NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.765 |
2.710 |
-0.055 |
-2.0% |
2.770 |
| High |
2.840 |
2.757 |
-0.083 |
-2.9% |
2.848 |
| Low |
2.685 |
2.688 |
0.003 |
0.1% |
2.685 |
| Close |
2.724 |
2.719 |
-0.005 |
-0.2% |
2.719 |
| Range |
0.155 |
0.069 |
-0.086 |
-55.5% |
0.163 |
| ATR |
0.140 |
0.135 |
-0.005 |
-3.6% |
0.000 |
| Volume |
173,508 |
74,954 |
-98,554 |
-56.8% |
616,159 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.928 |
2.893 |
2.757 |
|
| R3 |
2.859 |
2.824 |
2.738 |
|
| R2 |
2.790 |
2.790 |
2.732 |
|
| R1 |
2.755 |
2.755 |
2.725 |
2.773 |
| PP |
2.721 |
2.721 |
2.721 |
2.730 |
| S1 |
2.686 |
2.686 |
2.713 |
2.704 |
| S2 |
2.652 |
2.652 |
2.706 |
|
| S3 |
2.583 |
2.617 |
2.700 |
|
| S4 |
2.514 |
2.548 |
2.681 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.142 |
2.809 |
|
| R3 |
3.077 |
2.979 |
2.764 |
|
| R2 |
2.914 |
2.914 |
2.749 |
|
| R1 |
2.816 |
2.816 |
2.734 |
2.784 |
| PP |
2.751 |
2.751 |
2.751 |
2.734 |
| S1 |
2.653 |
2.653 |
2.704 |
2.621 |
| S2 |
2.588 |
2.588 |
2.689 |
|
| S3 |
2.425 |
2.490 |
2.674 |
|
| S4 |
2.262 |
2.327 |
2.629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.848 |
2.685 |
0.163 |
6.0% |
0.103 |
3.8% |
21% |
False |
False |
123,231 |
| 10 |
3.120 |
2.685 |
0.435 |
16.0% |
0.128 |
4.7% |
8% |
False |
False |
145,356 |
| 20 |
3.277 |
2.685 |
0.592 |
21.8% |
0.135 |
5.0% |
6% |
False |
False |
136,199 |
| 40 |
3.277 |
2.603 |
0.674 |
24.8% |
0.140 |
5.2% |
17% |
False |
False |
100,736 |
| 60 |
3.277 |
2.259 |
1.018 |
37.4% |
0.136 |
5.0% |
45% |
False |
False |
85,343 |
| 80 |
3.277 |
2.259 |
1.018 |
37.4% |
0.131 |
4.8% |
45% |
False |
False |
71,979 |
| 100 |
3.277 |
2.222 |
1.055 |
38.8% |
0.118 |
4.3% |
47% |
False |
False |
61,171 |
| 120 |
3.277 |
2.222 |
1.055 |
38.8% |
0.111 |
4.1% |
47% |
False |
False |
52,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.050 |
|
2.618 |
2.938 |
|
1.618 |
2.869 |
|
1.000 |
2.826 |
|
0.618 |
2.800 |
|
HIGH |
2.757 |
|
0.618 |
2.731 |
|
0.500 |
2.723 |
|
0.382 |
2.714 |
|
LOW |
2.688 |
|
0.618 |
2.645 |
|
1.000 |
2.619 |
|
1.618 |
2.576 |
|
2.618 |
2.507 |
|
4.250 |
2.395 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.723 |
2.763 |
| PP |
2.721 |
2.748 |
| S1 |
2.720 |
2.734 |
|