NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.981 |
2.957 |
-0.024 |
-0.8% |
3.063 |
| High |
3.006 |
3.135 |
0.129 |
4.3% |
3.281 |
| Low |
2.925 |
2.909 |
-0.016 |
-0.5% |
2.846 |
| Close |
2.961 |
2.970 |
0.009 |
0.3% |
2.885 |
| Range |
0.081 |
0.226 |
0.145 |
179.0% |
0.435 |
| ATR |
0.132 |
0.139 |
0.007 |
5.1% |
0.000 |
| Volume |
84,859 |
92,087 |
7,228 |
8.5% |
342,602 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.683 |
3.552 |
3.094 |
|
| R3 |
3.457 |
3.326 |
3.032 |
|
| R2 |
3.231 |
3.231 |
3.011 |
|
| R1 |
3.100 |
3.100 |
2.991 |
3.166 |
| PP |
3.005 |
3.005 |
3.005 |
3.037 |
| S1 |
2.874 |
2.874 |
2.949 |
2.940 |
| S2 |
2.779 |
2.779 |
2.929 |
|
| S3 |
2.553 |
2.648 |
2.908 |
|
| S4 |
2.327 |
2.422 |
2.846 |
|
|
| 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 |
3.135 |
2.809 |
0.326 |
11.0% |
0.134 |
4.5% |
49% |
True |
False |
69,813 |
| 10 |
3.281 |
2.809 |
0.472 |
15.9% |
0.144 |
4.8% |
34% |
False |
False |
66,194 |
| 20 |
3.281 |
2.744 |
0.537 |
18.1% |
0.131 |
4.4% |
42% |
False |
False |
60,555 |
| 40 |
3.281 |
2.357 |
0.924 |
31.1% |
0.142 |
4.8% |
66% |
False |
False |
55,203 |
| 60 |
3.281 |
2.357 |
0.924 |
31.1% |
0.131 |
4.4% |
66% |
False |
False |
49,722 |
| 80 |
3.281 |
2.300 |
0.981 |
33.0% |
0.122 |
4.1% |
68% |
False |
False |
45,181 |
| 100 |
3.281 |
2.300 |
0.981 |
33.0% |
0.111 |
3.7% |
68% |
False |
False |
40,365 |
| 120 |
3.281 |
2.300 |
0.981 |
33.0% |
0.108 |
3.6% |
68% |
False |
False |
37,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.096 |
|
2.618 |
3.727 |
|
1.618 |
3.501 |
|
1.000 |
3.361 |
|
0.618 |
3.275 |
|
HIGH |
3.135 |
|
0.618 |
3.049 |
|
0.500 |
3.022 |
|
0.382 |
2.995 |
|
LOW |
2.909 |
|
0.618 |
2.769 |
|
1.000 |
2.683 |
|
1.618 |
2.543 |
|
2.618 |
2.317 |
|
4.250 |
1.949 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.022 |
3.013 |
| PP |
3.005 |
2.998 |
| S1 |
2.987 |
2.984 |
|