NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.710 |
2.715 |
0.005 |
0.2% |
2.770 |
| High |
2.757 |
2.785 |
0.028 |
1.0% |
2.848 |
| Low |
2.688 |
2.686 |
-0.002 |
-0.1% |
2.685 |
| Close |
2.719 |
2.776 |
0.057 |
2.1% |
2.719 |
| Range |
0.069 |
0.099 |
0.030 |
43.5% |
0.163 |
| ATR |
0.135 |
0.132 |
-0.003 |
-1.9% |
0.000 |
| Volume |
74,954 |
98,298 |
23,344 |
31.1% |
616,159 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.046 |
3.010 |
2.830 |
|
| R3 |
2.947 |
2.911 |
2.803 |
|
| R2 |
2.848 |
2.848 |
2.794 |
|
| R1 |
2.812 |
2.812 |
2.785 |
2.830 |
| PP |
2.749 |
2.749 |
2.749 |
2.758 |
| S1 |
2.713 |
2.713 |
2.767 |
2.731 |
| S2 |
2.650 |
2.650 |
2.758 |
|
| S3 |
2.551 |
2.614 |
2.749 |
|
| S4 |
2.452 |
2.515 |
2.722 |
|
|
| 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 |
5.9% |
0.108 |
3.9% |
56% |
False |
False |
115,590 |
| 10 |
3.120 |
2.685 |
0.435 |
15.7% |
0.125 |
4.5% |
21% |
False |
False |
145,242 |
| 20 |
3.277 |
2.685 |
0.592 |
21.3% |
0.133 |
4.8% |
15% |
False |
False |
137,147 |
| 40 |
3.277 |
2.673 |
0.604 |
21.8% |
0.140 |
5.0% |
17% |
False |
False |
101,774 |
| 60 |
3.277 |
2.259 |
1.018 |
36.7% |
0.136 |
4.9% |
51% |
False |
False |
86,488 |
| 80 |
3.277 |
2.259 |
1.018 |
36.7% |
0.131 |
4.7% |
51% |
False |
False |
72,995 |
| 100 |
3.277 |
2.222 |
1.055 |
38.0% |
0.119 |
4.3% |
53% |
False |
False |
62,040 |
| 120 |
3.277 |
2.222 |
1.055 |
38.0% |
0.111 |
4.0% |
53% |
False |
False |
53,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.206 |
|
2.618 |
3.044 |
|
1.618 |
2.945 |
|
1.000 |
2.884 |
|
0.618 |
2.846 |
|
HIGH |
2.785 |
|
0.618 |
2.747 |
|
0.500 |
2.736 |
|
0.382 |
2.724 |
|
LOW |
2.686 |
|
0.618 |
2.625 |
|
1.000 |
2.587 |
|
1.618 |
2.526 |
|
2.618 |
2.427 |
|
4.250 |
2.265 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.763 |
2.772 |
| PP |
2.749 |
2.767 |
| S1 |
2.736 |
2.763 |
|