NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.368 |
3.421 |
0.053 |
1.6% |
3.431 |
| High |
3.427 |
3.464 |
0.037 |
1.1% |
3.482 |
| Low |
3.332 |
3.337 |
0.005 |
0.2% |
3.343 |
| Close |
3.425 |
3.392 |
-0.033 |
-1.0% |
3.375 |
| Range |
0.095 |
0.127 |
0.032 |
33.7% |
0.139 |
| ATR |
0.100 |
0.102 |
0.002 |
2.0% |
0.000 |
| Volume |
19,194 |
18,935 |
-259 |
-1.3% |
132,366 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.779 |
3.712 |
3.462 |
|
| R3 |
3.652 |
3.585 |
3.427 |
|
| R2 |
3.525 |
3.525 |
3.415 |
|
| R1 |
3.458 |
3.458 |
3.404 |
3.428 |
| PP |
3.398 |
3.398 |
3.398 |
3.383 |
| S1 |
3.331 |
3.331 |
3.380 |
3.301 |
| S2 |
3.271 |
3.271 |
3.369 |
|
| S3 |
3.144 |
3.204 |
3.357 |
|
| S4 |
3.017 |
3.077 |
3.322 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.817 |
3.735 |
3.451 |
|
| R3 |
3.678 |
3.596 |
3.413 |
|
| R2 |
3.539 |
3.539 |
3.400 |
|
| R1 |
3.457 |
3.457 |
3.388 |
3.429 |
| PP |
3.400 |
3.400 |
3.400 |
3.386 |
| S1 |
3.318 |
3.318 |
3.362 |
3.290 |
| S2 |
3.261 |
3.261 |
3.350 |
|
| S3 |
3.122 |
3.179 |
3.337 |
|
| S4 |
2.983 |
3.040 |
3.299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.482 |
3.332 |
0.150 |
4.4% |
0.090 |
2.6% |
40% |
False |
False |
22,926 |
| 10 |
3.668 |
3.332 |
0.336 |
9.9% |
0.091 |
2.7% |
18% |
False |
False |
28,319 |
| 20 |
3.750 |
3.332 |
0.418 |
12.3% |
0.099 |
2.9% |
14% |
False |
False |
26,040 |
| 40 |
3.750 |
3.332 |
0.418 |
12.3% |
0.103 |
3.0% |
14% |
False |
False |
23,102 |
| 60 |
3.750 |
3.114 |
0.636 |
18.8% |
0.100 |
3.0% |
44% |
False |
False |
21,441 |
| 80 |
3.750 |
3.114 |
0.636 |
18.8% |
0.097 |
2.9% |
44% |
False |
False |
19,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.004 |
|
2.618 |
3.796 |
|
1.618 |
3.669 |
|
1.000 |
3.591 |
|
0.618 |
3.542 |
|
HIGH |
3.464 |
|
0.618 |
3.415 |
|
0.500 |
3.401 |
|
0.382 |
3.386 |
|
LOW |
3.337 |
|
0.618 |
3.259 |
|
1.000 |
3.210 |
|
1.618 |
3.132 |
|
2.618 |
3.005 |
|
4.250 |
2.797 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.401 |
3.398 |
| PP |
3.398 |
3.396 |
| S1 |
3.395 |
3.394 |
|