NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.003 |
2.992 |
-0.011 |
-0.4% |
2.988 |
| High |
3.044 |
3.080 |
0.036 |
1.2% |
3.300 |
| Low |
2.980 |
2.983 |
0.003 |
0.1% |
2.948 |
| Close |
2.988 |
3.066 |
0.078 |
2.6% |
3.027 |
| Range |
0.064 |
0.097 |
0.033 |
51.6% |
0.352 |
| ATR |
0.122 |
0.120 |
-0.002 |
-1.4% |
0.000 |
| Volume |
97,893 |
78,965 |
-18,928 |
-19.3% |
393,919 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.334 |
3.297 |
3.119 |
|
| R3 |
3.237 |
3.200 |
3.093 |
|
| R2 |
3.140 |
3.140 |
3.084 |
|
| R1 |
3.103 |
3.103 |
3.075 |
3.122 |
| PP |
3.043 |
3.043 |
3.043 |
3.052 |
| S1 |
3.006 |
3.006 |
3.057 |
3.025 |
| S2 |
2.946 |
2.946 |
3.048 |
|
| S3 |
2.849 |
2.909 |
3.039 |
|
| S4 |
2.752 |
2.812 |
3.013 |
|
|
| 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 |
10.4% |
0.112 |
3.6% |
27% |
False |
False |
99,175 |
| 10 |
3.368 |
2.948 |
0.420 |
13.7% |
0.129 |
4.2% |
28% |
False |
False |
72,718 |
| 20 |
3.407 |
2.948 |
0.459 |
15.0% |
0.120 |
3.9% |
26% |
False |
False |
53,025 |
| 40 |
3.407 |
2.886 |
0.521 |
17.0% |
0.120 |
3.9% |
35% |
False |
False |
39,547 |
| 60 |
3.407 |
2.650 |
0.757 |
24.7% |
0.114 |
3.7% |
55% |
False |
False |
32,698 |
| 80 |
3.407 |
2.566 |
0.841 |
27.4% |
0.109 |
3.5% |
59% |
False |
False |
28,167 |
| 100 |
3.407 |
2.566 |
0.841 |
27.4% |
0.098 |
3.2% |
59% |
False |
False |
24,161 |
| 120 |
3.407 |
2.566 |
0.841 |
27.4% |
0.094 |
3.1% |
59% |
False |
False |
21,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.492 |
|
2.618 |
3.334 |
|
1.618 |
3.237 |
|
1.000 |
3.177 |
|
0.618 |
3.140 |
|
HIGH |
3.080 |
|
0.618 |
3.043 |
|
0.500 |
3.032 |
|
0.382 |
3.020 |
|
LOW |
2.983 |
|
0.618 |
2.923 |
|
1.000 |
2.886 |
|
1.618 |
2.826 |
|
2.618 |
2.729 |
|
4.250 |
2.571 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.055 |
3.068 |
| PP |
3.043 |
3.067 |
| S1 |
3.032 |
3.067 |
|