NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.767 |
2.830 |
0.063 |
2.3% |
2.770 |
| High |
2.837 |
2.863 |
0.026 |
0.9% |
2.848 |
| Low |
2.700 |
2.772 |
0.072 |
2.7% |
2.685 |
| Close |
2.775 |
2.826 |
0.051 |
1.8% |
2.719 |
| Range |
0.137 |
0.091 |
-0.046 |
-33.6% |
0.163 |
| ATR |
0.133 |
0.130 |
-0.003 |
-2.2% |
0.000 |
| Volume |
156,534 |
122,129 |
-34,405 |
-22.0% |
616,159 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.093 |
3.051 |
2.876 |
|
| R3 |
3.002 |
2.960 |
2.851 |
|
| R2 |
2.911 |
2.911 |
2.843 |
|
| R1 |
2.869 |
2.869 |
2.834 |
2.845 |
| PP |
2.820 |
2.820 |
2.820 |
2.808 |
| S1 |
2.778 |
2.778 |
2.818 |
2.754 |
| S2 |
2.729 |
2.729 |
2.809 |
|
| S3 |
2.638 |
2.687 |
2.801 |
|
| S4 |
2.547 |
2.596 |
2.776 |
|
|
| 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 |
2.863 |
2.685 |
0.178 |
6.3% |
0.110 |
3.9% |
79% |
True |
False |
125,084 |
| 10 |
3.120 |
2.685 |
0.435 |
15.4% |
0.127 |
4.5% |
32% |
False |
False |
144,643 |
| 20 |
3.277 |
2.685 |
0.592 |
20.9% |
0.132 |
4.7% |
24% |
False |
False |
141,176 |
| 40 |
3.277 |
2.673 |
0.604 |
21.4% |
0.140 |
4.9% |
25% |
False |
False |
106,746 |
| 60 |
3.277 |
2.259 |
1.018 |
36.0% |
0.135 |
4.8% |
56% |
False |
False |
90,020 |
| 80 |
3.277 |
2.259 |
1.018 |
36.0% |
0.131 |
4.6% |
56% |
False |
False |
75,843 |
| 100 |
3.277 |
2.222 |
1.055 |
37.3% |
0.119 |
4.2% |
57% |
False |
False |
64,499 |
| 120 |
3.277 |
2.222 |
1.055 |
37.3% |
0.111 |
3.9% |
57% |
False |
False |
55,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.250 |
|
2.618 |
3.101 |
|
1.618 |
3.010 |
|
1.000 |
2.954 |
|
0.618 |
2.919 |
|
HIGH |
2.863 |
|
0.618 |
2.828 |
|
0.500 |
2.818 |
|
0.382 |
2.807 |
|
LOW |
2.772 |
|
0.618 |
2.716 |
|
1.000 |
2.681 |
|
1.618 |
2.625 |
|
2.618 |
2.534 |
|
4.250 |
2.385 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.823 |
2.809 |
| PP |
2.820 |
2.792 |
| S1 |
2.818 |
2.775 |
|