NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.957 |
2.960 |
0.003 |
0.1% |
2.849 |
| High |
3.135 |
2.966 |
-0.169 |
-5.4% |
3.135 |
| Low |
2.909 |
2.798 |
-0.111 |
-3.8% |
2.798 |
| Close |
2.970 |
2.808 |
-0.162 |
-5.5% |
2.808 |
| Range |
0.226 |
0.168 |
-0.058 |
-25.7% |
0.337 |
| ATR |
0.139 |
0.141 |
0.002 |
1.7% |
0.000 |
| Volume |
92,087 |
138,243 |
46,156 |
50.1% |
409,264 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.361 |
3.253 |
2.900 |
|
| R3 |
3.193 |
3.085 |
2.854 |
|
| R2 |
3.025 |
3.025 |
2.839 |
|
| R1 |
2.917 |
2.917 |
2.823 |
2.887 |
| PP |
2.857 |
2.857 |
2.857 |
2.843 |
| S1 |
2.749 |
2.749 |
2.793 |
2.719 |
| S2 |
2.689 |
2.689 |
2.777 |
|
| S3 |
2.521 |
2.581 |
2.762 |
|
| S4 |
2.353 |
2.413 |
2.716 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.925 |
3.703 |
2.993 |
|
| R3 |
3.588 |
3.366 |
2.901 |
|
| R2 |
3.251 |
3.251 |
2.870 |
|
| R1 |
3.029 |
3.029 |
2.839 |
2.972 |
| PP |
2.914 |
2.914 |
2.914 |
2.885 |
| S1 |
2.692 |
2.692 |
2.777 |
2.635 |
| S2 |
2.577 |
2.577 |
2.746 |
|
| S3 |
2.240 |
2.355 |
2.715 |
|
| S4 |
1.903 |
2.018 |
2.623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.135 |
2.798 |
0.337 |
12.0% |
0.146 |
5.2% |
3% |
False |
True |
81,852 |
| 10 |
3.281 |
2.798 |
0.483 |
17.2% |
0.150 |
5.3% |
2% |
False |
True |
75,186 |
| 20 |
3.281 |
2.744 |
0.537 |
19.1% |
0.136 |
4.9% |
12% |
False |
False |
64,212 |
| 40 |
3.281 |
2.613 |
0.668 |
23.8% |
0.138 |
4.9% |
29% |
False |
False |
57,681 |
| 60 |
3.281 |
2.357 |
0.924 |
32.9% |
0.132 |
4.7% |
49% |
False |
False |
51,644 |
| 80 |
3.281 |
2.300 |
0.981 |
34.9% |
0.123 |
4.4% |
52% |
False |
False |
46,663 |
| 100 |
3.281 |
2.300 |
0.981 |
34.9% |
0.112 |
4.0% |
52% |
False |
False |
41,605 |
| 120 |
3.281 |
2.300 |
0.981 |
34.9% |
0.108 |
3.9% |
52% |
False |
False |
38,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.680 |
|
2.618 |
3.406 |
|
1.618 |
3.238 |
|
1.000 |
3.134 |
|
0.618 |
3.070 |
|
HIGH |
2.966 |
|
0.618 |
2.902 |
|
0.500 |
2.882 |
|
0.382 |
2.862 |
|
LOW |
2.798 |
|
0.618 |
2.694 |
|
1.000 |
2.630 |
|
1.618 |
2.526 |
|
2.618 |
2.358 |
|
4.250 |
2.084 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.882 |
2.967 |
| PP |
2.857 |
2.914 |
| S1 |
2.833 |
2.861 |
|