NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.415 |
3.470 |
0.055 |
1.6% |
3.442 |
| High |
3.450 |
3.480 |
0.030 |
0.9% |
3.495 |
| Low |
3.390 |
3.385 |
-0.005 |
-0.1% |
3.384 |
| Close |
3.450 |
3.418 |
-0.032 |
-0.9% |
3.400 |
| Range |
0.060 |
0.095 |
0.035 |
58.3% |
0.111 |
| ATR |
0.073 |
0.075 |
0.002 |
2.1% |
0.000 |
| Volume |
1,088 |
1,162 |
74 |
6.8% |
6,663 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.713 |
3.660 |
3.470 |
|
| R3 |
3.618 |
3.565 |
3.444 |
|
| R2 |
3.523 |
3.523 |
3.435 |
|
| R1 |
3.470 |
3.470 |
3.427 |
3.449 |
| PP |
3.428 |
3.428 |
3.428 |
3.417 |
| S1 |
3.375 |
3.375 |
3.409 |
3.354 |
| S2 |
3.333 |
3.333 |
3.401 |
|
| S3 |
3.238 |
3.280 |
3.392 |
|
| S4 |
3.143 |
3.185 |
3.366 |
|
|
| 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 |
3.480 |
3.384 |
0.096 |
2.8% |
0.054 |
1.6% |
35% |
True |
False |
1,262 |
| 10 |
3.666 |
3.384 |
0.282 |
8.3% |
0.061 |
1.8% |
12% |
False |
False |
1,554 |
| 20 |
3.704 |
3.352 |
0.352 |
10.3% |
0.069 |
2.0% |
19% |
False |
False |
1,348 |
| 40 |
3.704 |
3.352 |
0.352 |
10.3% |
0.070 |
2.0% |
19% |
False |
False |
1,219 |
| 60 |
3.704 |
3.170 |
0.534 |
15.6% |
0.067 |
2.0% |
46% |
False |
False |
1,146 |
| 80 |
3.704 |
3.170 |
0.534 |
15.6% |
0.066 |
1.9% |
46% |
False |
False |
1,126 |
| 100 |
3.704 |
3.072 |
0.632 |
18.5% |
0.062 |
1.8% |
55% |
False |
False |
1,076 |
| 120 |
3.704 |
3.072 |
0.632 |
18.5% |
0.059 |
1.7% |
55% |
False |
False |
965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.884 |
|
2.618 |
3.729 |
|
1.618 |
3.634 |
|
1.000 |
3.575 |
|
0.618 |
3.539 |
|
HIGH |
3.480 |
|
0.618 |
3.444 |
|
0.500 |
3.433 |
|
0.382 |
3.421 |
|
LOW |
3.385 |
|
0.618 |
3.326 |
|
1.000 |
3.290 |
|
1.618 |
3.231 |
|
2.618 |
3.136 |
|
4.250 |
2.981 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.433 |
3.432 |
| PP |
3.428 |
3.427 |
| S1 |
3.423 |
3.423 |
|