NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.770 |
2.747 |
-0.023 |
-0.8% |
2.841 |
| High |
2.790 |
2.848 |
0.058 |
2.1% |
3.120 |
| Low |
2.715 |
2.730 |
0.015 |
0.6% |
2.760 |
| Close |
2.729 |
2.834 |
0.105 |
3.8% |
2.770 |
| Range |
0.075 |
0.118 |
0.043 |
57.3% |
0.360 |
| ATR |
0.144 |
0.142 |
-0.002 |
-1.2% |
0.000 |
| Volume |
136,504 |
119,659 |
-16,845 |
-12.3% |
837,405 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.158 |
3.114 |
2.899 |
|
| R3 |
3.040 |
2.996 |
2.866 |
|
| R2 |
2.922 |
2.922 |
2.856 |
|
| R1 |
2.878 |
2.878 |
2.845 |
2.900 |
| PP |
2.804 |
2.804 |
2.804 |
2.815 |
| S1 |
2.760 |
2.760 |
2.823 |
2.782 |
| S2 |
2.686 |
2.686 |
2.812 |
|
| S3 |
2.568 |
2.642 |
2.802 |
|
| S4 |
2.450 |
2.524 |
2.769 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.963 |
3.727 |
2.968 |
|
| R3 |
3.603 |
3.367 |
2.869 |
|
| R2 |
3.243 |
3.243 |
2.836 |
|
| R1 |
3.007 |
3.007 |
2.803 |
2.945 |
| PP |
2.883 |
2.883 |
2.883 |
2.853 |
| S1 |
2.647 |
2.647 |
2.737 |
2.585 |
| S2 |
2.523 |
2.523 |
2.704 |
|
| S3 |
2.163 |
2.287 |
2.671 |
|
| S4 |
1.803 |
1.927 |
2.572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.120 |
2.715 |
0.405 |
14.3% |
0.142 |
5.0% |
29% |
False |
False |
169,372 |
| 10 |
3.241 |
2.715 |
0.526 |
18.6% |
0.145 |
5.1% |
23% |
False |
False |
154,185 |
| 20 |
3.277 |
2.715 |
0.562 |
19.8% |
0.143 |
5.0% |
21% |
False |
False |
134,650 |
| 40 |
3.277 |
2.563 |
0.714 |
25.2% |
0.144 |
5.1% |
38% |
False |
False |
95,335 |
| 60 |
3.277 |
2.259 |
1.018 |
35.9% |
0.137 |
4.8% |
56% |
False |
False |
81,058 |
| 80 |
3.277 |
2.233 |
1.044 |
36.8% |
0.130 |
4.6% |
58% |
False |
False |
68,292 |
| 100 |
3.277 |
2.222 |
1.055 |
37.2% |
0.117 |
4.1% |
58% |
False |
False |
57,827 |
| 120 |
3.277 |
2.222 |
1.055 |
37.2% |
0.111 |
3.9% |
58% |
False |
False |
50,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.350 |
|
2.618 |
3.157 |
|
1.618 |
3.039 |
|
1.000 |
2.966 |
|
0.618 |
2.921 |
|
HIGH |
2.848 |
|
0.618 |
2.803 |
|
0.500 |
2.789 |
|
0.382 |
2.775 |
|
LOW |
2.730 |
|
0.618 |
2.657 |
|
1.000 |
2.612 |
|
1.618 |
2.539 |
|
2.618 |
2.421 |
|
4.250 |
2.229 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.819 |
2.832 |
| PP |
2.804 |
2.831 |
| S1 |
2.789 |
2.829 |
|