NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.941 |
2.981 |
0.040 |
1.4% |
3.063 |
| High |
3.008 |
3.006 |
-0.002 |
-0.1% |
3.281 |
| Low |
2.890 |
2.925 |
0.035 |
1.2% |
2.846 |
| Close |
2.982 |
2.961 |
-0.021 |
-0.7% |
2.885 |
| Range |
0.118 |
0.081 |
-0.037 |
-31.4% |
0.435 |
| ATR |
0.136 |
0.132 |
-0.004 |
-2.9% |
0.000 |
| Volume |
45,509 |
84,859 |
39,350 |
86.5% |
342,602 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.207 |
3.165 |
3.006 |
|
| R3 |
3.126 |
3.084 |
2.983 |
|
| R2 |
3.045 |
3.045 |
2.976 |
|
| R1 |
3.003 |
3.003 |
2.968 |
2.984 |
| PP |
2.964 |
2.964 |
2.964 |
2.954 |
| S1 |
2.922 |
2.922 |
2.954 |
2.903 |
| S2 |
2.883 |
2.883 |
2.946 |
|
| S3 |
2.802 |
2.841 |
2.939 |
|
| S4 |
2.721 |
2.760 |
2.916 |
|
|
| 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 |
3.170 |
2.809 |
0.361 |
12.2% |
0.140 |
4.7% |
42% |
False |
False |
65,745 |
| 10 |
3.281 |
2.809 |
0.472 |
15.9% |
0.132 |
4.5% |
32% |
False |
False |
62,270 |
| 20 |
3.281 |
2.744 |
0.537 |
18.1% |
0.129 |
4.4% |
40% |
False |
False |
57,750 |
| 40 |
3.281 |
2.357 |
0.924 |
31.2% |
0.137 |
4.6% |
65% |
False |
False |
54,256 |
| 60 |
3.281 |
2.357 |
0.924 |
31.2% |
0.130 |
4.4% |
65% |
False |
False |
48,545 |
| 80 |
3.281 |
2.300 |
0.981 |
33.1% |
0.119 |
4.0% |
67% |
False |
False |
44,282 |
| 100 |
3.281 |
2.300 |
0.981 |
33.1% |
0.110 |
3.7% |
67% |
False |
False |
39,588 |
| 120 |
3.281 |
2.300 |
0.981 |
33.1% |
0.107 |
3.6% |
67% |
False |
False |
36,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.350 |
|
2.618 |
3.218 |
|
1.618 |
3.137 |
|
1.000 |
3.087 |
|
0.618 |
3.056 |
|
HIGH |
3.006 |
|
0.618 |
2.975 |
|
0.500 |
2.966 |
|
0.382 |
2.956 |
|
LOW |
2.925 |
|
0.618 |
2.875 |
|
1.000 |
2.844 |
|
1.618 |
2.794 |
|
2.618 |
2.713 |
|
4.250 |
2.581 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.966 |
2.944 |
| PP |
2.964 |
2.926 |
| S1 |
2.963 |
2.909 |
|