NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.554 |
3.552 |
-0.002 |
-0.1% |
3.356 |
| High |
3.668 |
3.552 |
-0.116 |
-3.2% |
3.668 |
| Low |
3.514 |
3.439 |
-0.075 |
-2.1% |
3.337 |
| Close |
3.557 |
3.453 |
-0.104 |
-2.9% |
3.453 |
| Range |
0.154 |
0.113 |
-0.041 |
-26.6% |
0.331 |
| ATR |
0.110 |
0.110 |
0.001 |
0.5% |
0.000 |
| Volume |
34,811 |
49,382 |
14,571 |
41.9% |
150,366 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.820 |
3.750 |
3.515 |
|
| R3 |
3.707 |
3.637 |
3.484 |
|
| R2 |
3.594 |
3.594 |
3.474 |
|
| R1 |
3.524 |
3.524 |
3.463 |
3.503 |
| PP |
3.481 |
3.481 |
3.481 |
3.471 |
| S1 |
3.411 |
3.411 |
3.443 |
3.390 |
| S2 |
3.368 |
3.368 |
3.432 |
|
| S3 |
3.255 |
3.298 |
3.422 |
|
| S4 |
3.142 |
3.185 |
3.391 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.479 |
4.297 |
3.635 |
|
| R3 |
4.148 |
3.966 |
3.544 |
|
| R2 |
3.817 |
3.817 |
3.514 |
|
| R1 |
3.635 |
3.635 |
3.483 |
3.726 |
| PP |
3.486 |
3.486 |
3.486 |
3.532 |
| S1 |
3.304 |
3.304 |
3.423 |
3.395 |
| S2 |
3.155 |
3.155 |
3.392 |
|
| S3 |
2.824 |
2.973 |
3.362 |
|
| S4 |
2.493 |
2.642 |
3.271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.668 |
3.337 |
0.331 |
9.6% |
0.117 |
3.4% |
35% |
False |
False |
30,073 |
| 10 |
3.750 |
3.337 |
0.413 |
12.0% |
0.116 |
3.4% |
28% |
False |
False |
28,644 |
| 20 |
3.750 |
3.337 |
0.413 |
12.0% |
0.105 |
3.0% |
28% |
False |
False |
25,071 |
| 40 |
3.750 |
3.291 |
0.459 |
13.3% |
0.106 |
3.1% |
35% |
False |
False |
22,901 |
| 60 |
3.750 |
3.114 |
0.636 |
18.4% |
0.102 |
2.9% |
53% |
False |
False |
21,135 |
| 80 |
3.750 |
3.062 |
0.688 |
19.9% |
0.096 |
2.8% |
57% |
False |
False |
19,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.032 |
|
2.618 |
3.848 |
|
1.618 |
3.735 |
|
1.000 |
3.665 |
|
0.618 |
3.622 |
|
HIGH |
3.552 |
|
0.618 |
3.509 |
|
0.500 |
3.496 |
|
0.382 |
3.482 |
|
LOW |
3.439 |
|
0.618 |
3.369 |
|
1.000 |
3.326 |
|
1.618 |
3.256 |
|
2.618 |
3.143 |
|
4.250 |
2.959 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.496 |
3.554 |
| PP |
3.481 |
3.520 |
| S1 |
3.467 |
3.487 |
|