NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.844 |
2.833 |
-0.011 |
-0.4% |
2.715 |
| High |
2.859 |
2.877 |
0.018 |
0.6% |
2.877 |
| Low |
2.682 |
2.695 |
0.013 |
0.5% |
2.682 |
| Close |
2.835 |
2.698 |
-0.137 |
-4.8% |
2.698 |
| Range |
0.177 |
0.182 |
0.005 |
2.8% |
0.195 |
| ATR |
0.133 |
0.137 |
0.003 |
2.6% |
0.000 |
| Volume |
170,459 |
106,774 |
-63,685 |
-37.4% |
654,194 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.303 |
3.182 |
2.798 |
|
| R3 |
3.121 |
3.000 |
2.748 |
|
| R2 |
2.939 |
2.939 |
2.731 |
|
| R1 |
2.818 |
2.818 |
2.715 |
2.788 |
| PP |
2.757 |
2.757 |
2.757 |
2.741 |
| S1 |
2.636 |
2.636 |
2.681 |
2.606 |
| S2 |
2.575 |
2.575 |
2.665 |
|
| S3 |
2.393 |
2.454 |
2.648 |
|
| S4 |
2.211 |
2.272 |
2.598 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.337 |
3.213 |
2.805 |
|
| R3 |
3.142 |
3.018 |
2.752 |
|
| R2 |
2.947 |
2.947 |
2.734 |
|
| R1 |
2.823 |
2.823 |
2.716 |
2.788 |
| PP |
2.752 |
2.752 |
2.752 |
2.735 |
| S1 |
2.628 |
2.628 |
2.680 |
2.593 |
| S2 |
2.557 |
2.557 |
2.662 |
|
| S3 |
2.362 |
2.433 |
2.644 |
|
| S4 |
2.167 |
2.238 |
2.591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.877 |
2.682 |
0.195 |
7.2% |
0.137 |
5.1% |
8% |
True |
False |
130,838 |
| 10 |
2.877 |
2.682 |
0.195 |
7.2% |
0.120 |
4.5% |
8% |
True |
False |
127,035 |
| 20 |
3.277 |
2.682 |
0.595 |
22.1% |
0.139 |
5.2% |
3% |
False |
False |
143,479 |
| 40 |
3.277 |
2.682 |
0.595 |
22.1% |
0.139 |
5.1% |
3% |
False |
False |
110,401 |
| 60 |
3.277 |
2.259 |
1.018 |
37.7% |
0.137 |
5.1% |
43% |
False |
False |
93,549 |
| 80 |
3.277 |
2.259 |
1.018 |
37.7% |
0.133 |
4.9% |
43% |
False |
False |
78,578 |
| 100 |
3.277 |
2.222 |
1.055 |
39.1% |
0.121 |
4.5% |
45% |
False |
False |
66,953 |
| 120 |
3.277 |
2.222 |
1.055 |
39.1% |
0.113 |
4.2% |
45% |
False |
False |
57,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.651 |
|
2.618 |
3.353 |
|
1.618 |
3.171 |
|
1.000 |
3.059 |
|
0.618 |
2.989 |
|
HIGH |
2.877 |
|
0.618 |
2.807 |
|
0.500 |
2.786 |
|
0.382 |
2.765 |
|
LOW |
2.695 |
|
0.618 |
2.583 |
|
1.000 |
2.513 |
|
1.618 |
2.401 |
|
2.618 |
2.219 |
|
4.250 |
1.922 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.786 |
2.780 |
| PP |
2.757 |
2.752 |
| S1 |
2.727 |
2.725 |
|