NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.768 |
2.663 |
-0.105 |
-3.8% |
2.715 |
| High |
2.768 |
2.677 |
-0.091 |
-3.3% |
2.877 |
| Low |
2.640 |
2.603 |
-0.037 |
-1.4% |
2.682 |
| Close |
2.655 |
2.614 |
-0.041 |
-1.5% |
2.698 |
| Range |
0.128 |
0.074 |
-0.054 |
-42.2% |
0.195 |
| ATR |
0.136 |
0.132 |
-0.004 |
-3.3% |
0.000 |
| Volume |
76,581 |
61,259 |
-15,322 |
-20.0% |
654,194 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.853 |
2.808 |
2.655 |
|
| R3 |
2.779 |
2.734 |
2.634 |
|
| R2 |
2.705 |
2.705 |
2.628 |
|
| R1 |
2.660 |
2.660 |
2.621 |
2.646 |
| PP |
2.631 |
2.631 |
2.631 |
2.624 |
| S1 |
2.586 |
2.586 |
2.607 |
2.572 |
| S2 |
2.557 |
2.557 |
2.600 |
|
| S3 |
2.483 |
2.512 |
2.594 |
|
| S4 |
2.409 |
2.438 |
2.573 |
|
|
| 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 |
2.603 |
0.274 |
10.5% |
0.130 |
5.0% |
4% |
False |
True |
107,440 |
| 10 |
2.877 |
2.603 |
0.274 |
10.5% |
0.121 |
4.6% |
4% |
False |
True |
115,203 |
| 20 |
3.241 |
2.603 |
0.638 |
24.4% |
0.133 |
5.1% |
2% |
False |
True |
134,694 |
| 40 |
3.277 |
2.603 |
0.674 |
25.8% |
0.138 |
5.3% |
2% |
False |
True |
110,312 |
| 60 |
3.277 |
2.259 |
1.018 |
38.9% |
0.137 |
5.3% |
35% |
False |
False |
94,198 |
| 80 |
3.277 |
2.259 |
1.018 |
38.9% |
0.133 |
5.1% |
35% |
False |
False |
79,431 |
| 100 |
3.277 |
2.222 |
1.055 |
40.4% |
0.122 |
4.7% |
37% |
False |
False |
68,061 |
| 120 |
3.277 |
2.222 |
1.055 |
40.4% |
0.114 |
4.4% |
37% |
False |
False |
58,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.992 |
|
2.618 |
2.871 |
|
1.618 |
2.797 |
|
1.000 |
2.751 |
|
0.618 |
2.723 |
|
HIGH |
2.677 |
|
0.618 |
2.649 |
|
0.500 |
2.640 |
|
0.382 |
2.631 |
|
LOW |
2.603 |
|
0.618 |
2.557 |
|
1.000 |
2.529 |
|
1.618 |
2.483 |
|
2.618 |
2.409 |
|
4.250 |
2.289 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.640 |
2.740 |
| PP |
2.631 |
2.698 |
| S1 |
2.623 |
2.656 |
|