NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.436 |
-0.034 |
-1.0% |
3.442 |
| High |
3.480 |
3.470 |
-0.010 |
-0.3% |
3.495 |
| Low |
3.385 |
3.433 |
0.048 |
1.4% |
3.384 |
| Close |
3.418 |
3.456 |
0.038 |
1.1% |
3.400 |
| Range |
0.095 |
0.037 |
-0.058 |
-61.1% |
0.111 |
| ATR |
0.075 |
0.073 |
-0.002 |
-2.2% |
0.000 |
| Volume |
1,162 |
2,214 |
1,052 |
90.5% |
6,663 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.564 |
3.547 |
3.476 |
|
| R3 |
3.527 |
3.510 |
3.466 |
|
| R2 |
3.490 |
3.490 |
3.463 |
|
| R1 |
3.473 |
3.473 |
3.459 |
3.482 |
| PP |
3.453 |
3.453 |
3.453 |
3.457 |
| S1 |
3.436 |
3.436 |
3.453 |
3.445 |
| S2 |
3.416 |
3.416 |
3.449 |
|
| S3 |
3.379 |
3.399 |
3.446 |
|
| S4 |
3.342 |
3.362 |
3.436 |
|
|
| 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% |
0.057 |
1.6% |
75% |
False |
False |
1,379 |
| 10 |
3.666 |
3.384 |
0.282 |
8.2% |
0.059 |
1.7% |
26% |
False |
False |
1,671 |
| 20 |
3.704 |
3.352 |
0.352 |
10.2% |
0.069 |
2.0% |
30% |
False |
False |
1,419 |
| 40 |
3.704 |
3.352 |
0.352 |
10.2% |
0.069 |
2.0% |
30% |
False |
False |
1,263 |
| 60 |
3.704 |
3.170 |
0.534 |
15.5% |
0.066 |
1.9% |
54% |
False |
False |
1,159 |
| 80 |
3.704 |
3.170 |
0.534 |
15.5% |
0.065 |
1.9% |
54% |
False |
False |
1,147 |
| 100 |
3.704 |
3.072 |
0.632 |
18.3% |
0.062 |
1.8% |
61% |
False |
False |
1,089 |
| 120 |
3.704 |
3.072 |
0.632 |
18.3% |
0.060 |
1.7% |
61% |
False |
False |
980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.627 |
|
2.618 |
3.567 |
|
1.618 |
3.530 |
|
1.000 |
3.507 |
|
0.618 |
3.493 |
|
HIGH |
3.470 |
|
0.618 |
3.456 |
|
0.500 |
3.452 |
|
0.382 |
3.447 |
|
LOW |
3.433 |
|
0.618 |
3.410 |
|
1.000 |
3.396 |
|
1.618 |
3.373 |
|
2.618 |
3.336 |
|
4.250 |
3.276 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.455 |
3.448 |
| PP |
3.453 |
3.440 |
| S1 |
3.452 |
3.433 |
|