NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.475 |
3.399 |
-0.076 |
-2.2% |
3.415 |
| High |
3.505 |
3.413 |
-0.092 |
-2.6% |
3.505 |
| Low |
3.386 |
3.322 |
-0.064 |
-1.9% |
3.370 |
| Close |
3.386 |
3.326 |
-0.060 |
-1.8% |
3.386 |
| Range |
0.119 |
0.091 |
-0.028 |
-23.5% |
0.135 |
| ATR |
0.078 |
0.079 |
0.001 |
1.2% |
0.000 |
| Volume |
2,132 |
1,379 |
-753 |
-35.3% |
7,766 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.627 |
3.567 |
3.376 |
|
| R3 |
3.536 |
3.476 |
3.351 |
|
| R2 |
3.445 |
3.445 |
3.343 |
|
| R1 |
3.385 |
3.385 |
3.334 |
3.370 |
| PP |
3.354 |
3.354 |
3.354 |
3.346 |
| S1 |
3.294 |
3.294 |
3.318 |
3.279 |
| S2 |
3.263 |
3.263 |
3.309 |
|
| S3 |
3.172 |
3.203 |
3.301 |
|
| S4 |
3.081 |
3.112 |
3.276 |
|
|
| 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 |
3.322 |
0.183 |
5.5% |
0.087 |
2.6% |
2% |
False |
True |
1,611 |
| 10 |
3.505 |
3.322 |
0.183 |
5.5% |
0.068 |
2.0% |
2% |
False |
True |
1,438 |
| 20 |
3.704 |
3.322 |
0.382 |
11.5% |
0.075 |
2.2% |
1% |
False |
True |
1,537 |
| 40 |
3.704 |
3.322 |
0.382 |
11.5% |
0.070 |
2.1% |
1% |
False |
True |
1,242 |
| 60 |
3.704 |
3.170 |
0.534 |
16.1% |
0.068 |
2.0% |
29% |
False |
False |
1,176 |
| 80 |
3.704 |
3.170 |
0.534 |
16.1% |
0.067 |
2.0% |
29% |
False |
False |
1,166 |
| 100 |
3.704 |
3.072 |
0.632 |
19.0% |
0.063 |
1.9% |
40% |
False |
False |
1,107 |
| 120 |
3.704 |
3.072 |
0.632 |
19.0% |
0.061 |
1.8% |
40% |
False |
False |
1,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.800 |
|
2.618 |
3.651 |
|
1.618 |
3.560 |
|
1.000 |
3.504 |
|
0.618 |
3.469 |
|
HIGH |
3.413 |
|
0.618 |
3.378 |
|
0.500 |
3.368 |
|
0.382 |
3.357 |
|
LOW |
3.322 |
|
0.618 |
3.266 |
|
1.000 |
3.231 |
|
1.618 |
3.175 |
|
2.618 |
3.084 |
|
4.250 |
2.935 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.368 |
3.414 |
| PP |
3.354 |
3.384 |
| S1 |
3.340 |
3.355 |
|