NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.876 |
2.918 |
0.042 |
1.5% |
2.970 |
| High |
2.937 |
2.973 |
0.036 |
1.2% |
2.974 |
| Low |
2.822 |
2.875 |
0.053 |
1.9% |
2.790 |
| Close |
2.919 |
2.963 |
0.044 |
1.5% |
2.963 |
| Range |
0.115 |
0.098 |
-0.017 |
-14.8% |
0.184 |
| ATR |
0.114 |
0.113 |
-0.001 |
-1.0% |
0.000 |
| Volume |
52,260 |
60,367 |
8,107 |
15.5% |
233,351 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.231 |
3.195 |
3.017 |
|
| R3 |
3.133 |
3.097 |
2.990 |
|
| R2 |
3.035 |
3.035 |
2.981 |
|
| R1 |
2.999 |
2.999 |
2.972 |
3.017 |
| PP |
2.937 |
2.937 |
2.937 |
2.946 |
| S1 |
2.901 |
2.901 |
2.954 |
2.919 |
| S2 |
2.839 |
2.839 |
2.945 |
|
| S3 |
2.741 |
2.803 |
2.936 |
|
| S4 |
2.643 |
2.705 |
2.909 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.396 |
3.064 |
|
| R3 |
3.277 |
3.212 |
3.014 |
|
| R2 |
3.093 |
3.093 |
2.997 |
|
| R1 |
3.028 |
3.028 |
2.980 |
2.969 |
| PP |
2.909 |
2.909 |
2.909 |
2.879 |
| S1 |
2.844 |
2.844 |
2.946 |
2.785 |
| S2 |
2.725 |
2.725 |
2.929 |
|
| S3 |
2.541 |
2.660 |
2.912 |
|
| S4 |
2.357 |
2.476 |
2.862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.974 |
2.790 |
0.184 |
6.2% |
0.099 |
3.3% |
94% |
False |
False |
46,670 |
| 10 |
3.092 |
2.790 |
0.302 |
10.2% |
0.112 |
3.8% |
57% |
False |
False |
48,582 |
| 20 |
3.300 |
2.790 |
0.510 |
17.2% |
0.113 |
3.8% |
34% |
False |
False |
61,104 |
| 40 |
3.407 |
2.790 |
0.617 |
20.8% |
0.115 |
3.9% |
28% |
False |
False |
47,827 |
| 60 |
3.407 |
2.650 |
0.757 |
25.5% |
0.117 |
3.9% |
41% |
False |
False |
40,214 |
| 80 |
3.407 |
2.650 |
0.757 |
25.5% |
0.112 |
3.8% |
41% |
False |
False |
34,312 |
| 100 |
3.407 |
2.566 |
0.841 |
28.4% |
0.104 |
3.5% |
47% |
False |
False |
29,761 |
| 120 |
3.407 |
2.566 |
0.841 |
28.4% |
0.097 |
3.3% |
47% |
False |
False |
25,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.390 |
|
2.618 |
3.230 |
|
1.618 |
3.132 |
|
1.000 |
3.071 |
|
0.618 |
3.034 |
|
HIGH |
2.973 |
|
0.618 |
2.936 |
|
0.500 |
2.924 |
|
0.382 |
2.912 |
|
LOW |
2.875 |
|
0.618 |
2.814 |
|
1.000 |
2.777 |
|
1.618 |
2.716 |
|
2.618 |
2.618 |
|
4.250 |
2.459 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.950 |
2.936 |
| PP |
2.937 |
2.909 |
| S1 |
2.924 |
2.882 |
|