NYMEX Natural Gas Future September 2012
| 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 |
2.663 |
2.616 |
-0.047 |
-1.8% |
2.715 |
| High |
2.677 |
2.646 |
-0.031 |
-1.2% |
2.877 |
| Low |
2.603 |
2.575 |
-0.028 |
-1.1% |
2.682 |
| Close |
2.614 |
2.634 |
0.020 |
0.8% |
2.698 |
| Range |
0.074 |
0.071 |
-0.003 |
-4.1% |
0.195 |
| ATR |
0.132 |
0.127 |
-0.004 |
-3.3% |
0.000 |
| Volume |
61,259 |
10,687 |
-50,572 |
-82.6% |
654,194 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.831 |
2.804 |
2.673 |
|
| R3 |
2.760 |
2.733 |
2.654 |
|
| R2 |
2.689 |
2.689 |
2.647 |
|
| R1 |
2.662 |
2.662 |
2.641 |
2.676 |
| PP |
2.618 |
2.618 |
2.618 |
2.625 |
| S1 |
2.591 |
2.591 |
2.627 |
2.605 |
| S2 |
2.547 |
2.547 |
2.621 |
|
| S3 |
2.476 |
2.520 |
2.614 |
|
| S4 |
2.405 |
2.449 |
2.595 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.337 |
3.213 |
2.805 |
|
| R3 |
3.142 |
3.018 |
2.752 |
|
| R2 |
2.947 |
2.947 |
2.734 |
|
| R1 |
2.823 |
2.823 |
2.716 |
2.788 |
| PP |
2.752 |
2.752 |
2.752 |
2.735 |
| S1 |
2.628 |
2.628 |
2.680 |
2.593 |
| S2 |
2.557 |
2.557 |
2.662 |
|
| S3 |
2.362 |
2.433 |
2.644 |
|
| S4 |
2.167 |
2.238 |
2.591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.877 |
2.575 |
0.302 |
11.5% |
0.126 |
4.8% |
20% |
False |
True |
85,152 |
| 10 |
2.877 |
2.575 |
0.302 |
11.5% |
0.118 |
4.5% |
20% |
False |
True |
105,118 |
| 20 |
3.171 |
2.575 |
0.596 |
22.6% |
0.131 |
5.0% |
10% |
False |
True |
127,120 |
| 40 |
3.277 |
2.575 |
0.702 |
26.7% |
0.137 |
5.2% |
8% |
False |
True |
109,540 |
| 60 |
3.277 |
2.259 |
1.018 |
38.6% |
0.137 |
5.2% |
37% |
False |
False |
93,707 |
| 80 |
3.277 |
2.259 |
1.018 |
38.6% |
0.133 |
5.0% |
37% |
False |
False |
79,217 |
| 100 |
3.277 |
2.222 |
1.055 |
40.1% |
0.122 |
4.6% |
39% |
False |
False |
67,948 |
| 120 |
3.277 |
2.222 |
1.055 |
40.1% |
0.114 |
4.3% |
39% |
False |
False |
58,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.948 |
|
2.618 |
2.832 |
|
1.618 |
2.761 |
|
1.000 |
2.717 |
|
0.618 |
2.690 |
|
HIGH |
2.646 |
|
0.618 |
2.619 |
|
0.500 |
2.611 |
|
0.382 |
2.602 |
|
LOW |
2.575 |
|
0.618 |
2.531 |
|
1.000 |
2.504 |
|
1.618 |
2.460 |
|
2.618 |
2.389 |
|
4.250 |
2.273 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.626 |
2.672 |
| PP |
2.618 |
2.659 |
| S1 |
2.611 |
2.647 |
|