NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.953 |
2.994 |
0.041 |
1.4% |
3.003 |
| High |
3.002 |
3.053 |
0.051 |
1.7% |
3.080 |
| Low |
2.910 |
2.916 |
0.006 |
0.2% |
2.913 |
| Close |
2.998 |
2.982 |
-0.016 |
-0.5% |
2.945 |
| Range |
0.092 |
0.137 |
0.045 |
48.9% |
0.167 |
| ATR |
0.114 |
0.116 |
0.002 |
1.4% |
0.000 |
| Volume |
38,591 |
37,632 |
-959 |
-2.5% |
342,345 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.395 |
3.325 |
3.057 |
|
| R3 |
3.258 |
3.188 |
3.020 |
|
| R2 |
3.121 |
3.121 |
3.007 |
|
| R1 |
3.051 |
3.051 |
2.995 |
3.018 |
| PP |
2.984 |
2.984 |
2.984 |
2.967 |
| S1 |
2.914 |
2.914 |
2.969 |
2.881 |
| S2 |
2.847 |
2.847 |
2.957 |
|
| S3 |
2.710 |
2.777 |
2.944 |
|
| S4 |
2.573 |
2.640 |
2.907 |
|
|
| 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 |
3.070 |
2.910 |
0.160 |
5.4% |
0.106 |
3.5% |
45% |
False |
False |
48,342 |
| 10 |
3.300 |
2.910 |
0.390 |
13.1% |
0.109 |
3.6% |
18% |
False |
False |
73,758 |
| 20 |
3.407 |
2.910 |
0.497 |
16.7% |
0.119 |
4.0% |
14% |
False |
False |
56,248 |
| 40 |
3.407 |
2.910 |
0.497 |
16.7% |
0.119 |
4.0% |
14% |
False |
False |
42,858 |
| 60 |
3.407 |
2.650 |
0.757 |
25.4% |
0.114 |
3.8% |
44% |
False |
False |
35,284 |
| 80 |
3.407 |
2.650 |
0.757 |
25.4% |
0.110 |
3.7% |
44% |
False |
False |
30,442 |
| 100 |
3.407 |
2.566 |
0.841 |
28.2% |
0.100 |
3.3% |
49% |
False |
False |
26,366 |
| 120 |
3.407 |
2.566 |
0.841 |
28.2% |
0.094 |
3.2% |
49% |
False |
False |
22,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.635 |
|
2.618 |
3.412 |
|
1.618 |
3.275 |
|
1.000 |
3.190 |
|
0.618 |
3.138 |
|
HIGH |
3.053 |
|
0.618 |
3.001 |
|
0.500 |
2.985 |
|
0.382 |
2.968 |
|
LOW |
2.916 |
|
0.618 |
2.831 |
|
1.000 |
2.779 |
|
1.618 |
2.694 |
|
2.618 |
2.557 |
|
4.250 |
2.334 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.985 |
2.982 |
| PP |
2.984 |
2.982 |
| S1 |
2.983 |
2.982 |
|