NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.250 |
3.340 |
0.090 |
2.8% |
3.494 |
| High |
3.349 |
3.427 |
0.078 |
2.3% |
3.631 |
| Low |
3.205 |
3.288 |
0.083 |
2.6% |
3.240 |
| Close |
3.323 |
3.409 |
0.086 |
2.6% |
3.277 |
| Range |
0.144 |
0.139 |
-0.005 |
-3.5% |
0.391 |
| ATR |
0.114 |
0.116 |
0.002 |
1.6% |
0.000 |
| Volume |
26,681 |
17,388 |
-9,293 |
-34.8% |
121,900 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.792 |
3.739 |
3.485 |
|
| R3 |
3.653 |
3.600 |
3.447 |
|
| R2 |
3.514 |
3.514 |
3.434 |
|
| R1 |
3.461 |
3.461 |
3.422 |
3.488 |
| PP |
3.375 |
3.375 |
3.375 |
3.388 |
| S1 |
3.322 |
3.322 |
3.396 |
3.349 |
| S2 |
3.236 |
3.236 |
3.384 |
|
| S3 |
3.097 |
3.183 |
3.371 |
|
| S4 |
2.958 |
3.044 |
3.333 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.556 |
4.307 |
3.492 |
|
| R3 |
4.165 |
3.916 |
3.385 |
|
| R2 |
3.774 |
3.774 |
3.349 |
|
| R1 |
3.525 |
3.525 |
3.313 |
3.454 |
| PP |
3.383 |
3.383 |
3.383 |
3.347 |
| S1 |
3.134 |
3.134 |
3.241 |
3.063 |
| S2 |
2.992 |
2.992 |
3.205 |
|
| S3 |
2.601 |
2.743 |
3.169 |
|
| S4 |
2.210 |
2.352 |
3.062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.594 |
3.205 |
0.389 |
11.4% |
0.142 |
4.2% |
52% |
False |
False |
26,222 |
| 10 |
3.631 |
3.205 |
0.426 |
12.5% |
0.118 |
3.5% |
48% |
False |
False |
21,951 |
| 20 |
3.631 |
3.205 |
0.426 |
12.5% |
0.109 |
3.2% |
48% |
False |
False |
19,569 |
| 40 |
3.631 |
2.962 |
0.669 |
19.6% |
0.113 |
3.3% |
67% |
False |
False |
17,643 |
| 60 |
3.631 |
2.962 |
0.669 |
19.6% |
0.106 |
3.1% |
67% |
False |
False |
15,627 |
| 80 |
3.631 |
2.909 |
0.722 |
21.2% |
0.098 |
2.9% |
69% |
False |
False |
14,123 |
| 100 |
3.631 |
2.909 |
0.722 |
21.2% |
0.091 |
2.7% |
69% |
False |
False |
12,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.018 |
|
2.618 |
3.791 |
|
1.618 |
3.652 |
|
1.000 |
3.566 |
|
0.618 |
3.513 |
|
HIGH |
3.427 |
|
0.618 |
3.374 |
|
0.500 |
3.358 |
|
0.382 |
3.341 |
|
LOW |
3.288 |
|
0.618 |
3.202 |
|
1.000 |
3.149 |
|
1.618 |
3.063 |
|
2.618 |
2.924 |
|
4.250 |
2.697 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.392 |
3.378 |
| PP |
3.375 |
3.347 |
| S1 |
3.358 |
3.316 |
|