NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.152 |
3.003 |
-0.149 |
-4.7% |
2.988 |
High |
3.155 |
3.044 |
-0.111 |
-3.5% |
3.300 |
Low |
3.016 |
2.980 |
-0.036 |
-1.2% |
2.948 |
Close |
3.027 |
2.988 |
-0.039 |
-1.3% |
3.027 |
Range |
0.139 |
0.064 |
-0.075 |
-54.0% |
0.352 |
ATR |
0.126 |
0.122 |
-0.004 |
-3.5% |
0.000 |
Volume |
130,476 |
97,893 |
-32,583 |
-25.0% |
393,919 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.196 |
3.156 |
3.023 |
|
R3 |
3.132 |
3.092 |
3.006 |
|
R2 |
3.068 |
3.068 |
3.000 |
|
R1 |
3.028 |
3.028 |
2.994 |
3.016 |
PP |
3.004 |
3.004 |
3.004 |
2.998 |
S1 |
2.964 |
2.964 |
2.982 |
2.952 |
S2 |
2.940 |
2.940 |
2.976 |
|
S3 |
2.876 |
2.900 |
2.970 |
|
S4 |
2.812 |
2.836 |
2.953 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.148 |
3.939 |
3.221 |
|
R3 |
3.796 |
3.587 |
3.124 |
|
R2 |
3.444 |
3.444 |
3.092 |
|
R1 |
3.235 |
3.235 |
3.059 |
3.340 |
PP |
3.092 |
3.092 |
3.092 |
3.144 |
S1 |
2.883 |
2.883 |
2.995 |
2.988 |
S2 |
2.740 |
2.740 |
2.962 |
|
S3 |
2.388 |
2.531 |
2.930 |
|
S4 |
2.036 |
2.179 |
2.833 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.300 |
2.980 |
0.320 |
10.7% |
0.120 |
4.0% |
3% |
False |
True |
91,055 |
10 |
3.407 |
2.948 |
0.459 |
15.4% |
0.129 |
4.3% |
9% |
False |
False |
69,007 |
20 |
3.407 |
2.948 |
0.459 |
15.4% |
0.120 |
4.0% |
9% |
False |
False |
50,063 |
40 |
3.407 |
2.872 |
0.535 |
17.9% |
0.121 |
4.0% |
22% |
False |
False |
38,002 |
60 |
3.407 |
2.650 |
0.757 |
25.3% |
0.114 |
3.8% |
45% |
False |
False |
31,675 |
80 |
3.407 |
2.566 |
0.841 |
28.1% |
0.108 |
3.6% |
50% |
False |
False |
27,337 |
100 |
3.407 |
2.566 |
0.841 |
28.1% |
0.098 |
3.3% |
50% |
False |
False |
23,403 |
120 |
3.407 |
2.566 |
0.841 |
28.1% |
0.094 |
3.2% |
50% |
False |
False |
20,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.316 |
2.618 |
3.212 |
1.618 |
3.148 |
1.000 |
3.108 |
0.618 |
3.084 |
HIGH |
3.044 |
0.618 |
3.020 |
0.500 |
3.012 |
0.382 |
3.004 |
LOW |
2.980 |
0.618 |
2.940 |
1.000 |
2.916 |
1.618 |
2.876 |
2.618 |
2.812 |
4.250 |
2.708 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.012 |
3.140 |
PP |
3.004 |
3.089 |
S1 |
2.996 |
3.039 |
|