NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.874 |
2.819 |
-0.055 |
-1.9% |
2.953 |
| High |
2.874 |
2.882 |
0.008 |
0.3% |
3.092 |
| Low |
2.806 |
2.790 |
-0.016 |
-0.6% |
2.905 |
| Close |
2.811 |
2.867 |
0.056 |
2.0% |
2.929 |
| Range |
0.068 |
0.092 |
0.024 |
35.3% |
0.187 |
| ATR |
0.116 |
0.114 |
-0.002 |
-1.5% |
0.000 |
| Volume |
40,074 |
41,191 |
1,117 |
2.8% |
252,469 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.122 |
3.087 |
2.918 |
|
| R3 |
3.030 |
2.995 |
2.892 |
|
| R2 |
2.938 |
2.938 |
2.884 |
|
| R1 |
2.903 |
2.903 |
2.875 |
2.921 |
| PP |
2.846 |
2.846 |
2.846 |
2.855 |
| S1 |
2.811 |
2.811 |
2.859 |
2.829 |
| S2 |
2.754 |
2.754 |
2.850 |
|
| S3 |
2.662 |
2.719 |
2.842 |
|
| S4 |
2.570 |
2.627 |
2.816 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.536 |
3.420 |
3.032 |
|
| R3 |
3.349 |
3.233 |
2.980 |
|
| R2 |
3.162 |
3.162 |
2.963 |
|
| R1 |
3.046 |
3.046 |
2.946 |
3.011 |
| PP |
2.975 |
2.975 |
2.975 |
2.958 |
| S1 |
2.859 |
2.859 |
2.912 |
2.824 |
| S2 |
2.788 |
2.788 |
2.895 |
|
| S3 |
2.601 |
2.672 |
2.878 |
|
| S4 |
2.414 |
2.485 |
2.826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.092 |
2.790 |
0.302 |
10.5% |
0.120 |
4.2% |
25% |
False |
True |
46,075 |
| 10 |
3.092 |
2.790 |
0.302 |
10.5% |
0.112 |
3.9% |
25% |
False |
True |
48,728 |
| 20 |
3.300 |
2.790 |
0.510 |
17.8% |
0.119 |
4.1% |
15% |
False |
True |
60,567 |
| 40 |
3.407 |
2.790 |
0.617 |
21.5% |
0.118 |
4.1% |
12% |
False |
True |
46,129 |
| 60 |
3.407 |
2.650 |
0.757 |
26.4% |
0.116 |
4.1% |
29% |
False |
False |
38,753 |
| 80 |
3.407 |
2.650 |
0.757 |
26.4% |
0.113 |
3.9% |
29% |
False |
False |
33,301 |
| 100 |
3.407 |
2.566 |
0.841 |
29.3% |
0.103 |
3.6% |
36% |
False |
False |
28,853 |
| 120 |
3.407 |
2.566 |
0.841 |
29.3% |
0.097 |
3.4% |
36% |
False |
False |
25,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.273 |
|
2.618 |
3.123 |
|
1.618 |
3.031 |
|
1.000 |
2.974 |
|
0.618 |
2.939 |
|
HIGH |
2.882 |
|
0.618 |
2.847 |
|
0.500 |
2.836 |
|
0.382 |
2.825 |
|
LOW |
2.790 |
|
0.618 |
2.733 |
|
1.000 |
2.698 |
|
1.618 |
2.641 |
|
2.618 |
2.549 |
|
4.250 |
2.399 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.857 |
2.882 |
| PP |
2.846 |
2.877 |
| S1 |
2.836 |
2.872 |
|