NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.788 |
2.683 |
-0.105 |
-3.8% |
2.762 |
| High |
2.792 |
2.693 |
-0.099 |
-3.5% |
2.910 |
| Low |
2.663 |
2.624 |
-0.039 |
-1.5% |
2.722 |
| Close |
2.673 |
2.633 |
-0.040 |
-1.5% |
2.735 |
| Range |
0.129 |
0.069 |
-0.060 |
-46.5% |
0.188 |
| ATR |
0.131 |
0.127 |
-0.004 |
-3.4% |
0.000 |
| Volume |
93,039 |
111,410 |
18,371 |
19.7% |
429,828 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.857 |
2.814 |
2.671 |
|
| R3 |
2.788 |
2.745 |
2.652 |
|
| R2 |
2.719 |
2.719 |
2.646 |
|
| R1 |
2.676 |
2.676 |
2.639 |
2.663 |
| PP |
2.650 |
2.650 |
2.650 |
2.644 |
| S1 |
2.607 |
2.607 |
2.627 |
2.594 |
| S2 |
2.581 |
2.581 |
2.620 |
|
| S3 |
2.512 |
2.538 |
2.614 |
|
| S4 |
2.443 |
2.469 |
2.595 |
|
|
| 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 |
2.624 |
0.286 |
10.9% |
0.128 |
4.8% |
3% |
False |
True |
97,578 |
| 10 |
2.910 |
2.624 |
0.286 |
10.9% |
0.119 |
4.5% |
3% |
False |
True |
83,744 |
| 20 |
3.239 |
2.624 |
0.615 |
23.4% |
0.129 |
4.9% |
1% |
False |
True |
84,378 |
| 40 |
3.281 |
2.624 |
0.657 |
25.0% |
0.131 |
5.0% |
1% |
False |
True |
67,312 |
| 60 |
3.281 |
2.357 |
0.924 |
35.1% |
0.131 |
5.0% |
30% |
False |
False |
61,243 |
| 80 |
3.281 |
2.357 |
0.924 |
35.1% |
0.127 |
4.8% |
30% |
False |
False |
55,195 |
| 100 |
3.281 |
2.300 |
0.981 |
37.3% |
0.117 |
4.4% |
34% |
False |
False |
49,740 |
| 120 |
3.281 |
2.300 |
0.981 |
37.3% |
0.110 |
4.2% |
34% |
False |
False |
44,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.986 |
|
2.618 |
2.874 |
|
1.618 |
2.805 |
|
1.000 |
2.762 |
|
0.618 |
2.736 |
|
HIGH |
2.693 |
|
0.618 |
2.667 |
|
0.500 |
2.659 |
|
0.382 |
2.650 |
|
LOW |
2.624 |
|
0.618 |
2.581 |
|
1.000 |
2.555 |
|
1.618 |
2.512 |
|
2.618 |
2.443 |
|
4.250 |
2.331 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.659 |
2.767 |
| PP |
2.650 |
2.722 |
| S1 |
2.642 |
2.678 |
|