NYMEX Natural Gas Future October 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 |
2.806 |
2.791 |
-0.015 |
-0.5% |
2.849 |
| High |
2.824 |
2.884 |
0.060 |
2.1% |
3.135 |
| Low |
2.755 |
2.765 |
0.010 |
0.4% |
2.798 |
| Close |
2.768 |
2.871 |
0.103 |
3.7% |
2.808 |
| Range |
0.069 |
0.119 |
0.050 |
72.5% |
0.337 |
| ATR |
0.136 |
0.135 |
-0.001 |
-0.9% |
0.000 |
| Volume |
114,025 |
94,427 |
-19,598 |
-17.2% |
409,264 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.197 |
3.153 |
2.936 |
|
| R3 |
3.078 |
3.034 |
2.904 |
|
| R2 |
2.959 |
2.959 |
2.893 |
|
| R1 |
2.915 |
2.915 |
2.882 |
2.937 |
| PP |
2.840 |
2.840 |
2.840 |
2.851 |
| S1 |
2.796 |
2.796 |
2.860 |
2.818 |
| S2 |
2.721 |
2.721 |
2.849 |
|
| S3 |
2.602 |
2.677 |
2.838 |
|
| S4 |
2.483 |
2.558 |
2.806 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.925 |
3.703 |
2.993 |
|
| R3 |
3.588 |
3.366 |
2.901 |
|
| R2 |
3.251 |
3.251 |
2.870 |
|
| R1 |
3.029 |
3.029 |
2.839 |
2.972 |
| PP |
2.914 |
2.914 |
2.914 |
2.885 |
| S1 |
2.692 |
2.692 |
2.777 |
2.635 |
| S2 |
2.577 |
2.577 |
2.746 |
|
| S3 |
2.240 |
2.355 |
2.715 |
|
| S4 |
1.903 |
2.018 |
2.623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.135 |
2.755 |
0.380 |
13.2% |
0.133 |
4.6% |
31% |
False |
False |
104,728 |
| 10 |
3.239 |
2.755 |
0.484 |
16.9% |
0.140 |
4.9% |
24% |
False |
False |
85,012 |
| 20 |
3.281 |
2.755 |
0.526 |
18.3% |
0.134 |
4.7% |
22% |
False |
False |
71,537 |
| 40 |
3.281 |
2.649 |
0.632 |
22.0% |
0.136 |
4.7% |
35% |
False |
False |
59,785 |
| 60 |
3.281 |
2.357 |
0.924 |
32.2% |
0.130 |
4.5% |
56% |
False |
False |
53,877 |
| 80 |
3.281 |
2.314 |
0.967 |
33.7% |
0.125 |
4.3% |
58% |
False |
False |
48,667 |
| 100 |
3.281 |
2.300 |
0.981 |
34.2% |
0.112 |
3.9% |
58% |
False |
False |
43,363 |
| 120 |
3.281 |
2.300 |
0.981 |
34.2% |
0.108 |
3.8% |
58% |
False |
False |
39,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.390 |
|
2.618 |
3.196 |
|
1.618 |
3.077 |
|
1.000 |
3.003 |
|
0.618 |
2.958 |
|
HIGH |
2.884 |
|
0.618 |
2.839 |
|
0.500 |
2.825 |
|
0.382 |
2.810 |
|
LOW |
2.765 |
|
0.618 |
2.691 |
|
1.000 |
2.646 |
|
1.618 |
2.572 |
|
2.618 |
2.453 |
|
4.250 |
2.259 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.856 |
2.868 |
| PP |
2.840 |
2.864 |
| S1 |
2.825 |
2.861 |
|