NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.281 |
3.274 |
-0.007 |
-0.2% |
3.298 |
| High |
3.325 |
3.320 |
-0.005 |
-0.2% |
3.357 |
| Low |
3.199 |
3.255 |
0.056 |
1.8% |
3.200 |
| Close |
3.256 |
3.296 |
0.040 |
1.2% |
3.235 |
| Range |
0.126 |
0.065 |
-0.061 |
-48.4% |
0.157 |
| ATR |
0.107 |
0.104 |
-0.003 |
-2.8% |
0.000 |
| Volume |
14,284 |
31,451 |
17,167 |
120.2% |
104,470 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.485 |
3.456 |
3.332 |
|
| R3 |
3.420 |
3.391 |
3.314 |
|
| R2 |
3.355 |
3.355 |
3.308 |
|
| R1 |
3.326 |
3.326 |
3.302 |
3.341 |
| PP |
3.290 |
3.290 |
3.290 |
3.298 |
| S1 |
3.261 |
3.261 |
3.290 |
3.276 |
| S2 |
3.225 |
3.225 |
3.284 |
|
| S3 |
3.160 |
3.196 |
3.278 |
|
| S4 |
3.095 |
3.131 |
3.260 |
|
|
| 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% |
0.097 |
2.9% |
63% |
False |
False |
20,935 |
| 10 |
3.544 |
3.192 |
0.352 |
10.7% |
0.100 |
3.0% |
30% |
False |
False |
23,149 |
| 20 |
3.631 |
3.192 |
0.439 |
13.3% |
0.107 |
3.2% |
24% |
False |
False |
23,150 |
| 40 |
3.631 |
3.192 |
0.439 |
13.3% |
0.109 |
3.3% |
24% |
False |
False |
19,817 |
| 60 |
3.631 |
2.962 |
0.669 |
20.3% |
0.105 |
3.2% |
50% |
False |
False |
17,823 |
| 80 |
3.631 |
2.962 |
0.669 |
20.3% |
0.102 |
3.1% |
50% |
False |
False |
16,077 |
| 100 |
3.631 |
2.909 |
0.722 |
21.9% |
0.094 |
2.8% |
54% |
False |
False |
14,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.596 |
|
2.618 |
3.490 |
|
1.618 |
3.425 |
|
1.000 |
3.385 |
|
0.618 |
3.360 |
|
HIGH |
3.320 |
|
0.618 |
3.295 |
|
0.500 |
3.288 |
|
0.382 |
3.280 |
|
LOW |
3.255 |
|
0.618 |
3.215 |
|
1.000 |
3.190 |
|
1.618 |
3.150 |
|
2.618 |
3.085 |
|
4.250 |
2.979 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.293 |
3.284 |
| PP |
3.290 |
3.271 |
| S1 |
3.288 |
3.259 |
|