NYMEX Natural Gas Future May 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 |
3.442 |
3.429 |
-0.013 |
-0.4% |
3.352 |
| High |
3.478 |
3.495 |
0.017 |
0.5% |
3.666 |
| Low |
3.434 |
3.429 |
-0.005 |
-0.1% |
3.352 |
| Close |
3.434 |
3.487 |
0.053 |
1.5% |
3.475 |
| Range |
0.044 |
0.066 |
0.022 |
50.0% |
0.314 |
| ATR |
0.082 |
0.081 |
-0.001 |
-1.4% |
0.000 |
| Volume |
1,420 |
1,179 |
-241 |
-17.0% |
8,539 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.668 |
3.644 |
3.523 |
|
| R3 |
3.602 |
3.578 |
3.505 |
|
| R2 |
3.536 |
3.536 |
3.499 |
|
| R1 |
3.512 |
3.512 |
3.493 |
3.524 |
| PP |
3.470 |
3.470 |
3.470 |
3.477 |
| S1 |
3.446 |
3.446 |
3.481 |
3.458 |
| S2 |
3.404 |
3.404 |
3.475 |
|
| S3 |
3.338 |
3.380 |
3.469 |
|
| S4 |
3.272 |
3.314 |
3.451 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.440 |
4.271 |
3.648 |
|
| R3 |
4.126 |
3.957 |
3.561 |
|
| R2 |
3.812 |
3.812 |
3.533 |
|
| R1 |
3.643 |
3.643 |
3.504 |
3.728 |
| PP |
3.498 |
3.498 |
3.498 |
3.540 |
| S1 |
3.329 |
3.329 |
3.446 |
3.414 |
| S2 |
3.184 |
3.184 |
3.417 |
|
| S3 |
2.870 |
3.015 |
3.389 |
|
| S4 |
2.556 |
2.701 |
3.302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.666 |
3.429 |
0.237 |
6.8% |
0.068 |
2.0% |
24% |
False |
True |
1,846 |
| 10 |
3.667 |
3.352 |
0.315 |
9.0% |
0.081 |
2.3% |
43% |
False |
False |
1,586 |
| 20 |
3.704 |
3.352 |
0.352 |
10.1% |
0.072 |
2.1% |
38% |
False |
False |
1,285 |
| 40 |
3.704 |
3.331 |
0.373 |
10.7% |
0.071 |
2.0% |
42% |
False |
False |
1,203 |
| 60 |
3.704 |
3.170 |
0.534 |
15.3% |
0.067 |
1.9% |
59% |
False |
False |
1,142 |
| 80 |
3.704 |
3.072 |
0.632 |
18.1% |
0.067 |
1.9% |
66% |
False |
False |
1,112 |
| 100 |
3.704 |
3.072 |
0.632 |
18.1% |
0.061 |
1.8% |
66% |
False |
False |
1,031 |
| 120 |
3.750 |
3.072 |
0.678 |
19.4% |
0.060 |
1.7% |
61% |
False |
False |
976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.776 |
|
2.618 |
3.668 |
|
1.618 |
3.602 |
|
1.000 |
3.561 |
|
0.618 |
3.536 |
|
HIGH |
3.495 |
|
0.618 |
3.470 |
|
0.500 |
3.462 |
|
0.382 |
3.454 |
|
LOW |
3.429 |
|
0.618 |
3.388 |
|
1.000 |
3.363 |
|
1.618 |
3.322 |
|
2.618 |
3.256 |
|
4.250 |
3.149 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.479 |
3.480 |
| PP |
3.470 |
3.474 |
| S1 |
3.462 |
3.467 |
|