NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.994 |
2.931 |
-0.063 |
-2.1% |
3.003 |
| High |
3.070 |
2.976 |
-0.094 |
-3.1% |
3.080 |
| Low |
2.925 |
2.913 |
-0.012 |
-0.4% |
2.913 |
| Close |
2.949 |
2.945 |
-0.004 |
-0.1% |
2.945 |
| Range |
0.145 |
0.063 |
-0.082 |
-56.6% |
0.167 |
| ATR |
0.120 |
0.116 |
-0.004 |
-3.4% |
0.000 |
| Volume |
44,007 |
70,083 |
26,076 |
59.3% |
342,345 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.134 |
3.102 |
2.980 |
|
| R3 |
3.071 |
3.039 |
2.962 |
|
| R2 |
3.008 |
3.008 |
2.957 |
|
| R1 |
2.976 |
2.976 |
2.951 |
2.992 |
| PP |
2.945 |
2.945 |
2.945 |
2.953 |
| S1 |
2.913 |
2.913 |
2.939 |
2.929 |
| S2 |
2.882 |
2.882 |
2.933 |
|
| S3 |
2.819 |
2.850 |
2.928 |
|
| S4 |
2.756 |
2.787 |
2.910 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.480 |
3.380 |
3.037 |
|
| R3 |
3.313 |
3.213 |
2.991 |
|
| R2 |
3.146 |
3.146 |
2.976 |
|
| R1 |
3.046 |
3.046 |
2.960 |
3.013 |
| PP |
2.979 |
2.979 |
2.979 |
2.963 |
| S1 |
2.879 |
2.879 |
2.930 |
2.846 |
| S2 |
2.812 |
2.812 |
2.914 |
|
| S3 |
2.645 |
2.712 |
2.899 |
|
| S4 |
2.478 |
2.545 |
2.853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.080 |
2.913 |
0.167 |
5.7% |
0.092 |
3.1% |
19% |
False |
True |
68,469 |
| 10 |
3.300 |
2.913 |
0.387 |
13.1% |
0.113 |
3.8% |
8% |
False |
True |
73,626 |
| 20 |
3.407 |
2.913 |
0.494 |
16.8% |
0.117 |
4.0% |
6% |
False |
True |
56,533 |
| 40 |
3.407 |
2.913 |
0.494 |
16.8% |
0.118 |
4.0% |
6% |
False |
True |
42,190 |
| 60 |
3.407 |
2.650 |
0.757 |
25.7% |
0.114 |
3.9% |
39% |
False |
False |
34,619 |
| 80 |
3.407 |
2.650 |
0.757 |
25.7% |
0.110 |
3.7% |
39% |
False |
False |
29,858 |
| 100 |
3.407 |
2.566 |
0.841 |
28.6% |
0.099 |
3.4% |
45% |
False |
False |
25,712 |
| 120 |
3.407 |
2.566 |
0.841 |
28.6% |
0.094 |
3.2% |
45% |
False |
False |
22,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.244 |
|
2.618 |
3.141 |
|
1.618 |
3.078 |
|
1.000 |
3.039 |
|
0.618 |
3.015 |
|
HIGH |
2.976 |
|
0.618 |
2.952 |
|
0.500 |
2.945 |
|
0.382 |
2.937 |
|
LOW |
2.913 |
|
0.618 |
2.874 |
|
1.000 |
2.850 |
|
1.618 |
2.811 |
|
2.618 |
2.748 |
|
4.250 |
2.645 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.945 |
2.992 |
| PP |
2.945 |
2.976 |
| S1 |
2.945 |
2.961 |
|