NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.250 |
3.294 |
0.044 |
1.4% |
3.415 |
| High |
3.322 |
3.366 |
0.044 |
1.3% |
3.505 |
| Low |
3.250 |
3.292 |
0.042 |
1.3% |
3.370 |
| Close |
3.316 |
3.364 |
0.048 |
1.4% |
3.386 |
| Range |
0.072 |
0.074 |
0.002 |
2.8% |
0.135 |
| ATR |
0.078 |
0.077 |
0.000 |
-0.3% |
0.000 |
| Volume |
1,708 |
2,155 |
447 |
26.2% |
7,766 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.563 |
3.537 |
3.405 |
|
| R3 |
3.489 |
3.463 |
3.384 |
|
| R2 |
3.415 |
3.415 |
3.378 |
|
| R1 |
3.389 |
3.389 |
3.371 |
3.402 |
| PP |
3.341 |
3.341 |
3.341 |
3.347 |
| S1 |
3.315 |
3.315 |
3.357 |
3.328 |
| S2 |
3.267 |
3.267 |
3.350 |
|
| S3 |
3.193 |
3.241 |
3.344 |
|
| S4 |
3.119 |
3.167 |
3.323 |
|
|
| 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 |
7.6% |
0.083 |
2.5% |
45% |
False |
False |
1,762 |
| 10 |
3.505 |
3.250 |
0.255 |
7.6% |
0.074 |
2.2% |
45% |
False |
False |
1,601 |
| 20 |
3.666 |
3.250 |
0.416 |
12.4% |
0.071 |
2.1% |
27% |
False |
False |
1,560 |
| 40 |
3.704 |
3.250 |
0.454 |
13.5% |
0.072 |
2.1% |
25% |
False |
False |
1,332 |
| 60 |
3.704 |
3.170 |
0.534 |
15.9% |
0.069 |
2.1% |
36% |
False |
False |
1,228 |
| 80 |
3.704 |
3.170 |
0.534 |
15.9% |
0.067 |
2.0% |
36% |
False |
False |
1,205 |
| 100 |
3.704 |
3.072 |
0.632 |
18.8% |
0.064 |
1.9% |
46% |
False |
False |
1,139 |
| 120 |
3.704 |
3.072 |
0.632 |
18.8% |
0.061 |
1.8% |
46% |
False |
False |
1,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.681 |
|
2.618 |
3.560 |
|
1.618 |
3.486 |
|
1.000 |
3.440 |
|
0.618 |
3.412 |
|
HIGH |
3.366 |
|
0.618 |
3.338 |
|
0.500 |
3.329 |
|
0.382 |
3.320 |
|
LOW |
3.292 |
|
0.618 |
3.246 |
|
1.000 |
3.218 |
|
1.618 |
3.172 |
|
2.618 |
3.098 |
|
4.250 |
2.978 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.352 |
3.345 |
| PP |
3.341 |
3.327 |
| S1 |
3.329 |
3.308 |
|