NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.715 |
2.767 |
0.052 |
1.9% |
2.770 |
| High |
2.785 |
2.837 |
0.052 |
1.9% |
2.848 |
| Low |
2.686 |
2.700 |
0.014 |
0.5% |
2.685 |
| Close |
2.776 |
2.775 |
-0.001 |
0.0% |
2.719 |
| Range |
0.099 |
0.137 |
0.038 |
38.4% |
0.163 |
| ATR |
0.132 |
0.133 |
0.000 |
0.3% |
0.000 |
| Volume |
98,298 |
156,534 |
58,236 |
59.2% |
616,159 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.182 |
3.115 |
2.850 |
|
| R3 |
3.045 |
2.978 |
2.813 |
|
| R2 |
2.908 |
2.908 |
2.800 |
|
| R1 |
2.841 |
2.841 |
2.788 |
2.875 |
| PP |
2.771 |
2.771 |
2.771 |
2.787 |
| S1 |
2.704 |
2.704 |
2.762 |
2.738 |
| S2 |
2.634 |
2.634 |
2.750 |
|
| S3 |
2.497 |
2.567 |
2.737 |
|
| S4 |
2.360 |
2.430 |
2.700 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.142 |
2.809 |
|
| R3 |
3.077 |
2.979 |
2.764 |
|
| R2 |
2.914 |
2.914 |
2.749 |
|
| R1 |
2.816 |
2.816 |
2.734 |
2.784 |
| PP |
2.751 |
2.751 |
2.751 |
2.734 |
| S1 |
2.653 |
2.653 |
2.704 |
2.621 |
| S2 |
2.588 |
2.588 |
2.689 |
|
| S3 |
2.425 |
2.490 |
2.674 |
|
| S4 |
2.262 |
2.327 |
2.629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.840 |
2.685 |
0.155 |
5.6% |
0.112 |
4.0% |
58% |
False |
False |
122,965 |
| 10 |
3.120 |
2.685 |
0.435 |
15.7% |
0.127 |
4.6% |
21% |
False |
False |
146,168 |
| 20 |
3.277 |
2.685 |
0.592 |
21.3% |
0.134 |
4.8% |
15% |
False |
False |
140,480 |
| 40 |
3.277 |
2.673 |
0.604 |
21.8% |
0.141 |
5.1% |
17% |
False |
False |
104,807 |
| 60 |
3.277 |
2.259 |
1.018 |
36.7% |
0.136 |
4.9% |
51% |
False |
False |
88,460 |
| 80 |
3.277 |
2.259 |
1.018 |
36.7% |
0.131 |
4.7% |
51% |
False |
False |
74,546 |
| 100 |
3.277 |
2.222 |
1.055 |
38.0% |
0.119 |
4.3% |
52% |
False |
False |
63,458 |
| 120 |
3.277 |
2.222 |
1.055 |
38.0% |
0.111 |
4.0% |
52% |
False |
False |
54,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.419 |
|
2.618 |
3.196 |
|
1.618 |
3.059 |
|
1.000 |
2.974 |
|
0.618 |
2.922 |
|
HIGH |
2.837 |
|
0.618 |
2.785 |
|
0.500 |
2.769 |
|
0.382 |
2.752 |
|
LOW |
2.700 |
|
0.618 |
2.615 |
|
1.000 |
2.563 |
|
1.618 |
2.478 |
|
2.618 |
2.341 |
|
4.250 |
2.118 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.773 |
2.771 |
| PP |
2.771 |
2.766 |
| S1 |
2.769 |
2.762 |
|