NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.841 |
2.919 |
0.078 |
2.7% |
3.030 |
| High |
2.938 |
2.995 |
0.057 |
1.9% |
3.277 |
| Low |
2.801 |
2.882 |
0.081 |
2.9% |
2.840 |
| Close |
2.908 |
2.964 |
0.056 |
1.9% |
2.877 |
| Range |
0.137 |
0.113 |
-0.024 |
-17.5% |
0.437 |
| ATR |
0.144 |
0.142 |
-0.002 |
-1.6% |
0.000 |
| Volume |
99,442 |
147,265 |
47,823 |
48.1% |
761,836 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.286 |
3.238 |
3.026 |
|
| R3 |
3.173 |
3.125 |
2.995 |
|
| R2 |
3.060 |
3.060 |
2.985 |
|
| R1 |
3.012 |
3.012 |
2.974 |
3.036 |
| PP |
2.947 |
2.947 |
2.947 |
2.959 |
| S1 |
2.899 |
2.899 |
2.954 |
2.923 |
| S2 |
2.834 |
2.834 |
2.943 |
|
| S3 |
2.721 |
2.786 |
2.933 |
|
| S4 |
2.608 |
2.673 |
2.902 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.309 |
4.030 |
3.117 |
|
| R3 |
3.872 |
3.593 |
2.997 |
|
| R2 |
3.435 |
3.435 |
2.957 |
|
| R1 |
3.156 |
3.156 |
2.917 |
3.077 |
| PP |
2.998 |
2.998 |
2.998 |
2.959 |
| S1 |
2.719 |
2.719 |
2.837 |
2.640 |
| S2 |
2.561 |
2.561 |
2.797 |
|
| S3 |
2.124 |
2.282 |
2.757 |
|
| S4 |
1.687 |
1.845 |
2.637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.241 |
2.801 |
0.440 |
14.8% |
0.148 |
5.0% |
37% |
False |
False |
138,999 |
| 10 |
3.277 |
2.801 |
0.476 |
16.1% |
0.142 |
4.8% |
34% |
False |
False |
134,791 |
| 20 |
3.277 |
2.706 |
0.571 |
19.3% |
0.141 |
4.8% |
45% |
False |
False |
107,807 |
| 40 |
3.277 |
2.259 |
1.018 |
34.3% |
0.146 |
4.9% |
69% |
False |
False |
83,653 |
| 60 |
3.277 |
2.259 |
1.018 |
34.3% |
0.136 |
4.6% |
69% |
False |
False |
69,517 |
| 80 |
3.277 |
2.222 |
1.055 |
35.6% |
0.124 |
4.2% |
70% |
False |
False |
58,813 |
| 100 |
3.277 |
2.222 |
1.055 |
35.6% |
0.113 |
3.8% |
70% |
False |
False |
49,741 |
| 120 |
3.277 |
2.222 |
1.055 |
35.6% |
0.110 |
3.7% |
70% |
False |
False |
43,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.475 |
|
2.618 |
3.291 |
|
1.618 |
3.178 |
|
1.000 |
3.108 |
|
0.618 |
3.065 |
|
HIGH |
2.995 |
|
0.618 |
2.952 |
|
0.500 |
2.939 |
|
0.382 |
2.925 |
|
LOW |
2.882 |
|
0.618 |
2.812 |
|
1.000 |
2.769 |
|
1.618 |
2.699 |
|
2.618 |
2.586 |
|
4.250 |
2.402 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.956 |
2.942 |
| PP |
2.947 |
2.920 |
| S1 |
2.939 |
2.898 |
|