2.804 |
|
| R1 |
2.889 |
2.889 |
2.787 |
2.857 |
| PP |
2.824 |
2.824 |
2.824 |
2.808 |
| S1 |
2.706 |
2.706 |
2.753 |
2.674 |
| S2 |
2.641 |
2.641 |
2.736 |
|
| S3 |
2.458 |
2.523 |
2.720 |
|
| S4 |
2.275 |
2.340 |
2.669 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.963 |
3.727 |
2.968 |
|
| R3 |
3.603 |
3.367 |
2.869 |
|
| R2 |
3.243 |
3.243 |
2.836 |
|
| R1 |
3.007 |
3.007 |
2.803 |
2.945 |
| PP |
2.883 |
2.883 |
2.883 |
2.853 |
| S1 |
2.647 |
2.647 |
2.737 |
2.585 |
| S2 |
2.523 |
2.523 |
2.704 |
|
| S3 |
2.163 |
2.287 |
2.671 |
|
| S4 |
1.803 |
1.927 |
2.572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.120 |
2.760 |
0.360 |
13.0% |
0.153 |
5.5% |
3% |
False |
True |
167,481 |
| 10 |
3.277 |
2.760 |
0.517 |
18.7% |
0.158 |
5.7% |
2% |
False |
True |
159,924 |
| 20 |
3.277 |
2.711 |
0.566 |
20.4% |
0.146 |
5.3% |
10% |
False |
False |
127,042 |
| 40 |
3.277 |
2.526 |
0.751 |
27.1% |
0.146 |
5.3% |
32% |
False |
False |
92,341 |
| 60 |
3.277 |
2.259 |
1.018 |
36.8% |
0.139 |
5.0% |
50% |
False |
False |
77,704 |
| 80 |
3.277 |
2.222 |
1.055 |
38.1% |
0.129 |
4.7% |
52% |
False |
False |
65,498 |
| 100 |
3.277 |
2.222 |
1.055 |
38.1% |
0.116 |
4.2% |
52% |
False |
False |
55,387 |
| 120 |
3.277 |
2.222 |
1.055 |
38.1% |
0.111 |
4.0% |
52% |
False |
False |
48,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.721 |
|
2.618 |
3.422 |
|
1.618 |
3.239 |
|
1.000 |
3.126 |
|
0.618 |
3.056 |
|
HIGH |
2.943 |
|
0.618 |
2.873 |
|
0.500 |
2.852 |
|
0.382 |
2.830 |
|
LOW |
2.760 |
|
0.618 |
2.647 |
|
1.000 |
2.577 |
|
1.618 |
2.464 |
|
2.618 |
2.281 |
|
4.250 |
1.982 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.852 |
2.940 |
| PP |
2.824 |
2.883 |
| S1 |
2.797 |
2.827 |
|