NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.791 |
2.867 |
0.076 |
2.7% |
2.849 |
| High |
2.884 |
2.876 |
-0.008 |
-0.3% |
3.135 |
| Low |
2.765 |
2.780 |
0.015 |
0.5% |
2.798 |
| Close |
2.871 |
2.787 |
-0.084 |
-2.9% |
2.808 |
| Range |
0.119 |
0.096 |
-0.023 |
-19.3% |
0.337 |
| ATR |
0.135 |
0.132 |
-0.003 |
-2.1% |
0.000 |
| Volume |
94,427 |
72,080 |
-22,347 |
-23.7% |
409,264 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.102 |
3.041 |
2.840 |
|
| R3 |
3.006 |
2.945 |
2.813 |
|
| R2 |
2.910 |
2.910 |
2.805 |
|
| R1 |
2.849 |
2.849 |
2.796 |
2.832 |
| PP |
2.814 |
2.814 |
2.814 |
2.806 |
| S1 |
2.753 |
2.753 |
2.778 |
2.736 |
| S2 |
2.718 |
2.718 |
2.769 |
|
| S3 |
2.622 |
2.657 |
2.761 |
|
| S4 |
2.526 |
2.561 |
2.734 |
|
|
| 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 |
13.6% |
0.136 |
4.9% |
8% |
False |
False |
102,172 |
| 10 |
3.170 |
2.755 |
0.415 |
14.9% |
0.138 |
4.9% |
8% |
False |
False |
83,959 |
| 20 |
3.281 |
2.755 |
0.526 |
18.9% |
0.128 |
4.6% |
6% |
False |
False |
73,360 |
| 40 |
3.281 |
2.655 |
0.626 |
22.5% |
0.134 |
4.8% |
21% |
False |
False |
60,361 |
| 60 |
3.281 |
2.357 |
0.924 |
33.2% |
0.130 |
4.6% |
47% |
False |
False |
53,894 |
| 80 |
3.281 |
2.357 |
0.924 |
33.2% |
0.125 |
4.5% |
47% |
False |
False |
49,328 |
| 100 |
3.281 |
2.300 |
0.981 |
35.2% |
0.113 |
4.0% |
50% |
False |
False |
43,890 |
| 120 |
3.281 |
2.300 |
0.981 |
35.2% |
0.108 |
3.9% |
50% |
False |
False |
39,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.284 |
|
2.618 |
3.127 |
|
1.618 |
3.031 |
|
1.000 |
2.972 |
|
0.618 |
2.935 |
|
HIGH |
2.876 |
|
0.618 |
2.839 |
|
0.500 |
2.828 |
|
0.382 |
2.817 |
|
LOW |
2.780 |
|
0.618 |
2.721 |
|
1.000 |
2.684 |
|
1.618 |
2.625 |
|
2.618 |
2.529 |
|
4.250 |
2.372 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.828 |
2.820 |
| PP |
2.814 |
2.809 |
| S1 |
2.801 |
2.798 |
|