NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.399 |
3.295 |
-0.104 |
-3.1% |
3.415 |
| High |
3.413 |
3.320 |
-0.093 |
-2.7% |
3.505 |
| Low |
3.322 |
3.261 |
-0.061 |
-1.8% |
3.370 |
| Close |
3.326 |
3.267 |
-0.059 |
-1.8% |
3.386 |
| Range |
0.091 |
0.059 |
-0.032 |
-35.2% |
0.135 |
| ATR |
0.079 |
0.078 |
-0.001 |
-1.3% |
0.000 |
| Volume |
1,379 |
1,439 |
60 |
4.4% |
7,766 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.460 |
3.422 |
3.299 |
|
| R3 |
3.401 |
3.363 |
3.283 |
|
| R2 |
3.342 |
3.342 |
3.278 |
|
| R1 |
3.304 |
3.304 |
3.272 |
3.294 |
| PP |
3.283 |
3.283 |
3.283 |
3.277 |
| S1 |
3.245 |
3.245 |
3.262 |
3.235 |
| S2 |
3.224 |
3.224 |
3.256 |
|
| S3 |
3.165 |
3.186 |
3.251 |
|
| S4 |
3.106 |
3.127 |
3.235 |
|
|
| 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 |
3.261 |
0.244 |
7.5% |
0.080 |
2.4% |
2% |
False |
True |
1,666 |
| 10 |
3.505 |
3.261 |
0.244 |
7.5% |
0.067 |
2.0% |
2% |
False |
True |
1,464 |
| 20 |
3.667 |
3.261 |
0.406 |
12.4% |
0.074 |
2.3% |
1% |
False |
True |
1,525 |
| 40 |
3.704 |
3.261 |
0.443 |
13.6% |
0.071 |
2.2% |
1% |
False |
True |
1,257 |
| 60 |
3.704 |
3.170 |
0.534 |
16.3% |
0.068 |
2.1% |
18% |
False |
False |
1,185 |
| 80 |
3.704 |
3.170 |
0.534 |
16.3% |
0.067 |
2.0% |
18% |
False |
False |
1,171 |
| 100 |
3.704 |
3.072 |
0.632 |
19.3% |
0.063 |
1.9% |
31% |
False |
False |
1,111 |
| 120 |
3.704 |
3.072 |
0.632 |
19.3% |
0.061 |
1.9% |
31% |
False |
False |
1,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.571 |
|
2.618 |
3.474 |
|
1.618 |
3.415 |
|
1.000 |
3.379 |
|
0.618 |
3.356 |
|
HIGH |
3.320 |
|
0.618 |
3.297 |
|
0.500 |
3.291 |
|
0.382 |
3.284 |
|
LOW |
3.261 |
|
0.618 |
3.225 |
|
1.000 |
3.202 |
|
1.618 |
3.166 |
|
2.618 |
3.107 |
|
4.250 |
3.010 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.291 |
3.383 |
| PP |
3.283 |
3.344 |
| S1 |
3.275 |
3.306 |
|