NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.246 |
3.147 |
-0.099 |
-3.0% |
3.240 |
| High |
3.250 |
3.150 |
-0.100 |
-3.1% |
3.359 |
| Low |
3.140 |
3.071 |
-0.069 |
-2.2% |
3.192 |
| Close |
3.144 |
3.077 |
-0.067 |
-2.1% |
3.214 |
| Range |
0.110 |
0.079 |
-0.031 |
-28.2% |
0.167 |
| ATR |
0.109 |
0.107 |
-0.002 |
-2.0% |
0.000 |
| Volume |
20,684 |
24,286 |
3,602 |
17.4% |
117,482 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.336 |
3.286 |
3.120 |
|
| R3 |
3.257 |
3.207 |
3.099 |
|
| R2 |
3.178 |
3.178 |
3.091 |
|
| R1 |
3.128 |
3.128 |
3.084 |
3.114 |
| PP |
3.099 |
3.099 |
3.099 |
3.092 |
| S1 |
3.049 |
3.049 |
3.070 |
3.035 |
| S2 |
3.020 |
3.020 |
3.063 |
|
| S3 |
2.941 |
2.970 |
3.055 |
|
| S4 |
2.862 |
2.891 |
3.034 |
|
|
| 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 |
3.071 |
0.288 |
9.4% |
0.106 |
3.5% |
2% |
False |
True |
26,438 |
| 10 |
3.359 |
3.071 |
0.288 |
9.4% |
0.104 |
3.4% |
2% |
False |
True |
22,358 |
| 20 |
3.594 |
3.071 |
0.523 |
17.0% |
0.112 |
3.6% |
1% |
False |
True |
24,590 |
| 40 |
3.631 |
3.071 |
0.560 |
18.2% |
0.108 |
3.5% |
1% |
False |
True |
20,328 |
| 60 |
3.631 |
2.962 |
0.669 |
21.7% |
0.107 |
3.5% |
17% |
False |
False |
18,673 |
| 80 |
3.631 |
2.962 |
0.669 |
21.7% |
0.104 |
3.4% |
17% |
False |
False |
16,868 |
| 100 |
3.631 |
2.909 |
0.722 |
23.5% |
0.096 |
3.1% |
23% |
False |
False |
15,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.486 |
|
2.618 |
3.357 |
|
1.618 |
3.278 |
|
1.000 |
3.229 |
|
0.618 |
3.199 |
|
HIGH |
3.150 |
|
0.618 |
3.120 |
|
0.500 |
3.111 |
|
0.382 |
3.101 |
|
LOW |
3.071 |
|
0.618 |
3.022 |
|
1.000 |
2.992 |
|
1.618 |
2.943 |
|
2.618 |
2.864 |
|
4.250 |
2.735 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.111 |
3.215 |
| PP |
3.099 |
3.169 |
| S1 |
3.088 |
3.123 |
|