NYMEX Natural Gas Future March 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 |
3.339 |
3.405 |
0.066 |
2.0% |
3.413 |
| High |
3.428 |
3.459 |
0.031 |
0.9% |
3.479 |
| Low |
3.336 |
3.340 |
0.004 |
0.1% |
3.353 |
| Close |
3.425 |
3.394 |
-0.031 |
-0.9% |
3.374 |
| Range |
0.092 |
0.119 |
0.027 |
29.3% |
0.126 |
| ATR |
0.087 |
0.089 |
0.002 |
2.6% |
0.000 |
| Volume |
6,560 |
3,761 |
-2,799 |
-42.7% |
43,484 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.755 |
3.693 |
3.459 |
|
| R3 |
3.636 |
3.574 |
3.427 |
|
| R2 |
3.517 |
3.517 |
3.416 |
|
| R1 |
3.455 |
3.455 |
3.405 |
3.427 |
| PP |
3.398 |
3.398 |
3.398 |
3.383 |
| S1 |
3.336 |
3.336 |
3.383 |
3.308 |
| S2 |
3.279 |
3.279 |
3.372 |
|
| S3 |
3.160 |
3.217 |
3.361 |
|
| S4 |
3.041 |
3.098 |
3.329 |
|
|
| 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 |
3.965 |
|
2.618 |
3.771 |
|
1.618 |
3.652 |
|
1.000 |
3.578 |
|
0.618 |
3.533 |
|
HIGH |
3.459 |
|
0.618 |
3.414 |
|
0.500 |
3.400 |
|
0.382 |
3.385 |
|
LOW |
3.340 |
|
0.618 |
3.266 |
|
1.000 |
3.221 |
|
1.618 |
3.147 |
|
2.618 |
3.028 |
|
4.250 |
2.834 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.400 |
3.398 |
| PP |
3.398 |
3.396 |
| S1 |
3.396 |
3.395 |
|