NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.960 |
2.806 |
-0.154 |
-5.2% |
2.849 |
| High |
2.966 |
2.824 |
-0.142 |
-4.8% |
3.135 |
| Low |
2.798 |
2.755 |
-0.043 |
-1.5% |
2.798 |
| Close |
2.808 |
2.768 |
-0.040 |
-1.4% |
2.808 |
| Range |
0.168 |
0.069 |
-0.099 |
-58.9% |
0.337 |
| ATR |
0.141 |
0.136 |
-0.005 |
-3.7% |
0.000 |
| Volume |
138,243 |
114,025 |
-24,218 |
-17.5% |
409,264 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.989 |
2.948 |
2.806 |
|
| R3 |
2.920 |
2.879 |
2.787 |
|
| R2 |
2.851 |
2.851 |
2.781 |
|
| R1 |
2.810 |
2.810 |
2.774 |
2.796 |
| PP |
2.782 |
2.782 |
2.782 |
2.776 |
| S1 |
2.741 |
2.741 |
2.762 |
2.727 |
| S2 |
2.713 |
2.713 |
2.755 |
|
| S3 |
2.644 |
2.672 |
2.749 |
|
| S4 |
2.575 |
2.603 |
2.730 |
|
|
| 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 |
2.755 |
0.380 |
13.7% |
0.132 |
4.8% |
3% |
False |
True |
94,944 |
| 10 |
3.281 |
2.755 |
0.526 |
19.0% |
0.140 |
5.0% |
2% |
False |
True |
81,710 |
| 20 |
3.281 |
2.744 |
0.537 |
19.4% |
0.133 |
4.8% |
4% |
False |
False |
68,570 |
| 40 |
3.281 |
2.633 |
0.648 |
23.4% |
0.137 |
4.9% |
21% |
False |
False |
58,521 |
| 60 |
3.281 |
2.357 |
0.924 |
33.4% |
0.130 |
4.7% |
44% |
False |
False |
52,890 |
| 80 |
3.281 |
2.300 |
0.981 |
35.4% |
0.123 |
4.5% |
48% |
False |
False |
47,757 |
| 100 |
3.281 |
2.300 |
0.981 |
35.4% |
0.112 |
4.1% |
48% |
False |
False |
42,562 |
| 120 |
3.281 |
2.300 |
0.981 |
35.4% |
0.108 |
3.9% |
48% |
False |
False |
38,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.117 |
|
2.618 |
3.005 |
|
1.618 |
2.936 |
|
1.000 |
2.893 |
|
0.618 |
2.867 |
|
HIGH |
2.824 |
|
0.618 |
2.798 |
|
0.500 |
2.790 |
|
0.382 |
2.781 |
|
LOW |
2.755 |
|
0.618 |
2.712 |
|
1.000 |
2.686 |
|
1.618 |
2.643 |
|
2.618 |
2.574 |
|
4.250 |
2.462 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.790 |
2.945 |
| PP |
2.782 |
2.886 |
| S1 |
2.775 |
2.827 |
|