NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.824 |
2.883 |
0.059 |
2.1% |
2.806 |
| High |
2.896 |
2.893 |
-0.003 |
-0.1% |
2.884 |
| Low |
2.810 |
2.722 |
-0.088 |
-3.1% |
2.727 |
| Close |
2.863 |
2.875 |
0.012 |
0.4% |
2.764 |
| Range |
0.086 |
0.171 |
0.085 |
98.8% |
0.157 |
| ATR |
0.124 |
0.128 |
0.003 |
2.7% |
0.000 |
| Volume |
71,851 |
119,718 |
47,867 |
66.6% |
411,618 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.343 |
3.280 |
2.969 |
|
| R3 |
3.172 |
3.109 |
2.922 |
|
| R2 |
3.001 |
3.001 |
2.906 |
|
| R1 |
2.938 |
2.938 |
2.891 |
2.884 |
| PP |
2.830 |
2.830 |
2.830 |
2.803 |
| S1 |
2.767 |
2.767 |
2.859 |
2.713 |
| S2 |
2.659 |
2.659 |
2.844 |
|
| S3 |
2.488 |
2.596 |
2.828 |
|
| S4 |
2.317 |
2.425 |
2.781 |
|
|
| 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 |
2.722 |
0.174 |
6.1% |
0.111 |
3.9% |
88% |
False |
True |
76,082 |
| 10 |
2.966 |
2.722 |
0.244 |
8.5% |
0.116 |
4.0% |
63% |
False |
True |
88,781 |
| 20 |
3.281 |
2.722 |
0.559 |
19.4% |
0.130 |
4.5% |
27% |
False |
True |
77,488 |
| 40 |
3.281 |
2.722 |
0.559 |
19.4% |
0.132 |
4.6% |
27% |
False |
True |
65,116 |
| 60 |
3.281 |
2.357 |
0.924 |
32.1% |
0.130 |
4.5% |
56% |
False |
False |
58,303 |
| 80 |
3.281 |
2.357 |
0.924 |
32.1% |
0.126 |
4.4% |
56% |
False |
False |
52,716 |
| 100 |
3.281 |
2.300 |
0.981 |
34.1% |
0.115 |
4.0% |
59% |
False |
False |
47,355 |
| 120 |
3.281 |
2.300 |
0.981 |
34.1% |
0.109 |
3.8% |
59% |
False |
False |
42,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.620 |
|
2.618 |
3.341 |
|
1.618 |
3.170 |
|
1.000 |
3.064 |
|
0.618 |
2.999 |
|
HIGH |
2.893 |
|
0.618 |
2.828 |
|
0.500 |
2.808 |
|
0.382 |
2.787 |
|
LOW |
2.722 |
|
0.618 |
2.616 |
|
1.000 |
2.551 |
|
1.618 |
2.445 |
|
2.618 |
2.274 |
|
4.250 |
1.995 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.853 |
2.853 |
| PP |
2.830 |
2.831 |
| S1 |
2.808 |
2.809 |
|