NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.456 |
3.475 |
0.019 |
0.5% |
3.415 |
| High |
3.464 |
3.505 |
0.041 |
1.2% |
3.505 |
| Low |
3.370 |
3.386 |
0.016 |
0.5% |
3.370 |
| Close |
3.450 |
3.386 |
-0.064 |
-1.9% |
3.386 |
| Range |
0.094 |
0.119 |
0.025 |
26.6% |
0.135 |
| ATR |
0.075 |
0.078 |
0.003 |
4.2% |
0.000 |
| Volume |
1,170 |
2,132 |
962 |
82.2% |
7,766 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.783 |
3.703 |
3.451 |
|
| R3 |
3.664 |
3.584 |
3.419 |
|
| R2 |
3.545 |
3.545 |
3.408 |
|
| R1 |
3.465 |
3.465 |
3.397 |
3.446 |
| PP |
3.426 |
3.426 |
3.426 |
3.416 |
| S1 |
3.346 |
3.346 |
3.375 |
3.327 |
| S2 |
3.307 |
3.307 |
3.364 |
|
| S3 |
3.188 |
3.227 |
3.353 |
|
| S4 |
3.069 |
3.108 |
3.321 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.825 |
3.741 |
3.460 |
|
| R3 |
3.690 |
3.606 |
3.423 |
|
| R2 |
3.555 |
3.555 |
3.411 |
|
| R1 |
3.471 |
3.471 |
3.398 |
3.446 |
| PP |
3.420 |
3.420 |
3.420 |
3.408 |
| S1 |
3.336 |
3.336 |
3.374 |
3.311 |
| S2 |
3.285 |
3.285 |
3.361 |
|
| S3 |
3.150 |
3.201 |
3.349 |
|
| S4 |
3.015 |
3.066 |
3.312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.505 |
3.370 |
0.135 |
4.0% |
0.081 |
2.4% |
12% |
True |
False |
1,553 |
| 10 |
3.505 |
3.370 |
0.135 |
4.0% |
0.063 |
1.9% |
12% |
True |
False |
1,442 |
| 20 |
3.704 |
3.352 |
0.352 |
10.4% |
0.074 |
2.2% |
10% |
False |
False |
1,503 |
| 40 |
3.704 |
3.352 |
0.352 |
10.4% |
0.070 |
2.1% |
10% |
False |
False |
1,277 |
| 60 |
3.704 |
3.170 |
0.534 |
15.8% |
0.067 |
2.0% |
40% |
False |
False |
1,172 |
| 80 |
3.704 |
3.170 |
0.534 |
15.8% |
0.066 |
2.0% |
40% |
False |
False |
1,166 |
| 100 |
3.704 |
3.072 |
0.632 |
18.7% |
0.063 |
1.9% |
50% |
False |
False |
1,104 |
| 120 |
3.704 |
3.072 |
0.632 |
18.7% |
0.061 |
1.8% |
50% |
False |
False |
999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.011 |
|
2.618 |
3.817 |
|
1.618 |
3.698 |
|
1.000 |
3.624 |
|
0.618 |
3.579 |
|
HIGH |
3.505 |
|
0.618 |
3.460 |
|
0.500 |
3.446 |
|
0.382 |
3.431 |
|
LOW |
3.386 |
|
0.618 |
3.312 |
|
1.000 |
3.267 |
|
1.618 |
3.193 |
|
2.618 |
3.074 |
|
4.250 |
2.880 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.446 |
3.438 |
| PP |
3.426 |
3.420 |
| S1 |
3.406 |
3.403 |
|