NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.931 |
2.770 |
-0.161 |
-5.5% |
2.841 |
| High |
2.943 |
2.790 |
-0.153 |
-5.2% |
3.120 |
| Low |
2.760 |
2.715 |
-0.045 |
-1.6% |
2.760 |
| Close |
2.770 |
2.729 |
-0.041 |
-1.5% |
2.770 |
| Range |
0.183 |
0.075 |
-0.108 |
-59.0% |
0.360 |
| ATR |
0.149 |
0.144 |
-0.005 |
-3.5% |
0.000 |
| Volume |
178,097 |
136,504 |
-41,593 |
-23.4% |
837,405 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.970 |
2.924 |
2.770 |
|
| R3 |
2.895 |
2.849 |
2.750 |
|
| R2 |
2.820 |
2.820 |
2.743 |
|
| R1 |
2.774 |
2.774 |
2.736 |
2.760 |
| PP |
2.745 |
2.745 |
2.745 |
2.737 |
| S1 |
2.699 |
2.699 |
2.722 |
2.685 |
| S2 |
2.670 |
2.670 |
2.715 |
|
| S3 |
2.595 |
2.624 |
2.708 |
|
| S4 |
2.520 |
2.549 |
2.688 |
|
|
| 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 |
2.715 |
0.405 |
14.8% |
0.141 |
5.2% |
3% |
False |
True |
174,893 |
| 10 |
3.277 |
2.715 |
0.562 |
20.6% |
0.145 |
5.3% |
2% |
False |
True |
159,147 |
| 20 |
3.277 |
2.711 |
0.566 |
20.7% |
0.143 |
5.2% |
3% |
False |
False |
131,556 |
| 40 |
3.277 |
2.533 |
0.744 |
27.3% |
0.145 |
5.3% |
26% |
False |
False |
93,749 |
| 60 |
3.277 |
2.259 |
1.018 |
37.3% |
0.138 |
5.0% |
46% |
False |
False |
79,519 |
| 80 |
3.277 |
2.222 |
1.055 |
38.7% |
0.129 |
4.7% |
48% |
False |
False |
67,038 |
| 100 |
3.277 |
2.222 |
1.055 |
38.7% |
0.116 |
4.3% |
48% |
False |
False |
56,693 |
| 120 |
3.277 |
2.222 |
1.055 |
38.7% |
0.111 |
4.1% |
48% |
False |
False |
49,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.109 |
|
2.618 |
2.986 |
|
1.618 |
2.911 |
|
1.000 |
2.865 |
|
0.618 |
2.836 |
|
HIGH |
2.790 |
|
0.618 |
2.761 |
|
0.500 |
2.753 |
|
0.382 |
2.744 |
|
LOW |
2.715 |
|
0.618 |
2.669 |
|
1.000 |
2.640 |
|
1.618 |
2.594 |
|
2.618 |
2.519 |
|
4.250 |
2.396 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.753 |
2.918 |
| PP |
2.745 |
2.855 |
| S1 |
2.737 |
2.792 |
|