NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.318 |
3.246 |
-0.072 |
-2.2% |
3.240 |
| High |
3.359 |
3.250 |
-0.109 |
-3.2% |
3.359 |
| Low |
3.210 |
3.140 |
-0.070 |
-2.2% |
3.192 |
| Close |
3.214 |
3.144 |
-0.070 |
-2.2% |
3.214 |
| Range |
0.149 |
0.110 |
-0.039 |
-26.2% |
0.167 |
| ATR |
0.109 |
0.109 |
0.000 |
0.1% |
0.000 |
| Volume |
30,847 |
20,684 |
-10,163 |
-32.9% |
117,482 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.508 |
3.436 |
3.205 |
|
| R3 |
3.398 |
3.326 |
3.174 |
|
| R2 |
3.288 |
3.288 |
3.164 |
|
| R1 |
3.216 |
3.216 |
3.154 |
3.197 |
| PP |
3.178 |
3.178 |
3.178 |
3.169 |
| S1 |
3.106 |
3.106 |
3.134 |
3.087 |
| S2 |
3.068 |
3.068 |
3.124 |
|
| S3 |
2.958 |
2.996 |
3.114 |
|
| S4 |
2.848 |
2.886 |
3.084 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.756 |
3.652 |
3.306 |
|
| R3 |
3.589 |
3.485 |
3.260 |
|
| R2 |
3.422 |
3.422 |
3.245 |
|
| R1 |
3.318 |
3.318 |
3.229 |
3.287 |
| PP |
3.255 |
3.255 |
3.255 |
3.239 |
| S1 |
3.151 |
3.151 |
3.199 |
3.120 |
| S2 |
3.088 |
3.088 |
3.183 |
|
| S3 |
2.921 |
2.984 |
3.168 |
|
| S4 |
2.754 |
2.817 |
3.122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.359 |
3.140 |
0.219 |
7.0% |
0.116 |
3.7% |
2% |
False |
True |
24,438 |
| 10 |
3.359 |
3.140 |
0.219 |
7.0% |
0.104 |
3.3% |
2% |
False |
True |
21,939 |
| 20 |
3.631 |
3.140 |
0.491 |
15.6% |
0.112 |
3.6% |
1% |
False |
True |
24,359 |
| 40 |
3.631 |
3.140 |
0.491 |
15.6% |
0.108 |
3.4% |
1% |
False |
True |
20,260 |
| 60 |
3.631 |
2.962 |
0.669 |
21.3% |
0.107 |
3.4% |
27% |
False |
False |
18,496 |
| 80 |
3.631 |
2.962 |
0.669 |
21.3% |
0.104 |
3.3% |
27% |
False |
False |
16,669 |
| 100 |
3.631 |
2.909 |
0.722 |
23.0% |
0.096 |
3.1% |
33% |
False |
False |
15,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.718 |
|
2.618 |
3.538 |
|
1.618 |
3.428 |
|
1.000 |
3.360 |
|
0.618 |
3.318 |
|
HIGH |
3.250 |
|
0.618 |
3.208 |
|
0.500 |
3.195 |
|
0.382 |
3.182 |
|
LOW |
3.140 |
|
0.618 |
3.072 |
|
1.000 |
3.030 |
|
1.618 |
2.962 |
|
2.618 |
2.852 |
|
4.250 |
2.673 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.195 |
3.250 |
| PP |
3.178 |
3.214 |
| S1 |
3.161 |
3.179 |
|