NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.347 |
3.282 |
-0.065 |
-1.9% |
3.250 |
| High |
3.347 |
3.357 |
0.010 |
0.3% |
3.544 |
| Low |
3.262 |
3.221 |
-0.041 |
-1.3% |
3.205 |
| Close |
3.272 |
3.237 |
-0.035 |
-1.1% |
3.311 |
| Range |
0.085 |
0.136 |
0.051 |
60.0% |
0.339 |
| ATR |
0.108 |
0.110 |
0.002 |
1.8% |
0.000 |
| Volume |
18,172 |
16,519 |
-1,653 |
-9.1% |
137,839 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.680 |
3.594 |
3.312 |
|
| R3 |
3.544 |
3.458 |
3.274 |
|
| R2 |
3.408 |
3.408 |
3.262 |
|
| R1 |
3.322 |
3.322 |
3.249 |
3.297 |
| PP |
3.272 |
3.272 |
3.272 |
3.259 |
| S1 |
3.186 |
3.186 |
3.225 |
3.161 |
| S2 |
3.136 |
3.136 |
3.212 |
|
| S3 |
3.000 |
3.050 |
3.200 |
|
| S4 |
2.864 |
2.914 |
3.162 |
|
|
| 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 |
3.417 |
3.221 |
0.196 |
6.1% |
0.097 |
3.0% |
8% |
False |
True |
23,649 |
| 10 |
3.544 |
3.205 |
0.339 |
10.5% |
0.108 |
3.3% |
9% |
False |
False |
25,583 |
| 20 |
3.631 |
3.205 |
0.426 |
13.2% |
0.109 |
3.4% |
8% |
False |
False |
23,022 |
| 40 |
3.631 |
3.198 |
0.433 |
13.4% |
0.110 |
3.4% |
9% |
False |
False |
19,312 |
| 60 |
3.631 |
2.962 |
0.669 |
20.7% |
0.106 |
3.3% |
41% |
False |
False |
17,109 |
| 80 |
3.631 |
2.962 |
0.669 |
20.7% |
0.103 |
3.2% |
41% |
False |
False |
15,489 |
| 100 |
3.631 |
2.909 |
0.722 |
22.3% |
0.093 |
2.9% |
45% |
False |
False |
14,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.935 |
|
2.618 |
3.713 |
|
1.618 |
3.577 |
|
1.000 |
3.493 |
|
0.618 |
3.441 |
|
HIGH |
3.357 |
|
0.618 |
3.305 |
|
0.500 |
3.289 |
|
0.382 |
3.273 |
|
LOW |
3.221 |
|
0.618 |
3.137 |
|
1.000 |
3.085 |
|
1.618 |
3.001 |
|
2.618 |
2.865 |
|
4.250 |
2.643 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.289 |
3.289 |
| PP |
3.272 |
3.272 |
| S1 |
3.254 |
3.254 |
|