NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.272 |
3.347 |
0.075 |
2.3% |
3.250 |
| High |
3.355 |
3.347 |
-0.008 |
-0.2% |
3.544 |
| Low |
3.270 |
3.262 |
-0.008 |
-0.2% |
3.205 |
| Close |
3.343 |
3.272 |
-0.071 |
-2.1% |
3.311 |
| Range |
0.085 |
0.085 |
0.000 |
0.0% |
0.339 |
| ATR |
0.110 |
0.108 |
-0.002 |
-1.6% |
0.000 |
| Volume |
20,088 |
18,172 |
-1,916 |
-9.5% |
137,839 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.549 |
3.495 |
3.319 |
|
| R3 |
3.464 |
3.410 |
3.295 |
|
| R2 |
3.379 |
3.379 |
3.288 |
|
| R1 |
3.325 |
3.325 |
3.280 |
3.310 |
| PP |
3.294 |
3.294 |
3.294 |
3.286 |
| S1 |
3.240 |
3.240 |
3.264 |
3.225 |
| S2 |
3.209 |
3.209 |
3.256 |
|
| S3 |
3.124 |
3.155 |
3.249 |
|
| S4 |
3.039 |
3.070 |
3.225 |
|
|
| 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 |
3.262 |
0.282 |
8.6% |
0.103 |
3.1% |
4% |
False |
True |
25,364 |
| 10 |
3.544 |
3.205 |
0.339 |
10.4% |
0.118 |
3.6% |
20% |
False |
False |
26,406 |
| 20 |
3.631 |
3.205 |
0.426 |
13.0% |
0.105 |
3.2% |
16% |
False |
False |
23,232 |
| 40 |
3.631 |
3.193 |
0.438 |
13.4% |
0.109 |
3.3% |
18% |
False |
False |
19,185 |
| 60 |
3.631 |
2.962 |
0.669 |
20.4% |
0.105 |
3.2% |
46% |
False |
False |
17,027 |
| 80 |
3.631 |
2.955 |
0.676 |
20.7% |
0.102 |
3.1% |
47% |
False |
False |
15,417 |
| 100 |
3.631 |
2.909 |
0.722 |
22.1% |
0.093 |
2.8% |
50% |
False |
False |
13,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.708 |
|
2.618 |
3.570 |
|
1.618 |
3.485 |
|
1.000 |
3.432 |
|
0.618 |
3.400 |
|
HIGH |
3.347 |
|
0.618 |
3.315 |
|
0.500 |
3.305 |
|
0.382 |
3.294 |
|
LOW |
3.262 |
|
0.618 |
3.209 |
|
1.000 |
3.177 |
|
1.618 |
3.124 |
|
2.618 |
3.039 |
|
4.250 |
2.901 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.305 |
3.309 |
| PP |
3.294 |
3.296 |
| S1 |
3.283 |
3.284 |
|