NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.418 |
3.434 |
0.016 |
0.5% |
3.413 |
| High |
3.453 |
3.444 |
-0.009 |
-0.3% |
3.479 |
| Low |
3.397 |
3.348 |
-0.049 |
-1.4% |
3.353 |
| Close |
3.434 |
3.426 |
-0.008 |
-0.2% |
3.374 |
| Range |
0.056 |
0.096 |
0.040 |
71.4% |
0.126 |
| ATR |
0.087 |
0.088 |
0.001 |
0.7% |
0.000 |
| Volume |
7,607 |
4,262 |
-3,345 |
-44.0% |
43,484 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.694 |
3.656 |
3.479 |
|
| R3 |
3.598 |
3.560 |
3.452 |
|
| R2 |
3.502 |
3.502 |
3.444 |
|
| R1 |
3.464 |
3.464 |
3.435 |
3.435 |
| PP |
3.406 |
3.406 |
3.406 |
3.392 |
| S1 |
3.368 |
3.368 |
3.417 |
3.339 |
| S2 |
3.310 |
3.310 |
3.408 |
|
| S3 |
3.214 |
3.272 |
3.400 |
|
| S4 |
3.118 |
3.176 |
3.373 |
|
|
| 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 |
3.852 |
|
2.618 |
3.695 |
|
1.618 |
3.599 |
|
1.000 |
3.540 |
|
0.618 |
3.503 |
|
HIGH |
3.444 |
|
0.618 |
3.407 |
|
0.500 |
3.396 |
|
0.382 |
3.385 |
|
LOW |
3.348 |
|
0.618 |
3.289 |
|
1.000 |
3.252 |
|
1.618 |
3.193 |
|
2.618 |
3.097 |
|
4.250 |
2.940 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.416 |
3.417 |
| PP |
3.406 |
3.408 |
| S1 |
3.396 |
3.400 |
|