NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.830 |
2.844 |
0.014 |
0.5% |
2.770 |
| High |
2.863 |
2.859 |
-0.004 |
-0.1% |
2.848 |
| Low |
2.772 |
2.682 |
-0.090 |
-3.2% |
2.685 |
| Close |
2.826 |
2.835 |
0.009 |
0.3% |
2.719 |
| Range |
0.091 |
0.177 |
0.086 |
94.5% |
0.163 |
| ATR |
0.130 |
0.133 |
0.003 |
2.6% |
0.000 |
| Volume |
122,129 |
170,459 |
48,330 |
39.6% |
616,159 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.323 |
3.256 |
2.932 |
|
| R3 |
3.146 |
3.079 |
2.884 |
|
| R2 |
2.969 |
2.969 |
2.867 |
|
| R1 |
2.902 |
2.902 |
2.851 |
2.847 |
| PP |
2.792 |
2.792 |
2.792 |
2.765 |
| S1 |
2.725 |
2.725 |
2.819 |
2.670 |
| S2 |
2.615 |
2.615 |
2.803 |
|
| S3 |
2.438 |
2.548 |
2.786 |
|
| S4 |
2.261 |
2.371 |
2.738 |
|
|
| 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 |
2.863 |
2.682 |
0.181 |
6.4% |
0.115 |
4.0% |
85% |
False |
True |
124,474 |
| 10 |
2.943 |
2.682 |
0.261 |
9.2% |
0.120 |
4.2% |
59% |
False |
True |
134,167 |
| 20 |
3.277 |
2.682 |
0.595 |
21.0% |
0.136 |
4.8% |
26% |
False |
True |
143,790 |
| 40 |
3.277 |
2.673 |
0.604 |
21.3% |
0.139 |
4.9% |
27% |
False |
False |
109,823 |
| 60 |
3.277 |
2.259 |
1.018 |
35.9% |
0.137 |
4.8% |
57% |
False |
False |
92,319 |
| 80 |
3.277 |
2.259 |
1.018 |
35.9% |
0.132 |
4.7% |
57% |
False |
False |
77,698 |
| 100 |
3.277 |
2.222 |
1.055 |
37.2% |
0.120 |
4.2% |
58% |
False |
False |
66,035 |
| 120 |
3.277 |
2.222 |
1.055 |
37.2% |
0.112 |
4.0% |
58% |
False |
False |
57,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.611 |
|
2.618 |
3.322 |
|
1.618 |
3.145 |
|
1.000 |
3.036 |
|
0.618 |
2.968 |
|
HIGH |
2.859 |
|
0.618 |
2.791 |
|
0.500 |
2.771 |
|
0.382 |
2.750 |
|
LOW |
2.682 |
|
0.618 |
2.573 |
|
1.000 |
2.505 |
|
1.618 |
2.396 |
|
2.618 |
2.219 |
|
4.250 |
1.930 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.814 |
2.814 |
| PP |
2.792 |
2.793 |
| S1 |
2.771 |
2.773 |
|