NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.417 |
3.298 |
-0.119 |
-3.5% |
3.250 |
| High |
3.417 |
3.326 |
-0.091 |
-2.7% |
3.544 |
| Low |
3.297 |
3.265 |
-0.032 |
-1.0% |
3.205 |
| Close |
3.311 |
3.276 |
-0.035 |
-1.1% |
3.311 |
| Range |
0.120 |
0.061 |
-0.059 |
-49.2% |
0.339 |
| ATR |
0.116 |
0.112 |
-0.004 |
-3.4% |
0.000 |
| Volume |
40,221 |
23,245 |
-16,976 |
-42.2% |
137,839 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.472 |
3.435 |
3.310 |
|
| R3 |
3.411 |
3.374 |
3.293 |
|
| R2 |
3.350 |
3.350 |
3.287 |
|
| R1 |
3.313 |
3.313 |
3.282 |
3.301 |
| PP |
3.289 |
3.289 |
3.289 |
3.283 |
| S1 |
3.252 |
3.252 |
3.270 |
3.240 |
| S2 |
3.228 |
3.228 |
3.265 |
|
| S3 |
3.167 |
3.191 |
3.259 |
|
| S4 |
3.106 |
3.130 |
3.242 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.370 |
4.180 |
3.497 |
|
| R3 |
4.031 |
3.841 |
3.404 |
|
| R2 |
3.692 |
3.692 |
3.373 |
|
| R1 |
3.502 |
3.502 |
3.342 |
3.597 |
| PP |
3.353 |
3.353 |
3.353 |
3.401 |
| S1 |
3.163 |
3.163 |
3.280 |
3.258 |
| S2 |
3.014 |
3.014 |
3.249 |
|
| S3 |
2.675 |
2.824 |
3.218 |
|
| S4 |
2.336 |
2.485 |
3.125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.544 |
3.265 |
0.279 |
8.5% |
0.108 |
3.3% |
4% |
False |
True |
26,880 |
| 10 |
3.631 |
3.205 |
0.426 |
13.0% |
0.121 |
3.7% |
17% |
False |
False |
26,779 |
| 20 |
3.631 |
3.205 |
0.426 |
13.0% |
0.108 |
3.3% |
17% |
False |
False |
22,344 |
| 40 |
3.631 |
3.154 |
0.477 |
14.6% |
0.111 |
3.4% |
26% |
False |
False |
18,828 |
| 60 |
3.631 |
2.962 |
0.669 |
20.4% |
0.105 |
3.2% |
47% |
False |
False |
16,887 |
| 80 |
3.631 |
2.909 |
0.722 |
22.0% |
0.101 |
3.1% |
51% |
False |
False |
15,130 |
| 100 |
3.631 |
2.909 |
0.722 |
22.0% |
0.092 |
2.8% |
51% |
False |
False |
13,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.585 |
|
2.618 |
3.486 |
|
1.618 |
3.425 |
|
1.000 |
3.387 |
|
0.618 |
3.364 |
|
HIGH |
3.326 |
|
0.618 |
3.303 |
|
0.500 |
3.296 |
|
0.382 |
3.288 |
|
LOW |
3.265 |
|
0.618 |
3.227 |
|
1.000 |
3.204 |
|
1.618 |
3.166 |
|
2.618 |
3.105 |
|
4.250 |
3.006 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.296 |
3.405 |
| PP |
3.289 |
3.362 |
| S1 |
3.283 |
3.319 |
|