NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.931 |
2.953 |
0.022 |
0.8% |
3.003 |
| High |
2.976 |
3.002 |
0.026 |
0.9% |
3.080 |
| Low |
2.913 |
2.910 |
-0.003 |
-0.1% |
2.913 |
| Close |
2.945 |
2.998 |
0.053 |
1.8% |
2.945 |
| Range |
0.063 |
0.092 |
0.029 |
46.0% |
0.167 |
| ATR |
0.116 |
0.114 |
-0.002 |
-1.5% |
0.000 |
| Volume |
70,083 |
38,591 |
-31,492 |
-44.9% |
342,345 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.246 |
3.214 |
3.049 |
|
| R3 |
3.154 |
3.122 |
3.023 |
|
| R2 |
3.062 |
3.062 |
3.015 |
|
| R1 |
3.030 |
3.030 |
3.006 |
3.046 |
| PP |
2.970 |
2.970 |
2.970 |
2.978 |
| S1 |
2.938 |
2.938 |
2.990 |
2.954 |
| S2 |
2.878 |
2.878 |
2.981 |
|
| S3 |
2.786 |
2.846 |
2.973 |
|
| S4 |
2.694 |
2.754 |
2.947 |
|
|
| 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 |
2.910 |
0.170 |
5.7% |
0.098 |
3.3% |
52% |
False |
True |
56,608 |
| 10 |
3.300 |
2.910 |
0.390 |
13.0% |
0.109 |
3.6% |
23% |
False |
True |
73,831 |
| 20 |
3.407 |
2.910 |
0.497 |
16.6% |
0.116 |
3.9% |
18% |
False |
True |
55,698 |
| 40 |
3.407 |
2.910 |
0.497 |
16.6% |
0.118 |
3.9% |
18% |
False |
True |
42,307 |
| 60 |
3.407 |
2.650 |
0.757 |
25.3% |
0.114 |
3.8% |
46% |
False |
False |
34,959 |
| 80 |
3.407 |
2.650 |
0.757 |
25.3% |
0.109 |
3.6% |
46% |
False |
False |
30,212 |
| 100 |
3.407 |
2.566 |
0.841 |
28.1% |
0.100 |
3.3% |
51% |
False |
False |
26,047 |
| 120 |
3.407 |
2.566 |
0.841 |
28.1% |
0.094 |
3.1% |
51% |
False |
False |
22,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.393 |
|
2.618 |
3.243 |
|
1.618 |
3.151 |
|
1.000 |
3.094 |
|
0.618 |
3.059 |
|
HIGH |
3.002 |
|
0.618 |
2.967 |
|
0.500 |
2.956 |
|
0.382 |
2.945 |
|
LOW |
2.910 |
|
0.618 |
2.853 |
|
1.000 |
2.818 |
|
1.618 |
2.761 |
|
2.618 |
2.669 |
|
4.250 |
2.519 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.984 |
2.995 |
| PP |
2.970 |
2.993 |
| S1 |
2.956 |
2.990 |
|