NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.361 |
3.339 |
-0.022 |
-0.7% |
3.413 |
| High |
3.400 |
3.428 |
0.028 |
0.8% |
3.479 |
| Low |
3.353 |
3.336 |
-0.017 |
-0.5% |
3.353 |
| Close |
3.374 |
3.425 |
0.051 |
1.5% |
3.374 |
| Range |
0.047 |
0.092 |
0.045 |
95.7% |
0.126 |
| ATR |
0.087 |
0.087 |
0.000 |
0.4% |
0.000 |
| Volume |
8,513 |
6,560 |
-1,953 |
-22.9% |
43,484 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.672 |
3.641 |
3.476 |
|
| R3 |
3.580 |
3.549 |
3.450 |
|
| R2 |
3.488 |
3.488 |
3.442 |
|
| R1 |
3.457 |
3.457 |
3.433 |
3.473 |
| PP |
3.396 |
3.396 |
3.396 |
3.404 |
| S1 |
3.365 |
3.365 |
3.417 |
3.381 |
| S2 |
3.304 |
3.304 |
3.408 |
|
| S3 |
3.212 |
3.273 |
3.400 |
|
| S4 |
3.120 |
3.181 |
3.374 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.780 |
3.703 |
3.443 |
|
| R3 |
3.654 |
3.577 |
3.409 |
|
| R2 |
3.528 |
3.528 |
3.397 |
|
| R1 |
3.451 |
3.451 |
3.386 |
3.427 |
| PP |
3.402 |
3.402 |
3.402 |
3.390 |
| S1 |
3.325 |
3.325 |
3.362 |
3.301 |
| S2 |
3.276 |
3.276 |
3.351 |
|
| S3 |
3.150 |
3.199 |
3.339 |
|
| S4 |
3.024 |
3.073 |
3.305 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.819 |
|
2.618 |
3.669 |
|
1.618 |
3.577 |
|
1.000 |
3.520 |
|
0.618 |
3.485 |
|
HIGH |
3.428 |
|
0.618 |
3.393 |
|
0.500 |
3.382 |
|
0.382 |
3.371 |
|
LOW |
3.336 |
|
0.618 |
3.279 |
|
1.000 |
3.244 |
|
1.618 |
3.187 |
|
2.618 |
3.095 |
|
4.250 |
2.945 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.411 |
3.412 |
| PP |
3.396 |
3.398 |
| S1 |
3.382 |
3.385 |
|