NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.145 |
3.155 |
0.010 |
0.3% |
3.233 |
| High |
3.180 |
3.300 |
0.120 |
3.8% |
3.407 |
| Low |
3.113 |
3.109 |
-0.004 |
-0.1% |
2.989 |
| Close |
3.157 |
3.156 |
-0.001 |
0.0% |
3.022 |
| Range |
0.067 |
0.191 |
0.124 |
185.1% |
0.418 |
| ATR |
0.120 |
0.125 |
0.005 |
4.2% |
0.000 |
| Volume |
86,030 |
102,511 |
16,481 |
19.2% |
221,805 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.761 |
3.650 |
3.261 |
|
| R3 |
3.570 |
3.459 |
3.209 |
|
| R2 |
3.379 |
3.379 |
3.191 |
|
| R1 |
3.268 |
3.268 |
3.174 |
3.324 |
| PP |
3.188 |
3.188 |
3.188 |
3.216 |
| S1 |
3.077 |
3.077 |
3.138 |
3.133 |
| S2 |
2.997 |
2.997 |
3.121 |
|
| S3 |
2.806 |
2.886 |
3.103 |
|
| S4 |
2.615 |
2.695 |
3.051 |
|
|
| 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 |
3.300 |
2.948 |
0.352 |
11.2% |
0.127 |
4.0% |
59% |
True |
False |
63,694 |
| 10 |
3.407 |
2.948 |
0.459 |
14.5% |
0.134 |
4.2% |
45% |
False |
False |
51,537 |
| 20 |
3.407 |
2.948 |
0.459 |
14.5% |
0.119 |
3.8% |
45% |
False |
False |
41,494 |
| 40 |
3.407 |
2.650 |
0.757 |
24.0% |
0.125 |
4.0% |
67% |
False |
False |
33,794 |
| 60 |
3.407 |
2.650 |
0.757 |
24.0% |
0.115 |
3.7% |
67% |
False |
False |
28,304 |
| 80 |
3.407 |
2.566 |
0.841 |
26.6% |
0.106 |
3.4% |
70% |
False |
False |
24,670 |
| 100 |
3.407 |
2.566 |
0.841 |
26.6% |
0.097 |
3.1% |
70% |
False |
False |
21,211 |
| 120 |
3.407 |
2.566 |
0.841 |
26.6% |
0.094 |
3.0% |
70% |
False |
False |
18,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.112 |
|
2.618 |
3.800 |
|
1.618 |
3.609 |
|
1.000 |
3.491 |
|
0.618 |
3.418 |
|
HIGH |
3.300 |
|
0.618 |
3.227 |
|
0.500 |
3.205 |
|
0.382 |
3.182 |
|
LOW |
3.109 |
|
0.618 |
2.991 |
|
1.000 |
2.918 |
|
1.618 |
2.800 |
|
2.618 |
2.609 |
|
4.250 |
2.297 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.205 |
3.165 |
| PP |
3.188 |
3.162 |
| S1 |
3.172 |
3.159 |
|