NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.431 |
3.415 |
-0.016 |
-0.5% |
3.356 |
| High |
3.462 |
3.482 |
0.020 |
0.6% |
3.668 |
| Low |
3.406 |
3.406 |
0.000 |
0.0% |
3.337 |
| Close |
3.414 |
3.473 |
0.059 |
1.7% |
3.453 |
| Range |
0.056 |
0.076 |
0.020 |
35.7% |
0.331 |
| ATR |
0.106 |
0.104 |
-0.002 |
-2.0% |
0.000 |
| Volume |
35,963 |
19,902 |
-16,061 |
-44.7% |
150,366 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.682 |
3.653 |
3.515 |
|
| R3 |
3.606 |
3.577 |
3.494 |
|
| R2 |
3.530 |
3.530 |
3.487 |
|
| R1 |
3.501 |
3.501 |
3.480 |
3.516 |
| PP |
3.454 |
3.454 |
3.454 |
3.461 |
| S1 |
3.425 |
3.425 |
3.466 |
3.440 |
| S2 |
3.378 |
3.378 |
3.459 |
|
| S3 |
3.302 |
3.349 |
3.452 |
|
| S4 |
3.226 |
3.273 |
3.431 |
|
|
| 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 |
3.406 |
0.262 |
7.5% |
0.092 |
2.7% |
26% |
False |
True |
33,712 |
| 10 |
3.706 |
3.337 |
0.369 |
10.6% |
0.109 |
3.1% |
37% |
False |
False |
29,771 |
| 20 |
3.750 |
3.337 |
0.413 |
11.9% |
0.101 |
2.9% |
33% |
False |
False |
26,507 |
| 40 |
3.750 |
3.328 |
0.422 |
12.2% |
0.104 |
3.0% |
34% |
False |
False |
22,935 |
| 60 |
3.750 |
3.114 |
0.636 |
18.3% |
0.100 |
2.9% |
56% |
False |
False |
21,477 |
| 80 |
3.750 |
3.062 |
0.688 |
19.8% |
0.096 |
2.8% |
60% |
False |
False |
19,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.805 |
|
2.618 |
3.681 |
|
1.618 |
3.605 |
|
1.000 |
3.558 |
|
0.618 |
3.529 |
|
HIGH |
3.482 |
|
0.618 |
3.453 |
|
0.500 |
3.444 |
|
0.382 |
3.435 |
|
LOW |
3.406 |
|
0.618 |
3.359 |
|
1.000 |
3.330 |
|
1.618 |
3.283 |
|
2.618 |
3.207 |
|
4.250 |
3.083 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.463 |
3.479 |
| PP |
3.454 |
3.477 |
| S1 |
3.444 |
3.475 |
|