NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.436 |
3.456 |
0.020 |
0.6% |
3.442 |
| High |
3.470 |
3.464 |
-0.006 |
-0.2% |
3.495 |
| Low |
3.433 |
3.370 |
-0.063 |
-1.8% |
3.384 |
| Close |
3.456 |
3.450 |
-0.006 |
-0.2% |
3.400 |
| Range |
0.037 |
0.094 |
0.057 |
154.1% |
0.111 |
| ATR |
0.073 |
0.075 |
0.001 |
2.0% |
0.000 |
| Volume |
2,214 |
1,170 |
-1,044 |
-47.2% |
6,663 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.710 |
3.674 |
3.502 |
|
| R3 |
3.616 |
3.580 |
3.476 |
|
| R2 |
3.522 |
3.522 |
3.467 |
|
| R1 |
3.486 |
3.486 |
3.459 |
3.457 |
| PP |
3.428 |
3.428 |
3.428 |
3.414 |
| S1 |
3.392 |
3.392 |
3.441 |
3.363 |
| S2 |
3.334 |
3.334 |
3.433 |
|
| S3 |
3.240 |
3.298 |
3.424 |
|
| S4 |
3.146 |
3.204 |
3.398 |
|
|
| 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 |
3.370 |
0.110 |
3.2% |
0.066 |
1.9% |
73% |
False |
True |
1,441 |
| 10 |
3.505 |
3.370 |
0.135 |
3.9% |
0.055 |
1.6% |
59% |
False |
True |
1,622 |
| 20 |
3.704 |
3.352 |
0.352 |
10.2% |
0.070 |
2.0% |
28% |
False |
False |
1,437 |
| 40 |
3.704 |
3.352 |
0.352 |
10.2% |
0.069 |
2.0% |
28% |
False |
False |
1,274 |
| 60 |
3.704 |
3.170 |
0.534 |
15.5% |
0.067 |
1.9% |
52% |
False |
False |
1,158 |
| 80 |
3.704 |
3.170 |
0.534 |
15.5% |
0.066 |
1.9% |
52% |
False |
False |
1,149 |
| 100 |
3.704 |
3.072 |
0.632 |
18.3% |
0.062 |
1.8% |
60% |
False |
False |
1,093 |
| 120 |
3.704 |
3.072 |
0.632 |
18.3% |
0.060 |
1.7% |
60% |
False |
False |
988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.864 |
|
2.618 |
3.710 |
|
1.618 |
3.616 |
|
1.000 |
3.558 |
|
0.618 |
3.522 |
|
HIGH |
3.464 |
|
0.618 |
3.428 |
|
0.500 |
3.417 |
|
0.382 |
3.406 |
|
LOW |
3.370 |
|
0.618 |
3.312 |
|
1.000 |
3.276 |
|
1.618 |
3.218 |
|
2.618 |
3.124 |
|
4.250 |
2.971 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.439 |
3.442 |
| PP |
3.428 |
3.433 |
| S1 |
3.417 |
3.425 |
|