NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.215 |
3.240 |
0.025 |
0.8% |
3.298 |
| High |
3.263 |
3.287 |
0.024 |
0.7% |
3.357 |
| Low |
3.200 |
3.192 |
-0.008 |
-0.3% |
3.200 |
| Close |
3.235 |
3.285 |
0.050 |
1.5% |
3.235 |
| Range |
0.063 |
0.095 |
0.032 |
50.8% |
0.157 |
| ATR |
0.107 |
0.106 |
-0.001 |
-0.8% |
0.000 |
| Volume |
26,446 |
15,976 |
-10,470 |
-39.6% |
104,470 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.540 |
3.507 |
3.337 |
|
| R3 |
3.445 |
3.412 |
3.311 |
|
| R2 |
3.350 |
3.350 |
3.302 |
|
| R1 |
3.317 |
3.317 |
3.294 |
3.334 |
| PP |
3.255 |
3.255 |
3.255 |
3.263 |
| S1 |
3.222 |
3.222 |
3.276 |
3.239 |
| S2 |
3.160 |
3.160 |
3.268 |
|
| S3 |
3.065 |
3.127 |
3.259 |
|
| S4 |
2.970 |
3.032 |
3.233 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.735 |
3.642 |
3.321 |
|
| R3 |
3.578 |
3.485 |
3.278 |
|
| R2 |
3.421 |
3.421 |
3.264 |
|
| R1 |
3.328 |
3.328 |
3.249 |
3.296 |
| PP |
3.264 |
3.264 |
3.264 |
3.248 |
| S1 |
3.171 |
3.171 |
3.221 |
3.139 |
| S2 |
3.107 |
3.107 |
3.206 |
|
| S3 |
2.950 |
3.014 |
3.192 |
|
| S4 |
2.793 |
2.857 |
3.149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.357 |
3.192 |
0.165 |
5.0% |
0.093 |
2.8% |
56% |
False |
True |
19,440 |
| 10 |
3.544 |
3.192 |
0.352 |
10.7% |
0.100 |
3.1% |
26% |
False |
True |
23,160 |
| 20 |
3.631 |
3.192 |
0.439 |
13.4% |
0.107 |
3.3% |
21% |
False |
True |
22,511 |
| 40 |
3.631 |
3.192 |
0.439 |
13.4% |
0.109 |
3.3% |
21% |
False |
True |
19,304 |
| 60 |
3.631 |
2.962 |
0.669 |
20.4% |
0.106 |
3.2% |
48% |
False |
False |
17,472 |
| 80 |
3.631 |
2.962 |
0.669 |
20.4% |
0.102 |
3.1% |
48% |
False |
False |
15,767 |
| 100 |
3.631 |
2.909 |
0.722 |
22.0% |
0.094 |
2.9% |
52% |
False |
False |
14,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.691 |
|
2.618 |
3.536 |
|
1.618 |
3.441 |
|
1.000 |
3.382 |
|
0.618 |
3.346 |
|
HIGH |
3.287 |
|
0.618 |
3.251 |
|
0.500 |
3.240 |
|
0.382 |
3.228 |
|
LOW |
3.192 |
|
0.618 |
3.133 |
|
1.000 |
3.097 |
|
1.618 |
3.038 |
|
2.618 |
2.943 |
|
4.250 |
2.788 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.270 |
3.282 |
| PP |
3.255 |
3.278 |
| S1 |
3.240 |
3.275 |
|