NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.429 |
3.440 |
0.011 |
0.3% |
3.352 |
| High |
3.495 |
3.453 |
-0.042 |
-1.2% |
3.666 |
| Low |
3.429 |
3.430 |
0.001 |
0.0% |
3.352 |
| Close |
3.487 |
3.432 |
-0.055 |
-1.6% |
3.475 |
| Range |
0.066 |
0.023 |
-0.043 |
-65.2% |
0.314 |
| ATR |
0.081 |
0.079 |
-0.002 |
-2.1% |
0.000 |
| Volume |
1,179 |
1,633 |
454 |
38.5% |
8,539 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.507 |
3.493 |
3.445 |
|
| R3 |
3.484 |
3.470 |
3.438 |
|
| R2 |
3.461 |
3.461 |
3.436 |
|
| R1 |
3.447 |
3.447 |
3.434 |
3.443 |
| PP |
3.438 |
3.438 |
3.438 |
3.436 |
| S1 |
3.424 |
3.424 |
3.430 |
3.420 |
| S2 |
3.415 |
3.415 |
3.428 |
|
| S3 |
3.392 |
3.401 |
3.426 |
|
| S4 |
3.369 |
3.378 |
3.419 |
|
|
| 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 |
6.9% |
0.060 |
1.8% |
1% |
False |
False |
1,964 |
| 10 |
3.666 |
3.352 |
0.314 |
9.1% |
0.077 |
2.2% |
25% |
False |
False |
1,546 |
| 20 |
3.704 |
3.352 |
0.352 |
10.3% |
0.067 |
1.9% |
23% |
False |
False |
1,340 |
| 40 |
3.704 |
3.331 |
0.373 |
10.9% |
0.070 |
2.0% |
27% |
False |
False |
1,199 |
| 60 |
3.704 |
3.170 |
0.534 |
15.6% |
0.066 |
1.9% |
49% |
False |
False |
1,145 |
| 80 |
3.704 |
3.124 |
0.580 |
16.9% |
0.066 |
1.9% |
53% |
False |
False |
1,122 |
| 100 |
3.704 |
3.072 |
0.632 |
18.4% |
0.061 |
1.8% |
57% |
False |
False |
1,044 |
| 120 |
3.704 |
3.072 |
0.632 |
18.4% |
0.060 |
1.8% |
57% |
False |
False |
983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.551 |
|
2.618 |
3.513 |
|
1.618 |
3.490 |
|
1.000 |
3.476 |
|
0.618 |
3.467 |
|
HIGH |
3.453 |
|
0.618 |
3.444 |
|
0.500 |
3.442 |
|
0.382 |
3.439 |
|
LOW |
3.430 |
|
0.618 |
3.416 |
|
1.000 |
3.407 |
|
1.618 |
3.393 |
|
2.618 |
3.370 |
|
4.250 |
3.332 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.442 |
3.462 |
| PP |
3.438 |
3.452 |
| S1 |
3.435 |
3.442 |
|