NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.862 |
2.788 |
-0.074 |
-2.6% |
2.762 |
| High |
2.910 |
2.792 |
-0.118 |
-4.1% |
2.910 |
| Low |
2.727 |
2.663 |
-0.064 |
-2.3% |
2.722 |
| Close |
2.735 |
2.673 |
-0.062 |
-2.3% |
2.735 |
| Range |
0.183 |
0.129 |
-0.054 |
-29.5% |
0.188 |
| ATR |
0.132 |
0.131 |
0.000 |
-0.1% |
0.000 |
| Volume |
91,876 |
93,039 |
1,163 |
1.3% |
429,828 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.014 |
2.744 |
|
| R3 |
2.967 |
2.885 |
2.708 |
|
| R2 |
2.838 |
2.838 |
2.697 |
|
| R1 |
2.756 |
2.756 |
2.685 |
2.733 |
| PP |
2.709 |
2.709 |
2.709 |
2.698 |
| S1 |
2.627 |
2.627 |
2.661 |
2.604 |
| S2 |
2.580 |
2.580 |
2.649 |
|
| S3 |
2.451 |
2.498 |
2.638 |
|
| S4 |
2.322 |
2.369 |
2.602 |
|
|
| 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 |
2.663 |
0.247 |
9.2% |
0.142 |
5.3% |
4% |
False |
True |
92,600 |
| 10 |
2.910 |
2.663 |
0.247 |
9.2% |
0.124 |
4.6% |
4% |
False |
True |
82,046 |
| 20 |
3.281 |
2.663 |
0.618 |
23.1% |
0.132 |
4.9% |
2% |
False |
True |
81,878 |
| 40 |
3.281 |
2.663 |
0.618 |
23.1% |
0.132 |
4.9% |
2% |
False |
True |
66,194 |
| 60 |
3.281 |
2.357 |
0.924 |
34.6% |
0.131 |
4.9% |
34% |
False |
False |
60,147 |
| 80 |
3.281 |
2.357 |
0.924 |
34.6% |
0.127 |
4.8% |
34% |
False |
False |
54,177 |
| 100 |
3.281 |
2.300 |
0.981 |
36.7% |
0.117 |
4.4% |
38% |
False |
False |
48,767 |
| 120 |
3.281 |
2.300 |
0.981 |
36.7% |
0.110 |
4.1% |
38% |
False |
False |
44,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.340 |
|
2.618 |
3.130 |
|
1.618 |
3.001 |
|
1.000 |
2.921 |
|
0.618 |
2.872 |
|
HIGH |
2.792 |
|
0.618 |
2.743 |
|
0.500 |
2.728 |
|
0.382 |
2.712 |
|
LOW |
2.663 |
|
0.618 |
2.583 |
|
1.000 |
2.534 |
|
1.618 |
2.454 |
|
2.618 |
2.325 |
|
4.250 |
2.115 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.728 |
2.787 |
| PP |
2.709 |
2.749 |
| S1 |
2.691 |
2.711 |
|