NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.295 |
3.250 |
-0.045 |
-1.4% |
3.415 |
| High |
3.320 |
3.322 |
0.002 |
0.1% |
3.505 |
| Low |
3.261 |
3.250 |
-0.011 |
-0.3% |
3.370 |
| Close |
3.267 |
3.316 |
0.049 |
1.5% |
3.386 |
| Range |
0.059 |
0.072 |
0.013 |
22.0% |
0.135 |
| ATR |
0.078 |
0.078 |
0.000 |
-0.5% |
0.000 |
| Volume |
1,439 |
1,708 |
269 |
18.7% |
7,766 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.512 |
3.486 |
3.356 |
|
| R3 |
3.440 |
3.414 |
3.336 |
|
| R2 |
3.368 |
3.368 |
3.329 |
|
| R1 |
3.342 |
3.342 |
3.323 |
3.355 |
| PP |
3.296 |
3.296 |
3.296 |
3.303 |
| S1 |
3.270 |
3.270 |
3.309 |
3.283 |
| S2 |
3.224 |
3.224 |
3.303 |
|
| S3 |
3.152 |
3.198 |
3.296 |
|
| S4 |
3.080 |
3.126 |
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 |
3.250 |
0.255 |
7.7% |
0.087 |
2.6% |
26% |
False |
True |
1,565 |
| 10 |
3.505 |
3.250 |
0.255 |
7.7% |
0.072 |
2.2% |
26% |
False |
True |
1,472 |
| 20 |
3.666 |
3.250 |
0.416 |
12.5% |
0.074 |
2.2% |
16% |
False |
True |
1,509 |
| 40 |
3.704 |
3.250 |
0.454 |
13.7% |
0.071 |
2.2% |
15% |
False |
True |
1,291 |
| 60 |
3.704 |
3.170 |
0.534 |
16.1% |
0.069 |
2.1% |
27% |
False |
False |
1,206 |
| 80 |
3.704 |
3.170 |
0.534 |
16.1% |
0.067 |
2.0% |
27% |
False |
False |
1,184 |
| 100 |
3.704 |
3.072 |
0.632 |
19.1% |
0.064 |
1.9% |
39% |
False |
False |
1,122 |
| 120 |
3.704 |
3.072 |
0.632 |
19.1% |
0.061 |
1.8% |
39% |
False |
False |
1,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.628 |
|
2.618 |
3.510 |
|
1.618 |
3.438 |
|
1.000 |
3.394 |
|
0.618 |
3.366 |
|
HIGH |
3.322 |
|
0.618 |
3.294 |
|
0.500 |
3.286 |
|
0.382 |
3.278 |
|
LOW |
3.250 |
|
0.618 |
3.206 |
|
1.000 |
3.178 |
|
1.618 |
3.134 |
|
2.618 |
3.062 |
|
4.250 |
2.944 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.306 |
3.332 |
| PP |
3.296 |
3.326 |
| S1 |
3.286 |
3.321 |
|