NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.747 |
2.834 |
0.087 |
3.2% |
2.841 |
| High |
2.848 |
2.840 |
-0.008 |
-0.3% |
3.120 |
| Low |
2.730 |
2.740 |
0.010 |
0.4% |
2.760 |
| Close |
2.834 |
2.748 |
-0.086 |
-3.0% |
2.770 |
| Range |
0.118 |
0.100 |
-0.018 |
-15.3% |
0.360 |
| ATR |
0.142 |
0.139 |
-0.003 |
-2.1% |
0.000 |
| Volume |
119,659 |
111,534 |
-8,125 |
-6.8% |
837,405 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.076 |
3.012 |
2.803 |
|
| R3 |
2.976 |
2.912 |
2.776 |
|
| R2 |
2.876 |
2.876 |
2.766 |
|
| R1 |
2.812 |
2.812 |
2.757 |
2.794 |
| PP |
2.776 |
2.776 |
2.776 |
2.767 |
| S1 |
2.712 |
2.712 |
2.739 |
2.694 |
| S2 |
2.676 |
2.676 |
2.730 |
|
| S3 |
2.576 |
2.612 |
2.721 |
|
| S4 |
2.476 |
2.512 |
2.693 |
|
|
| 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 |
14.7% |
0.144 |
5.2% |
8% |
False |
False |
164,203 |
| 10 |
3.171 |
2.715 |
0.456 |
16.6% |
0.143 |
5.2% |
7% |
False |
False |
149,121 |
| 20 |
3.277 |
2.715 |
0.562 |
20.5% |
0.136 |
5.0% |
6% |
False |
False |
134,900 |
| 40 |
3.277 |
2.568 |
0.709 |
25.8% |
0.142 |
5.2% |
25% |
False |
False |
96,743 |
| 60 |
3.277 |
2.259 |
1.018 |
37.0% |
0.137 |
5.0% |
48% |
False |
False |
82,194 |
| 80 |
3.277 |
2.259 |
1.018 |
37.0% |
0.131 |
4.8% |
48% |
False |
False |
69,525 |
| 100 |
3.277 |
2.222 |
1.055 |
38.4% |
0.117 |
4.3% |
50% |
False |
False |
58,831 |
| 120 |
3.277 |
2.222 |
1.055 |
38.4% |
0.111 |
4.0% |
50% |
False |
False |
50,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.265 |
|
2.618 |
3.102 |
|
1.618 |
3.002 |
|
1.000 |
2.940 |
|
0.618 |
2.902 |
|
HIGH |
2.840 |
|
0.618 |
2.802 |
|
0.500 |
2.790 |
|
0.382 |
2.778 |
|
LOW |
2.740 |
|
0.618 |
2.678 |
|
1.000 |
2.640 |
|
1.618 |
2.578 |
|
2.618 |
2.478 |
|
4.250 |
2.315 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.790 |
2.782 |
| PP |
2.776 |
2.770 |
| S1 |
2.762 |
2.759 |
|