NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.065 |
2.994 |
-0.071 |
-2.3% |
2.988 |
| High |
3.065 |
3.070 |
0.005 |
0.2% |
3.300 |
| Low |
2.973 |
2.925 |
-0.048 |
-1.6% |
2.948 |
| Close |
2.981 |
2.949 |
-0.032 |
-1.1% |
3.027 |
| Range |
0.092 |
0.145 |
0.053 |
57.6% |
0.352 |
| ATR |
0.118 |
0.120 |
0.002 |
1.6% |
0.000 |
| Volume |
51,397 |
44,007 |
-7,390 |
-14.4% |
393,919 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.416 |
3.328 |
3.029 |
|
| R3 |
3.271 |
3.183 |
2.989 |
|
| R2 |
3.126 |
3.126 |
2.976 |
|
| R1 |
3.038 |
3.038 |
2.962 |
3.010 |
| PP |
2.981 |
2.981 |
2.981 |
2.967 |
| S1 |
2.893 |
2.893 |
2.936 |
2.865 |
| S2 |
2.836 |
2.836 |
2.922 |
|
| S3 |
2.691 |
2.748 |
2.909 |
|
| S4 |
2.546 |
2.603 |
2.869 |
|
|
| 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 |
3.155 |
2.925 |
0.230 |
7.8% |
0.107 |
3.6% |
10% |
False |
True |
80,547 |
| 10 |
3.300 |
2.925 |
0.375 |
12.7% |
0.117 |
4.0% |
6% |
False |
True |
72,121 |
| 20 |
3.407 |
2.925 |
0.482 |
16.3% |
0.119 |
4.0% |
5% |
False |
True |
55,105 |
| 40 |
3.407 |
2.920 |
0.487 |
16.5% |
0.119 |
4.0% |
6% |
False |
False |
40,944 |
| 60 |
3.407 |
2.650 |
0.757 |
25.7% |
0.114 |
3.9% |
39% |
False |
False |
33,707 |
| 80 |
3.407 |
2.634 |
0.773 |
26.2% |
0.110 |
3.7% |
41% |
False |
False |
29,093 |
| 100 |
3.407 |
2.566 |
0.841 |
28.5% |
0.099 |
3.4% |
46% |
False |
False |
25,047 |
| 120 |
3.407 |
2.566 |
0.841 |
28.5% |
0.094 |
3.2% |
46% |
False |
False |
21,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.686 |
|
2.618 |
3.450 |
|
1.618 |
3.305 |
|
1.000 |
3.215 |
|
0.618 |
3.160 |
|
HIGH |
3.070 |
|
0.618 |
3.015 |
|
0.500 |
2.998 |
|
0.382 |
2.980 |
|
LOW |
2.925 |
|
0.618 |
2.835 |
|
1.000 |
2.780 |
|
1.618 |
2.690 |
|
2.618 |
2.545 |
|
4.250 |
2.309 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.998 |
3.003 |
| PP |
2.981 |
2.985 |
| S1 |
2.965 |
2.967 |
|