NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.930 |
2.849 |
-0.081 |
-2.8% |
3.063 |
| High |
2.958 |
2.944 |
-0.014 |
-0.5% |
3.281 |
| Low |
2.846 |
2.809 |
-0.037 |
-1.3% |
2.846 |
| Close |
2.885 |
2.918 |
0.033 |
1.1% |
2.885 |
| Range |
0.112 |
0.135 |
0.023 |
20.5% |
0.435 |
| ATR |
0.138 |
0.137 |
0.000 |
-0.1% |
0.000 |
| Volume |
78,047 |
48,566 |
-29,481 |
-37.8% |
342,602 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.242 |
2.992 |
|
| R3 |
3.160 |
3.107 |
2.955 |
|
| R2 |
3.025 |
3.025 |
2.943 |
|
| R1 |
2.972 |
2.972 |
2.930 |
2.999 |
| PP |
2.890 |
2.890 |
2.890 |
2.904 |
| S1 |
2.837 |
2.837 |
2.906 |
2.864 |
| S2 |
2.755 |
2.755 |
2.893 |
|
| S3 |
2.620 |
2.702 |
2.881 |
|
| S4 |
2.485 |
2.567 |
2.844 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.309 |
4.032 |
3.124 |
|
| R3 |
3.874 |
3.597 |
3.005 |
|
| R2 |
3.439 |
3.439 |
2.965 |
|
| R1 |
3.162 |
3.162 |
2.925 |
3.083 |
| PP |
3.004 |
3.004 |
3.004 |
2.965 |
| S1 |
2.727 |
2.727 |
2.845 |
2.648 |
| S2 |
2.569 |
2.569 |
2.805 |
|
| S3 |
2.134 |
2.292 |
2.765 |
|
| S4 |
1.699 |
1.857 |
2.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.281 |
2.809 |
0.472 |
16.2% |
0.147 |
5.0% |
23% |
False |
True |
68,476 |
| 10 |
3.281 |
2.809 |
0.472 |
16.2% |
0.135 |
4.6% |
23% |
False |
True |
60,178 |
| 20 |
3.281 |
2.741 |
0.540 |
18.5% |
0.135 |
4.6% |
33% |
False |
False |
55,764 |
| 40 |
3.281 |
2.357 |
0.924 |
31.7% |
0.137 |
4.7% |
61% |
False |
False |
53,108 |
| 60 |
3.281 |
2.357 |
0.924 |
31.7% |
0.130 |
4.4% |
61% |
False |
False |
47,816 |
| 80 |
3.281 |
2.300 |
0.981 |
33.6% |
0.118 |
4.0% |
63% |
False |
False |
43,383 |
| 100 |
3.281 |
2.300 |
0.981 |
33.6% |
0.109 |
3.7% |
63% |
False |
False |
38,795 |
| 120 |
3.281 |
2.300 |
0.981 |
33.6% |
0.107 |
3.7% |
63% |
False |
False |
36,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.518 |
|
2.618 |
3.297 |
|
1.618 |
3.162 |
|
1.000 |
3.079 |
|
0.618 |
3.027 |
|
HIGH |
2.944 |
|
0.618 |
2.892 |
|
0.500 |
2.877 |
|
0.382 |
2.861 |
|
LOW |
2.809 |
|
0.618 |
2.726 |
|
1.000 |
2.674 |
|
1.618 |
2.591 |
|
2.618 |
2.456 |
|
4.250 |
2.235 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.904 |
2.990 |
| PP |
2.890 |
2.966 |
| S1 |
2.877 |
2.942 |
|