NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.408 |
3.413 |
0.005 |
0.1% |
3.494 |
| High |
3.433 |
3.544 |
0.111 |
3.2% |
3.631 |
| Low |
3.379 |
3.380 |
0.001 |
0.0% |
3.240 |
| Close |
3.425 |
3.420 |
-0.005 |
-0.1% |
3.277 |
| Range |
0.054 |
0.164 |
0.110 |
203.7% |
0.391 |
| ATR |
0.111 |
0.115 |
0.004 |
3.4% |
0.000 |
| Volume |
28,453 |
25,096 |
-3,357 |
-11.8% |
121,900 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.940 |
3.844 |
3.510 |
|
| R3 |
3.776 |
3.680 |
3.465 |
|
| R2 |
3.612 |
3.612 |
3.450 |
|
| R1 |
3.516 |
3.516 |
3.435 |
3.564 |
| PP |
3.448 |
3.448 |
3.448 |
3.472 |
| S1 |
3.352 |
3.352 |
3.405 |
3.400 |
| S2 |
3.284 |
3.284 |
3.390 |
|
| S3 |
3.120 |
3.188 |
3.375 |
|
| S4 |
2.956 |
3.024 |
3.330 |
|
|
| 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 |
3.544 |
3.205 |
0.339 |
9.9% |
0.119 |
3.5% |
63% |
True |
False |
27,518 |
| 10 |
3.631 |
3.205 |
0.426 |
12.5% |
0.122 |
3.6% |
50% |
False |
False |
23,660 |
| 20 |
3.631 |
3.205 |
0.426 |
12.5% |
0.107 |
3.1% |
50% |
False |
False |
20,707 |
| 40 |
3.631 |
2.962 |
0.669 |
19.6% |
0.115 |
3.4% |
68% |
False |
False |
18,119 |
| 60 |
3.631 |
2.962 |
0.669 |
19.6% |
0.106 |
3.1% |
68% |
False |
False |
16,195 |
| 80 |
3.631 |
2.909 |
0.722 |
21.1% |
0.100 |
2.9% |
71% |
False |
False |
14,557 |
| 100 |
3.631 |
2.909 |
0.722 |
21.1% |
0.092 |
2.7% |
71% |
False |
False |
13,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.241 |
|
2.618 |
3.973 |
|
1.618 |
3.809 |
|
1.000 |
3.708 |
|
0.618 |
3.645 |
|
HIGH |
3.544 |
|
0.618 |
3.481 |
|
0.500 |
3.462 |
|
0.382 |
3.443 |
|
LOW |
3.380 |
|
0.618 |
3.279 |
|
1.000 |
3.216 |
|
1.618 |
3.115 |
|
2.618 |
2.951 |
|
4.250 |
2.683 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.462 |
3.419 |
| PP |
3.448 |
3.417 |
| S1 |
3.434 |
3.416 |
|