NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.070 |
3.145 |
0.075 |
2.4% |
3.233 |
| High |
3.167 |
3.180 |
0.013 |
0.4% |
3.407 |
| Low |
3.030 |
3.113 |
0.083 |
2.7% |
2.989 |
| Close |
3.150 |
3.157 |
0.007 |
0.2% |
3.022 |
| Range |
0.137 |
0.067 |
-0.070 |
-51.1% |
0.418 |
| ATR |
0.124 |
0.120 |
-0.004 |
-3.3% |
0.000 |
| Volume |
38,366 |
86,030 |
47,664 |
124.2% |
221,805 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.321 |
3.194 |
|
| R3 |
3.284 |
3.254 |
3.175 |
|
| R2 |
3.217 |
3.217 |
3.169 |
|
| R1 |
3.187 |
3.187 |
3.163 |
3.202 |
| PP |
3.150 |
3.150 |
3.150 |
3.158 |
| S1 |
3.120 |
3.120 |
3.151 |
3.135 |
| S2 |
3.083 |
3.083 |
3.145 |
|
| S3 |
3.016 |
3.053 |
3.139 |
|
| S4 |
2.949 |
2.986 |
3.120 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.393 |
4.126 |
3.252 |
|
| R3 |
3.975 |
3.708 |
3.137 |
|
| R2 |
3.557 |
3.557 |
3.099 |
|
| R1 |
3.290 |
3.290 |
3.060 |
3.215 |
| PP |
3.139 |
3.139 |
3.139 |
3.102 |
| S1 |
2.872 |
2.872 |
2.984 |
2.797 |
| S2 |
2.721 |
2.721 |
2.945 |
|
| S3 |
2.303 |
2.454 |
2.907 |
|
| S4 |
1.885 |
2.036 |
2.792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.297 |
2.948 |
0.349 |
11.1% |
0.136 |
4.3% |
60% |
False |
False |
52,565 |
| 10 |
3.407 |
2.948 |
0.459 |
14.5% |
0.124 |
3.9% |
46% |
False |
False |
44,735 |
| 20 |
3.407 |
2.948 |
0.459 |
14.5% |
0.117 |
3.7% |
46% |
False |
False |
37,628 |
| 40 |
3.407 |
2.650 |
0.757 |
24.0% |
0.121 |
3.8% |
67% |
False |
False |
32,040 |
| 60 |
3.407 |
2.650 |
0.757 |
24.0% |
0.114 |
3.6% |
67% |
False |
False |
26,731 |
| 80 |
3.407 |
2.566 |
0.841 |
26.6% |
0.105 |
3.3% |
70% |
False |
False |
23,470 |
| 100 |
3.407 |
2.566 |
0.841 |
26.6% |
0.095 |
3.0% |
70% |
False |
False |
20,233 |
| 120 |
3.407 |
2.566 |
0.841 |
26.6% |
0.094 |
3.0% |
70% |
False |
False |
17,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.465 |
|
2.618 |
3.355 |
|
1.618 |
3.288 |
|
1.000 |
3.247 |
|
0.618 |
3.221 |
|
HIGH |
3.180 |
|
0.618 |
3.154 |
|
0.500 |
3.147 |
|
0.382 |
3.139 |
|
LOW |
3.113 |
|
0.618 |
3.072 |
|
1.000 |
3.046 |
|
1.618 |
3.005 |
|
2.618 |
2.938 |
|
4.250 |
2.828 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.154 |
3.126 |
| PP |
3.150 |
3.095 |
| S1 |
3.147 |
3.064 |
|