NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.883 |
2.862 |
-0.021 |
-0.7% |
2.762 |
| High |
2.893 |
2.910 |
0.017 |
0.6% |
2.910 |
| Low |
2.722 |
2.727 |
0.005 |
0.2% |
2.722 |
| Close |
2.875 |
2.735 |
-0.140 |
-4.9% |
2.735 |
| Range |
0.171 |
0.183 |
0.012 |
7.0% |
0.188 |
| ATR |
0.128 |
0.132 |
0.004 |
3.1% |
0.000 |
| Volume |
119,718 |
91,876 |
-27,842 |
-23.3% |
429,828 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.340 |
3.220 |
2.836 |
|
| R3 |
3.157 |
3.037 |
2.785 |
|
| R2 |
2.974 |
2.974 |
2.769 |
|
| R1 |
2.854 |
2.854 |
2.752 |
2.823 |
| PP |
2.791 |
2.791 |
2.791 |
2.775 |
| S1 |
2.671 |
2.671 |
2.718 |
2.640 |
| S2 |
2.608 |
2.608 |
2.701 |
|
| S3 |
2.425 |
2.488 |
2.685 |
|
| S4 |
2.242 |
2.305 |
2.634 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.353 |
3.232 |
2.838 |
|
| R3 |
3.165 |
3.044 |
2.787 |
|
| R2 |
2.977 |
2.977 |
2.769 |
|
| R1 |
2.856 |
2.856 |
2.752 |
2.823 |
| PP |
2.789 |
2.789 |
2.789 |
2.772 |
| S1 |
2.668 |
2.668 |
2.718 |
2.635 |
| S2 |
2.601 |
2.601 |
2.701 |
|
| S3 |
2.413 |
2.480 |
2.683 |
|
| S4 |
2.225 |
2.292 |
2.632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.910 |
2.722 |
0.188 |
6.9% |
0.134 |
4.9% |
7% |
True |
False |
85,965 |
| 10 |
2.910 |
2.722 |
0.188 |
6.9% |
0.118 |
4.3% |
7% |
True |
False |
84,144 |
| 20 |
3.281 |
2.722 |
0.559 |
20.4% |
0.134 |
4.9% |
2% |
False |
False |
79,665 |
| 40 |
3.281 |
2.722 |
0.559 |
20.4% |
0.132 |
4.8% |
2% |
False |
False |
65,505 |
| 60 |
3.281 |
2.357 |
0.924 |
33.8% |
0.130 |
4.8% |
41% |
False |
False |
59,357 |
| 80 |
3.281 |
2.357 |
0.924 |
33.8% |
0.127 |
4.6% |
41% |
False |
False |
53,399 |
| 100 |
3.281 |
2.300 |
0.981 |
35.9% |
0.116 |
4.2% |
44% |
False |
False |
48,046 |
| 120 |
3.281 |
2.300 |
0.981 |
35.9% |
0.110 |
4.0% |
44% |
False |
False |
43,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.688 |
|
2.618 |
3.389 |
|
1.618 |
3.206 |
|
1.000 |
3.093 |
|
0.618 |
3.023 |
|
HIGH |
2.910 |
|
0.618 |
2.840 |
|
0.500 |
2.819 |
|
0.382 |
2.797 |
|
LOW |
2.727 |
|
0.618 |
2.614 |
|
1.000 |
2.544 |
|
1.618 |
2.431 |
|
2.618 |
2.248 |
|
4.250 |
1.949 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.819 |
2.816 |
| PP |
2.791 |
2.789 |
| S1 |
2.763 |
2.762 |
|