NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.692 |
2.760 |
0.068 |
2.5% |
2.788 |
| High |
2.767 |
2.808 |
0.041 |
1.5% |
2.808 |
| Low |
2.637 |
2.707 |
0.070 |
2.7% |
2.610 |
| Close |
2.748 |
2.799 |
0.051 |
1.9% |
2.799 |
| Range |
0.130 |
0.101 |
-0.029 |
-22.3% |
0.198 |
| ATR |
0.125 |
0.123 |
-0.002 |
-1.4% |
0.000 |
| Volume |
96,262 |
116,399 |
20,137 |
20.9% |
544,267 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.074 |
3.038 |
2.855 |
|
| R3 |
2.973 |
2.937 |
2.827 |
|
| R2 |
2.872 |
2.872 |
2.818 |
|
| R1 |
2.836 |
2.836 |
2.808 |
2.854 |
| PP |
2.771 |
2.771 |
2.771 |
2.781 |
| S1 |
2.735 |
2.735 |
2.790 |
2.753 |
| S2 |
2.670 |
2.670 |
2.780 |
|
| S3 |
2.569 |
2.634 |
2.771 |
|
| S4 |
2.468 |
2.533 |
2.743 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.264 |
2.908 |
|
| R3 |
3.135 |
3.066 |
2.853 |
|
| R2 |
2.937 |
2.937 |
2.835 |
|
| R1 |
2.868 |
2.868 |
2.817 |
2.903 |
| PP |
2.739 |
2.739 |
2.739 |
2.756 |
| S1 |
2.670 |
2.670 |
2.781 |
2.705 |
| S2 |
2.541 |
2.541 |
2.763 |
|
| S3 |
2.343 |
2.472 |
2.745 |
|
| S4 |
2.145 |
2.274 |
2.690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.808 |
2.610 |
0.198 |
7.1% |
0.104 |
3.7% |
95% |
True |
False |
108,853 |
| 10 |
2.910 |
2.610 |
0.300 |
10.7% |
0.119 |
4.3% |
63% |
False |
False |
97,409 |
| 20 |
3.135 |
2.610 |
0.525 |
18.8% |
0.121 |
4.3% |
36% |
False |
False |
89,748 |
| 40 |
3.281 |
2.610 |
0.671 |
24.0% |
0.127 |
4.5% |
28% |
False |
False |
73,297 |
| 60 |
3.281 |
2.357 |
0.924 |
33.0% |
0.131 |
4.7% |
48% |
False |
False |
65,260 |
| 80 |
3.281 |
2.357 |
0.924 |
33.0% |
0.127 |
4.5% |
48% |
False |
False |
58,320 |
| 100 |
3.281 |
2.300 |
0.981 |
35.0% |
0.118 |
4.2% |
51% |
False |
False |
52,425 |
| 120 |
3.281 |
2.300 |
0.981 |
35.0% |
0.111 |
4.0% |
51% |
False |
False |
47,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.237 |
|
2.618 |
3.072 |
|
1.618 |
2.971 |
|
1.000 |
2.909 |
|
0.618 |
2.870 |
|
HIGH |
2.808 |
|
0.618 |
2.769 |
|
0.500 |
2.758 |
|
0.382 |
2.746 |
|
LOW |
2.707 |
|
0.618 |
2.645 |
|
1.000 |
2.606 |
|
1.618 |
2.544 |
|
2.618 |
2.443 |
|
4.250 |
2.278 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.785 |
2.769 |
| PP |
2.771 |
2.739 |
| S1 |
2.758 |
2.709 |
|