NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.440 |
3.435 |
-0.005 |
-0.1% |
3.352 |
| High |
3.453 |
3.444 |
-0.009 |
-0.3% |
3.666 |
| Low |
3.430 |
3.396 |
-0.034 |
-1.0% |
3.352 |
| Close |
3.432 |
3.397 |
-0.035 |
-1.0% |
3.475 |
| Range |
0.023 |
0.048 |
0.025 |
108.7% |
0.314 |
| ATR |
0.079 |
0.077 |
-0.002 |
-2.8% |
0.000 |
| Volume |
1,633 |
860 |
-773 |
-47.3% |
8,539 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.556 |
3.525 |
3.423 |
|
| R3 |
3.508 |
3.477 |
3.410 |
|
| R2 |
3.460 |
3.460 |
3.406 |
|
| R1 |
3.429 |
3.429 |
3.401 |
3.421 |
| PP |
3.412 |
3.412 |
3.412 |
3.408 |
| S1 |
3.381 |
3.381 |
3.393 |
3.373 |
| S2 |
3.364 |
3.364 |
3.388 |
|
| S3 |
3.316 |
3.333 |
3.384 |
|
| S4 |
3.268 |
3.285 |
3.371 |
|
|
| 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 |
3.505 |
3.396 |
0.109 |
3.2% |
0.044 |
1.3% |
1% |
False |
True |
1,803 |
| 10 |
3.666 |
3.352 |
0.314 |
9.2% |
0.067 |
2.0% |
14% |
False |
False |
1,518 |
| 20 |
3.704 |
3.352 |
0.352 |
10.4% |
0.066 |
2.0% |
13% |
False |
False |
1,293 |
| 40 |
3.704 |
3.331 |
0.373 |
11.0% |
0.070 |
2.0% |
18% |
False |
False |
1,180 |
| 60 |
3.704 |
3.170 |
0.534 |
15.7% |
0.066 |
1.9% |
43% |
False |
False |
1,134 |
| 80 |
3.704 |
3.155 |
0.549 |
16.2% |
0.066 |
1.9% |
44% |
False |
False |
1,120 |
| 100 |
3.704 |
3.072 |
0.632 |
18.6% |
0.061 |
1.8% |
51% |
False |
False |
1,052 |
| 120 |
3.704 |
3.072 |
0.632 |
18.6% |
0.060 |
1.8% |
51% |
False |
False |
952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.648 |
|
2.618 |
3.570 |
|
1.618 |
3.522 |
|
1.000 |
3.492 |
|
0.618 |
3.474 |
|
HIGH |
3.444 |
|
0.618 |
3.426 |
|
0.500 |
3.420 |
|
0.382 |
3.414 |
|
LOW |
3.396 |
|
0.618 |
3.366 |
|
1.000 |
3.348 |
|
1.618 |
3.318 |
|
2.618 |
3.270 |
|
4.250 |
3.192 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.420 |
3.446 |
| PP |
3.412 |
3.429 |
| S1 |
3.405 |
3.413 |
|