NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.959 |
2.931 |
-0.028 |
-0.9% |
3.030 |
| High |
2.987 |
3.120 |
0.133 |
4.5% |
3.277 |
| Low |
2.897 |
2.876 |
-0.021 |
-0.7% |
2.840 |
| Close |
2.933 |
2.945 |
0.012 |
0.4% |
2.877 |
| Range |
0.090 |
0.244 |
0.154 |
171.1% |
0.437 |
| ATR |
0.138 |
0.146 |
0.008 |
5.4% |
0.000 |
| Volume |
137,379 |
275,222 |
137,843 |
100.3% |
761,836 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.712 |
3.573 |
3.079 |
|
| R3 |
3.468 |
3.329 |
3.012 |
|
| R2 |
3.224 |
3.224 |
2.990 |
|
| R1 |
3.085 |
3.085 |
2.967 |
3.155 |
| PP |
2.980 |
2.980 |
2.980 |
3.015 |
| S1 |
2.841 |
2.841 |
2.923 |
2.911 |
| S2 |
2.736 |
2.736 |
2.900 |
|
| S3 |
2.492 |
2.597 |
2.878 |
|
| S4 |
2.248 |
2.353 |
2.811 |
|
|
| 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 |
3.120 |
2.801 |
0.319 |
10.8% |
0.140 |
4.7% |
45% |
True |
False |
153,213 |
| 10 |
3.277 |
2.801 |
0.476 |
16.2% |
0.151 |
5.1% |
30% |
False |
False |
153,413 |
| 20 |
3.277 |
2.711 |
0.566 |
19.2% |
0.141 |
4.8% |
41% |
False |
False |
122,893 |
| 40 |
3.277 |
2.260 |
1.017 |
34.5% |
0.150 |
5.1% |
67% |
False |
False |
89,719 |
| 60 |
3.277 |
2.259 |
1.018 |
34.6% |
0.138 |
4.7% |
67% |
False |
False |
75,073 |
| 80 |
3.277 |
2.222 |
1.055 |
35.8% |
0.127 |
4.3% |
69% |
False |
False |
63,444 |
| 100 |
3.277 |
2.222 |
1.055 |
35.8% |
0.115 |
3.9% |
69% |
False |
False |
53,679 |
| 120 |
3.277 |
2.222 |
1.055 |
35.8% |
0.110 |
3.7% |
69% |
False |
False |
46,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.157 |
|
2.618 |
3.759 |
|
1.618 |
3.515 |
|
1.000 |
3.364 |
|
0.618 |
3.271 |
|
HIGH |
3.120 |
|
0.618 |
3.027 |
|
0.500 |
2.998 |
|
0.382 |
2.969 |
|
LOW |
2.876 |
|
0.618 |
2.725 |
|
1.000 |
2.632 |
|
1.618 |
2.481 |
|
2.618 |
2.237 |
|
4.250 |
1.839 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.998 |
2.998 |
| PP |
2.980 |
2.980 |
| S1 |
2.963 |
2.963 |
|