NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.181 |
3.224 |
0.043 |
1.4% |
3.246 |
| High |
3.230 |
3.276 |
0.046 |
1.4% |
3.250 |
| Low |
3.144 |
3.175 |
0.031 |
1.0% |
3.055 |
| Close |
3.220 |
3.241 |
0.021 |
0.7% |
3.220 |
| Range |
0.086 |
0.101 |
0.015 |
17.4% |
0.195 |
| ATR |
0.105 |
0.104 |
0.000 |
-0.2% |
0.000 |
| Volume |
32,191 |
24,250 |
-7,941 |
-24.7% |
140,250 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.534 |
3.488 |
3.297 |
|
| R3 |
3.433 |
3.387 |
3.269 |
|
| R2 |
3.332 |
3.332 |
3.260 |
|
| R1 |
3.286 |
3.286 |
3.250 |
3.309 |
| PP |
3.231 |
3.231 |
3.231 |
3.242 |
| S1 |
3.185 |
3.185 |
3.232 |
3.208 |
| S2 |
3.130 |
3.130 |
3.222 |
|
| S3 |
3.029 |
3.084 |
3.213 |
|
| S4 |
2.928 |
2.983 |
3.185 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.760 |
3.685 |
3.327 |
|
| R3 |
3.565 |
3.490 |
3.274 |
|
| R2 |
3.370 |
3.370 |
3.256 |
|
| R1 |
3.295 |
3.295 |
3.238 |
3.235 |
| PP |
3.175 |
3.175 |
3.175 |
3.145 |
| S1 |
3.100 |
3.100 |
3.202 |
3.040 |
| S2 |
2.980 |
2.980 |
3.184 |
|
| S3 |
2.785 |
2.905 |
3.166 |
|
| S4 |
2.590 |
2.710 |
3.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.276 |
3.055 |
0.221 |
6.8% |
0.093 |
2.9% |
84% |
True |
False |
28,763 |
| 10 |
3.359 |
3.055 |
0.304 |
9.4% |
0.104 |
3.2% |
61% |
False |
False |
26,600 |
| 20 |
3.544 |
3.055 |
0.489 |
15.1% |
0.102 |
3.2% |
38% |
False |
False |
24,880 |
| 40 |
3.631 |
3.055 |
0.576 |
17.8% |
0.105 |
3.2% |
32% |
False |
False |
22,059 |
| 60 |
3.631 |
2.962 |
0.669 |
20.6% |
0.108 |
3.3% |
42% |
False |
False |
19,950 |
| 80 |
3.631 |
2.962 |
0.669 |
20.6% |
0.104 |
3.2% |
42% |
False |
False |
17,934 |
| 100 |
3.631 |
2.909 |
0.722 |
22.3% |
0.098 |
3.0% |
46% |
False |
False |
16,225 |
| 120 |
3.631 |
2.909 |
0.722 |
22.3% |
0.092 |
2.8% |
46% |
False |
False |
14,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.705 |
|
2.618 |
3.540 |
|
1.618 |
3.439 |
|
1.000 |
3.377 |
|
0.618 |
3.338 |
|
HIGH |
3.276 |
|
0.618 |
3.237 |
|
0.500 |
3.226 |
|
0.382 |
3.214 |
|
LOW |
3.175 |
|
0.618 |
3.113 |
|
1.000 |
3.074 |
|
1.618 |
3.012 |
|
2.618 |
2.911 |
|
4.250 |
2.746 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.236 |
3.223 |
| PP |
3.231 |
3.206 |
| S1 |
3.226 |
3.188 |
|