NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.762 |
2.814 |
0.052 |
1.9% |
2.806 |
| High |
2.824 |
2.875 |
0.051 |
1.8% |
2.884 |
| Low |
2.732 |
2.736 |
0.004 |
0.1% |
2.727 |
| Close |
2.815 |
2.809 |
-0.006 |
-0.2% |
2.764 |
| Range |
0.092 |
0.139 |
0.047 |
51.1% |
0.157 |
| ATR |
0.126 |
0.127 |
0.001 |
0.7% |
0.000 |
| Volume |
59,863 |
86,520 |
26,657 |
44.5% |
411,618 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.224 |
3.155 |
2.885 |
|
| R3 |
3.085 |
3.016 |
2.847 |
|
| R2 |
2.946 |
2.946 |
2.834 |
|
| R1 |
2.877 |
2.877 |
2.822 |
2.842 |
| PP |
2.807 |
2.807 |
2.807 |
2.789 |
| S1 |
2.738 |
2.738 |
2.796 |
2.703 |
| S2 |
2.668 |
2.668 |
2.784 |
|
| S3 |
2.529 |
2.599 |
2.771 |
|
| S4 |
2.390 |
2.460 |
2.733 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.263 |
3.170 |
2.850 |
|
| R3 |
3.106 |
3.013 |
2.807 |
|
| R2 |
2.949 |
2.949 |
2.793 |
|
| R1 |
2.856 |
2.856 |
2.778 |
2.824 |
| PP |
2.792 |
2.792 |
2.792 |
2.776 |
| S1 |
2.699 |
2.699 |
2.750 |
2.667 |
| S2 |
2.635 |
2.635 |
2.735 |
|
| S3 |
2.478 |
2.542 |
2.721 |
|
| S4 |
2.321 |
2.385 |
2.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.880 |
2.727 |
0.153 |
5.4% |
0.110 |
3.9% |
54% |
False |
False |
69,909 |
| 10 |
3.135 |
2.727 |
0.408 |
14.5% |
0.121 |
4.3% |
20% |
False |
False |
87,319 |
| 20 |
3.281 |
2.727 |
0.554 |
19.7% |
0.129 |
4.6% |
15% |
False |
False |
73,038 |
| 40 |
3.281 |
2.727 |
0.554 |
19.7% |
0.133 |
4.7% |
15% |
False |
False |
62,398 |
| 60 |
3.281 |
2.357 |
0.924 |
32.9% |
0.129 |
4.6% |
49% |
False |
False |
56,031 |
| 80 |
3.281 |
2.357 |
0.924 |
32.9% |
0.126 |
4.5% |
49% |
False |
False |
50,901 |
| 100 |
3.281 |
2.300 |
0.981 |
34.9% |
0.114 |
4.1% |
52% |
False |
False |
45,959 |
| 120 |
3.281 |
2.300 |
0.981 |
34.9% |
0.108 |
3.8% |
52% |
False |
False |
41,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.466 |
|
2.618 |
3.239 |
|
1.618 |
3.100 |
|
1.000 |
3.014 |
|
0.618 |
2.961 |
|
HIGH |
2.875 |
|
0.618 |
2.822 |
|
0.500 |
2.806 |
|
0.382 |
2.789 |
|
LOW |
2.736 |
|
0.618 |
2.650 |
|
1.000 |
2.597 |
|
1.618 |
2.511 |
|
2.618 |
2.372 |
|
4.250 |
2.145 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.808 |
2.807 |
| PP |
2.807 |
2.805 |
| S1 |
2.806 |
2.804 |
|