NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.421 |
3.411 |
-0.010 |
-0.3% |
3.431 |
| High |
3.464 |
3.456 |
-0.008 |
-0.2% |
3.482 |
| Low |
3.337 |
3.392 |
0.055 |
1.6% |
3.343 |
| Close |
3.392 |
3.432 |
0.040 |
1.2% |
3.375 |
| Range |
0.127 |
0.064 |
-0.063 |
-49.6% |
0.139 |
| ATR |
0.102 |
0.099 |
-0.003 |
-2.6% |
0.000 |
| Volume |
18,935 |
40,545 |
21,610 |
114.1% |
132,366 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.619 |
3.589 |
3.467 |
|
| R3 |
3.555 |
3.525 |
3.450 |
|
| R2 |
3.491 |
3.491 |
3.444 |
|
| R1 |
3.461 |
3.461 |
3.438 |
3.476 |
| PP |
3.427 |
3.427 |
3.427 |
3.434 |
| S1 |
3.397 |
3.397 |
3.426 |
3.412 |
| S2 |
3.363 |
3.363 |
3.420 |
|
| S3 |
3.299 |
3.333 |
3.414 |
|
| S4 |
3.235 |
3.269 |
3.397 |
|
|
| 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% |
0.093 |
2.7% |
67% |
False |
False |
26,238 |
| 10 |
3.668 |
3.332 |
0.336 |
9.8% |
0.091 |
2.7% |
30% |
False |
False |
29,523 |
| 20 |
3.750 |
3.332 |
0.418 |
12.2% |
0.098 |
2.9% |
24% |
False |
False |
26,798 |
| 40 |
3.750 |
3.332 |
0.418 |
12.2% |
0.103 |
3.0% |
24% |
False |
False |
23,723 |
| 60 |
3.750 |
3.114 |
0.636 |
18.5% |
0.100 |
2.9% |
50% |
False |
False |
21,881 |
| 80 |
3.750 |
3.114 |
0.636 |
18.5% |
0.097 |
2.8% |
50% |
False |
False |
20,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.728 |
|
2.618 |
3.624 |
|
1.618 |
3.560 |
|
1.000 |
3.520 |
|
0.618 |
3.496 |
|
HIGH |
3.456 |
|
0.618 |
3.432 |
|
0.500 |
3.424 |
|
0.382 |
3.416 |
|
LOW |
3.392 |
|
0.618 |
3.352 |
|
1.000 |
3.328 |
|
1.618 |
3.288 |
|
2.618 |
3.224 |
|
4.250 |
3.120 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.429 |
3.421 |
| PP |
3.427 |
3.409 |
| S1 |
3.424 |
3.398 |
|