NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.386 |
3.415 |
0.029 |
0.9% |
3.442 |
| High |
3.427 |
3.450 |
0.023 |
0.7% |
3.495 |
| Low |
3.384 |
3.390 |
0.006 |
0.2% |
3.384 |
| Close |
3.400 |
3.450 |
0.050 |
1.5% |
3.400 |
| Range |
0.043 |
0.060 |
0.017 |
39.5% |
0.111 |
| ATR |
0.075 |
0.073 |
-0.001 |
-1.4% |
0.000 |
| Volume |
1,571 |
1,088 |
-483 |
-30.7% |
6,663 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.610 |
3.590 |
3.483 |
|
| R3 |
3.550 |
3.530 |
3.467 |
|
| R2 |
3.490 |
3.490 |
3.461 |
|
| R1 |
3.470 |
3.470 |
3.456 |
3.480 |
| PP |
3.430 |
3.430 |
3.430 |
3.435 |
| S1 |
3.410 |
3.410 |
3.445 |
3.420 |
| S2 |
3.370 |
3.370 |
3.439 |
|
| S3 |
3.310 |
3.350 |
3.434 |
|
| S4 |
3.250 |
3.290 |
3.417 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.759 |
3.691 |
3.461 |
|
| R3 |
3.648 |
3.580 |
3.431 |
|
| R2 |
3.537 |
3.537 |
3.420 |
|
| R1 |
3.469 |
3.469 |
3.410 |
3.448 |
| PP |
3.426 |
3.426 |
3.426 |
3.416 |
| S1 |
3.358 |
3.358 |
3.390 |
3.337 |
| S2 |
3.315 |
3.315 |
3.380 |
|
| S3 |
3.204 |
3.247 |
3.369 |
|
| S4 |
3.093 |
3.136 |
3.339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.495 |
3.384 |
0.111 |
3.2% |
0.048 |
1.4% |
59% |
False |
False |
1,266 |
| 10 |
3.666 |
3.384 |
0.282 |
8.2% |
0.058 |
1.7% |
23% |
False |
False |
1,513 |
| 20 |
3.704 |
3.352 |
0.352 |
10.2% |
0.067 |
2.0% |
28% |
False |
False |
1,351 |
| 40 |
3.704 |
3.352 |
0.352 |
10.2% |
0.068 |
2.0% |
28% |
False |
False |
1,205 |
| 60 |
3.704 |
3.170 |
0.534 |
15.5% |
0.066 |
1.9% |
52% |
False |
False |
1,143 |
| 80 |
3.704 |
3.170 |
0.534 |
15.5% |
0.066 |
1.9% |
52% |
False |
False |
1,125 |
| 100 |
3.704 |
3.072 |
0.632 |
18.3% |
0.062 |
1.8% |
60% |
False |
False |
1,071 |
| 120 |
3.704 |
3.072 |
0.632 |
18.3% |
0.059 |
1.7% |
60% |
False |
False |
957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.705 |
|
2.618 |
3.607 |
|
1.618 |
3.547 |
|
1.000 |
3.510 |
|
0.618 |
3.487 |
|
HIGH |
3.450 |
|
0.618 |
3.427 |
|
0.500 |
3.420 |
|
0.382 |
3.413 |
|
LOW |
3.390 |
|
0.618 |
3.353 |
|
1.000 |
3.330 |
|
1.618 |
3.293 |
|
2.618 |
3.233 |
|
4.250 |
3.135 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.440 |
3.439 |
| PP |
3.430 |
3.428 |
| S1 |
3.420 |
3.417 |
|