NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.834 |
2.765 |
-0.069 |
-2.4% |
2.841 |
| High |
2.840 |
2.840 |
0.000 |
0.0% |
3.120 |
| Low |
2.740 |
2.685 |
-0.055 |
-2.0% |
2.760 |
| Close |
2.748 |
2.724 |
-0.024 |
-0.9% |
2.770 |
| Range |
0.100 |
0.155 |
0.055 |
55.0% |
0.360 |
| ATR |
0.139 |
0.140 |
0.001 |
0.8% |
0.000 |
| Volume |
111,534 |
173,508 |
61,974 |
55.6% |
837,405 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.215 |
3.124 |
2.809 |
|
| R3 |
3.060 |
2.969 |
2.767 |
|
| R2 |
2.905 |
2.905 |
2.752 |
|
| R1 |
2.814 |
2.814 |
2.738 |
2.782 |
| PP |
2.750 |
2.750 |
2.750 |
2.734 |
| S1 |
2.659 |
2.659 |
2.710 |
2.627 |
| S2 |
2.595 |
2.595 |
2.696 |
|
| S3 |
2.440 |
2.504 |
2.681 |
|
| S4 |
2.285 |
2.349 |
2.639 |
|
|
| 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 |
2.943 |
2.685 |
0.258 |
9.5% |
0.126 |
4.6% |
15% |
False |
True |
143,860 |
| 10 |
3.120 |
2.685 |
0.435 |
16.0% |
0.133 |
4.9% |
9% |
False |
True |
148,536 |
| 20 |
3.277 |
2.685 |
0.592 |
21.7% |
0.138 |
5.1% |
7% |
False |
True |
138,652 |
| 40 |
3.277 |
2.570 |
0.707 |
26.0% |
0.142 |
5.2% |
22% |
False |
False |
99,817 |
| 60 |
3.277 |
2.259 |
1.018 |
37.4% |
0.137 |
5.0% |
46% |
False |
False |
84,675 |
| 80 |
3.277 |
2.259 |
1.018 |
37.4% |
0.132 |
4.8% |
46% |
False |
False |
71,248 |
| 100 |
3.277 |
2.222 |
1.055 |
38.7% |
0.118 |
4.3% |
48% |
False |
False |
60,513 |
| 120 |
3.277 |
2.222 |
1.055 |
38.7% |
0.111 |
4.1% |
48% |
False |
False |
52,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.499 |
|
2.618 |
3.246 |
|
1.618 |
3.091 |
|
1.000 |
2.995 |
|
0.618 |
2.936 |
|
HIGH |
2.840 |
|
0.618 |
2.781 |
|
0.500 |
2.763 |
|
0.382 |
2.744 |
|
LOW |
2.685 |
|
0.618 |
2.589 |
|
1.000 |
2.530 |
|
1.618 |
2.434 |
|
2.618 |
2.279 |
|
4.250 |
2.026 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.763 |
2.767 |
| PP |
2.750 |
2.752 |
| S1 |
2.737 |
2.738 |
|