NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.833 |
2.768 |
-0.065 |
-2.3% |
2.715 |
| High |
2.877 |
2.768 |
-0.109 |
-3.8% |
2.877 |
| Low |
2.695 |
2.640 |
-0.055 |
-2.0% |
2.682 |
| Close |
2.698 |
2.655 |
-0.043 |
-1.6% |
2.698 |
| Range |
0.182 |
0.128 |
-0.054 |
-29.7% |
0.195 |
| ATR |
0.137 |
0.136 |
-0.001 |
-0.4% |
0.000 |
| Volume |
106,774 |
76,581 |
-30,193 |
-28.3% |
654,194 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.072 |
2.991 |
2.725 |
|
| R3 |
2.944 |
2.863 |
2.690 |
|
| R2 |
2.816 |
2.816 |
2.678 |
|
| R1 |
2.735 |
2.735 |
2.667 |
2.712 |
| PP |
2.688 |
2.688 |
2.688 |
2.676 |
| S1 |
2.607 |
2.607 |
2.643 |
2.584 |
| S2 |
2.560 |
2.560 |
2.632 |
|
| S3 |
2.432 |
2.479 |
2.620 |
|
| S4 |
2.304 |
2.351 |
2.585 |
|
|
| 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 |
2.640 |
0.237 |
8.9% |
0.143 |
5.4% |
6% |
False |
True |
126,495 |
| 10 |
2.877 |
2.640 |
0.237 |
8.9% |
0.126 |
4.7% |
6% |
False |
True |
121,043 |
| 20 |
3.277 |
2.640 |
0.637 |
24.0% |
0.136 |
5.1% |
2% |
False |
True |
140,095 |
| 40 |
3.277 |
2.640 |
0.637 |
24.0% |
0.139 |
5.2% |
2% |
False |
True |
110,658 |
| 60 |
3.277 |
2.259 |
1.018 |
38.3% |
0.138 |
5.2% |
39% |
False |
False |
93,912 |
| 80 |
3.277 |
2.259 |
1.018 |
38.3% |
0.133 |
5.0% |
39% |
False |
False |
79,069 |
| 100 |
3.277 |
2.222 |
1.055 |
39.7% |
0.122 |
4.6% |
41% |
False |
False |
67,561 |
| 120 |
3.277 |
2.222 |
1.055 |
39.7% |
0.114 |
4.3% |
41% |
False |
False |
58,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.312 |
|
2.618 |
3.103 |
|
1.618 |
2.975 |
|
1.000 |
2.896 |
|
0.618 |
2.847 |
|
HIGH |
2.768 |
|
0.618 |
2.719 |
|
0.500 |
2.704 |
|
0.382 |
2.689 |
|
LOW |
2.640 |
|
0.618 |
2.561 |
|
1.000 |
2.512 |
|
1.618 |
2.433 |
|
2.618 |
2.305 |
|
4.250 |
2.096 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.704 |
2.759 |
| PP |
2.688 |
2.724 |
| S1 |
2.671 |
2.690 |
|