NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.819 |
2.876 |
0.057 |
2.0% |
2.953 |
| High |
2.882 |
2.937 |
0.055 |
1.9% |
3.092 |
| Low |
2.790 |
2.822 |
0.032 |
1.1% |
2.905 |
| Close |
2.867 |
2.919 |
0.052 |
1.8% |
2.929 |
| Range |
0.092 |
0.115 |
0.023 |
25.0% |
0.187 |
| ATR |
0.114 |
0.114 |
0.000 |
0.0% |
0.000 |
| Volume |
41,191 |
52,260 |
11,069 |
26.9% |
252,469 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.238 |
3.193 |
2.982 |
|
| R3 |
3.123 |
3.078 |
2.951 |
|
| R2 |
3.008 |
3.008 |
2.940 |
|
| R1 |
2.963 |
2.963 |
2.930 |
2.986 |
| PP |
2.893 |
2.893 |
2.893 |
2.904 |
| S1 |
2.848 |
2.848 |
2.908 |
2.871 |
| S2 |
2.778 |
2.778 |
2.898 |
|
| S3 |
2.663 |
2.733 |
2.887 |
|
| S4 |
2.548 |
2.618 |
2.856 |
|
|
| 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 |
10.3% |
0.112 |
3.8% |
43% |
False |
False |
48,466 |
| 10 |
3.092 |
2.790 |
0.302 |
10.3% |
0.109 |
3.7% |
43% |
False |
False |
49,553 |
| 20 |
3.300 |
2.790 |
0.510 |
17.5% |
0.113 |
3.9% |
25% |
False |
False |
60,837 |
| 40 |
3.407 |
2.790 |
0.617 |
21.1% |
0.119 |
4.1% |
21% |
False |
False |
46,856 |
| 60 |
3.407 |
2.650 |
0.757 |
25.9% |
0.117 |
4.0% |
36% |
False |
False |
39,454 |
| 80 |
3.407 |
2.650 |
0.757 |
25.9% |
0.112 |
3.8% |
36% |
False |
False |
33,798 |
| 100 |
3.407 |
2.566 |
0.841 |
28.8% |
0.104 |
3.6% |
42% |
False |
False |
29,285 |
| 120 |
3.407 |
2.566 |
0.841 |
28.8% |
0.098 |
3.3% |
42% |
False |
False |
25,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.426 |
|
2.618 |
3.238 |
|
1.618 |
3.123 |
|
1.000 |
3.052 |
|
0.618 |
3.008 |
|
HIGH |
2.937 |
|
0.618 |
2.893 |
|
0.500 |
2.880 |
|
0.382 |
2.866 |
|
LOW |
2.822 |
|
0.618 |
2.751 |
|
1.000 |
2.707 |
|
1.618 |
2.636 |
|
2.618 |
2.521 |
|
4.250 |
2.333 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.906 |
2.901 |
| PP |
2.893 |
2.882 |
| S1 |
2.880 |
2.864 |
|