NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.814 |
2.824 |
0.010 |
0.4% |
2.806 |
| High |
2.875 |
2.896 |
0.021 |
0.7% |
2.884 |
| Low |
2.736 |
2.810 |
0.074 |
2.7% |
2.727 |
| Close |
2.809 |
2.863 |
0.054 |
1.9% |
2.764 |
| Range |
0.139 |
0.086 |
-0.053 |
-38.1% |
0.157 |
| ATR |
0.127 |
0.124 |
-0.003 |
-2.3% |
0.000 |
| Volume |
86,520 |
71,851 |
-14,669 |
-17.0% |
411,618 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.114 |
3.075 |
2.910 |
|
| R3 |
3.028 |
2.989 |
2.887 |
|
| R2 |
2.942 |
2.942 |
2.879 |
|
| R1 |
2.903 |
2.903 |
2.871 |
2.923 |
| PP |
2.856 |
2.856 |
2.856 |
2.866 |
| S1 |
2.817 |
2.817 |
2.855 |
2.837 |
| S2 |
2.770 |
2.770 |
2.847 |
|
| S3 |
2.684 |
2.731 |
2.839 |
|
| S4 |
2.598 |
2.645 |
2.816 |
|
|
| 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 |
2.896 |
2.727 |
0.169 |
5.9% |
0.108 |
3.8% |
80% |
True |
False |
69,864 |
| 10 |
3.135 |
2.727 |
0.408 |
14.3% |
0.122 |
4.2% |
33% |
False |
False |
86,018 |
| 20 |
3.281 |
2.727 |
0.554 |
19.4% |
0.127 |
4.4% |
25% |
False |
False |
74,144 |
| 40 |
3.281 |
2.727 |
0.554 |
19.4% |
0.132 |
4.6% |
25% |
False |
False |
63,118 |
| 60 |
3.281 |
2.357 |
0.924 |
32.3% |
0.129 |
4.5% |
55% |
False |
False |
56,790 |
| 80 |
3.281 |
2.357 |
0.924 |
32.3% |
0.125 |
4.4% |
55% |
False |
False |
51,540 |
| 100 |
3.281 |
2.300 |
0.981 |
34.3% |
0.114 |
4.0% |
57% |
False |
False |
46,435 |
| 120 |
3.281 |
2.300 |
0.981 |
34.3% |
0.108 |
3.8% |
57% |
False |
False |
42,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.262 |
|
2.618 |
3.121 |
|
1.618 |
3.035 |
|
1.000 |
2.982 |
|
0.618 |
2.949 |
|
HIGH |
2.896 |
|
0.618 |
2.863 |
|
0.500 |
2.853 |
|
0.382 |
2.843 |
|
LOW |
2.810 |
|
0.618 |
2.757 |
|
1.000 |
2.724 |
|
1.618 |
2.671 |
|
2.618 |
2.585 |
|
4.250 |
2.445 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.860 |
2.847 |
| PP |
2.856 |
2.830 |
| S1 |
2.853 |
2.814 |
|