NYMEX Natural Gas Future March 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 |
3.413 |
3.416 |
0.003 |
0.1% |
3.375 |
| High |
3.460 |
3.479 |
0.019 |
0.5% |
3.658 |
| Low |
3.412 |
3.405 |
-0.007 |
-0.2% |
3.369 |
| Close |
3.414 |
3.469 |
0.055 |
1.6% |
3.456 |
| Range |
0.048 |
0.074 |
0.026 |
54.2% |
0.289 |
| ATR |
0.094 |
0.093 |
-0.001 |
-1.5% |
0.000 |
| Volume |
12,000 |
8,188 |
-3,812 |
-31.8% |
41,397 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.673 |
3.645 |
3.510 |
|
| R3 |
3.599 |
3.571 |
3.489 |
|
| R2 |
3.525 |
3.525 |
3.483 |
|
| R1 |
3.497 |
3.497 |
3.476 |
3.511 |
| PP |
3.451 |
3.451 |
3.451 |
3.458 |
| S1 |
3.423 |
3.423 |
3.462 |
3.437 |
| S2 |
3.377 |
3.377 |
3.455 |
|
| S3 |
3.303 |
3.349 |
3.449 |
|
| S4 |
3.229 |
3.275 |
3.428 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.361 |
4.198 |
3.615 |
|
| R3 |
4.072 |
3.909 |
3.535 |
|
| R2 |
3.783 |
3.783 |
3.509 |
|
| R1 |
3.620 |
3.620 |
3.482 |
3.702 |
| PP |
3.494 |
3.494 |
3.494 |
3.535 |
| S1 |
3.331 |
3.331 |
3.430 |
3.413 |
| S2 |
3.205 |
3.205 |
3.403 |
|
| S3 |
2.916 |
3.042 |
3.377 |
|
| S4 |
2.627 |
2.753 |
3.297 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.794 |
|
2.618 |
3.673 |
|
1.618 |
3.599 |
|
1.000 |
3.553 |
|
0.618 |
3.525 |
|
HIGH |
3.479 |
|
0.618 |
3.451 |
|
0.500 |
3.442 |
|
0.382 |
3.433 |
|
LOW |
3.405 |
|
0.618 |
3.359 |
|
1.000 |
3.331 |
|
1.618 |
3.285 |
|
2.618 |
3.211 |
|
4.250 |
3.091 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.460 |
3.463 |
| PP |
3.451 |
3.456 |
| S1 |
3.442 |
3.450 |
|