NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.755 |
2.762 |
0.007 |
0.3% |
2.806 |
| High |
2.800 |
2.824 |
0.024 |
0.9% |
2.884 |
| Low |
2.732 |
2.732 |
0.000 |
0.0% |
2.727 |
| Close |
2.764 |
2.815 |
0.051 |
1.8% |
2.764 |
| Range |
0.068 |
0.092 |
0.024 |
35.3% |
0.157 |
| ATR |
0.129 |
0.126 |
-0.003 |
-2.0% |
0.000 |
| Volume |
42,460 |
59,863 |
17,403 |
41.0% |
411,618 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.066 |
3.033 |
2.866 |
|
| R3 |
2.974 |
2.941 |
2.840 |
|
| R2 |
2.882 |
2.882 |
2.832 |
|
| R1 |
2.849 |
2.849 |
2.823 |
2.866 |
| PP |
2.790 |
2.790 |
2.790 |
2.799 |
| S1 |
2.757 |
2.757 |
2.807 |
2.774 |
| S2 |
2.698 |
2.698 |
2.798 |
|
| S3 |
2.606 |
2.665 |
2.790 |
|
| S4 |
2.514 |
2.573 |
2.764 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.263 |
3.170 |
2.850 |
|
| R3 |
3.106 |
3.013 |
2.807 |
|
| R2 |
2.949 |
2.949 |
2.793 |
|
| R1 |
2.856 |
2.856 |
2.778 |
2.824 |
| PP |
2.792 |
2.792 |
2.792 |
2.776 |
| S1 |
2.699 |
2.699 |
2.750 |
2.667 |
| S2 |
2.635 |
2.635 |
2.735 |
|
| S3 |
2.478 |
2.542 |
2.721 |
|
| S4 |
2.321 |
2.385 |
2.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.884 |
2.727 |
0.157 |
5.6% |
0.106 |
3.8% |
56% |
False |
False |
71,491 |
| 10 |
3.135 |
2.727 |
0.408 |
14.5% |
0.119 |
4.2% |
22% |
False |
False |
83,217 |
| 20 |
3.281 |
2.727 |
0.554 |
19.7% |
0.127 |
4.5% |
16% |
False |
False |
71,698 |
| 40 |
3.281 |
2.727 |
0.554 |
19.7% |
0.132 |
4.7% |
16% |
False |
False |
61,092 |
| 60 |
3.281 |
2.357 |
0.924 |
32.8% |
0.129 |
4.6% |
50% |
False |
False |
55,255 |
| 80 |
3.281 |
2.357 |
0.924 |
32.8% |
0.125 |
4.4% |
50% |
False |
False |
50,378 |
| 100 |
3.281 |
2.300 |
0.981 |
34.8% |
0.114 |
4.0% |
52% |
False |
False |
45,275 |
| 120 |
3.281 |
2.300 |
0.981 |
34.8% |
0.107 |
3.8% |
52% |
False |
False |
41,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.215 |
|
2.618 |
3.065 |
|
1.618 |
2.973 |
|
1.000 |
2.916 |
|
0.618 |
2.881 |
|
HIGH |
2.824 |
|
0.618 |
2.789 |
|
0.500 |
2.778 |
|
0.382 |
2.767 |
|
LOW |
2.732 |
|
0.618 |
2.675 |
|
1.000 |
2.640 |
|
1.618 |
2.583 |
|
2.618 |
2.491 |
|
4.250 |
2.341 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.803 |
2.811 |
| PP |
2.790 |
2.807 |
| S1 |
2.778 |
2.804 |
|