NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.849 |
2.941 |
0.092 |
3.2% |
3.063 |
| High |
2.944 |
3.008 |
0.064 |
2.2% |
3.281 |
| Low |
2.809 |
2.890 |
0.081 |
2.9% |
2.846 |
| Close |
2.918 |
2.982 |
0.064 |
2.2% |
2.885 |
| Range |
0.135 |
0.118 |
-0.017 |
-12.6% |
0.435 |
| ATR |
0.137 |
0.136 |
-0.001 |
-1.0% |
0.000 |
| Volume |
48,566 |
45,509 |
-3,057 |
-6.3% |
342,602 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.314 |
3.266 |
3.047 |
|
| R3 |
3.196 |
3.148 |
3.014 |
|
| R2 |
3.078 |
3.078 |
3.004 |
|
| R1 |
3.030 |
3.030 |
2.993 |
3.054 |
| PP |
2.960 |
2.960 |
2.960 |
2.972 |
| S1 |
2.912 |
2.912 |
2.971 |
2.936 |
| S2 |
2.842 |
2.842 |
2.960 |
|
| S3 |
2.724 |
2.794 |
2.950 |
|
| S4 |
2.606 |
2.676 |
2.917 |
|
|
| 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 |
3.239 |
2.809 |
0.430 |
14.4% |
0.147 |
4.9% |
40% |
False |
False |
65,297 |
| 10 |
3.281 |
2.809 |
0.472 |
15.8% |
0.136 |
4.6% |
37% |
False |
False |
58,757 |
| 20 |
3.281 |
2.741 |
0.540 |
18.1% |
0.132 |
4.4% |
45% |
False |
False |
56,163 |
| 40 |
3.281 |
2.357 |
0.924 |
31.0% |
0.138 |
4.6% |
68% |
False |
False |
53,193 |
| 60 |
3.281 |
2.357 |
0.924 |
31.0% |
0.130 |
4.4% |
68% |
False |
False |
47,864 |
| 80 |
3.281 |
2.300 |
0.981 |
32.9% |
0.119 |
4.0% |
70% |
False |
False |
43,545 |
| 100 |
3.281 |
2.300 |
0.981 |
32.9% |
0.109 |
3.7% |
70% |
False |
False |
39,004 |
| 120 |
3.281 |
2.300 |
0.981 |
32.9% |
0.107 |
3.6% |
70% |
False |
False |
36,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.510 |
|
2.618 |
3.317 |
|
1.618 |
3.199 |
|
1.000 |
3.126 |
|
0.618 |
3.081 |
|
HIGH |
3.008 |
|
0.618 |
2.963 |
|
0.500 |
2.949 |
|
0.382 |
2.935 |
|
LOW |
2.890 |
|
0.618 |
2.817 |
|
1.000 |
2.772 |
|
1.618 |
2.699 |
|
2.618 |
2.581 |
|
4.250 |
2.389 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.971 |
2.958 |
| PP |
2.960 |
2.933 |
| S1 |
2.949 |
2.909 |
|