NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.683 |
2.640 |
-0.043 |
-1.6% |
2.762 |
| High |
2.693 |
2.701 |
0.008 |
0.3% |
2.910 |
| Low |
2.624 |
2.610 |
-0.014 |
-0.5% |
2.722 |
| Close |
2.633 |
2.685 |
0.052 |
2.0% |
2.735 |
| Range |
0.069 |
0.091 |
0.022 |
31.9% |
0.188 |
| ATR |
0.127 |
0.124 |
-0.003 |
-2.0% |
0.000 |
| Volume |
111,410 |
127,157 |
15,747 |
14.1% |
429,828 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.938 |
2.903 |
2.735 |
|
| R3 |
2.847 |
2.812 |
2.710 |
|
| R2 |
2.756 |
2.756 |
2.702 |
|
| R1 |
2.721 |
2.721 |
2.693 |
2.739 |
| PP |
2.665 |
2.665 |
2.665 |
2.674 |
| S1 |
2.630 |
2.630 |
2.677 |
2.648 |
| S2 |
2.574 |
2.574 |
2.668 |
|
| S3 |
2.483 |
2.539 |
2.660 |
|
| S4 |
2.392 |
2.448 |
2.635 |
|
|
| 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 |
2.610 |
0.300 |
11.2% |
0.129 |
4.8% |
25% |
False |
True |
108,640 |
| 10 |
2.910 |
2.610 |
0.300 |
11.2% |
0.118 |
4.4% |
25% |
False |
True |
89,252 |
| 20 |
3.170 |
2.610 |
0.560 |
20.9% |
0.128 |
4.8% |
13% |
False |
True |
86,605 |
| 40 |
3.281 |
2.610 |
0.671 |
25.0% |
0.131 |
4.9% |
11% |
False |
True |
69,702 |
| 60 |
3.281 |
2.357 |
0.924 |
34.4% |
0.131 |
4.9% |
35% |
False |
False |
62,802 |
| 80 |
3.281 |
2.357 |
0.924 |
34.4% |
0.127 |
4.7% |
35% |
False |
False |
56,500 |
| 100 |
3.281 |
2.300 |
0.981 |
36.5% |
0.117 |
4.4% |
39% |
False |
False |
50,722 |
| 120 |
3.281 |
2.300 |
0.981 |
36.5% |
0.110 |
4.1% |
39% |
False |
False |
45,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.088 |
|
2.618 |
2.939 |
|
1.618 |
2.848 |
|
1.000 |
2.792 |
|
0.618 |
2.757 |
|
HIGH |
2.701 |
|
0.618 |
2.666 |
|
0.500 |
2.656 |
|
0.382 |
2.645 |
|
LOW |
2.610 |
|
0.618 |
2.554 |
|
1.000 |
2.519 |
|
1.618 |
2.463 |
|
2.618 |
2.372 |
|
4.250 |
2.223 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.675 |
2.701 |
| PP |
2.665 |
2.696 |
| S1 |
2.656 |
2.690 |
|