NYMEX Natural Gas Future October 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 |
2.867 |
2.800 |
-0.067 |
-2.3% |
2.849 |
| High |
2.876 |
2.880 |
0.004 |
0.1% |
3.135 |
| Low |
2.780 |
2.727 |
-0.053 |
-1.9% |
2.798 |
| Close |
2.787 |
2.767 |
-0.020 |
-0.7% |
2.808 |
| Range |
0.096 |
0.153 |
0.057 |
59.4% |
0.337 |
| ATR |
0.132 |
0.134 |
0.001 |
1.1% |
0.000 |
| Volume |
72,080 |
88,626 |
16,546 |
23.0% |
409,264 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.250 |
3.162 |
2.851 |
|
| R3 |
3.097 |
3.009 |
2.809 |
|
| R2 |
2.944 |
2.944 |
2.795 |
|
| R1 |
2.856 |
2.856 |
2.781 |
2.824 |
| PP |
2.791 |
2.791 |
2.791 |
2.775 |
| S1 |
2.703 |
2.703 |
2.753 |
2.671 |
| S2 |
2.638 |
2.638 |
2.739 |
|
| S3 |
2.485 |
2.550 |
2.725 |
|
| S4 |
2.332 |
2.397 |
2.683 |
|
|
| 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 |
2.966 |
2.727 |
0.239 |
8.6% |
0.121 |
4.4% |
17% |
False |
True |
101,480 |
| 10 |
3.135 |
2.727 |
0.408 |
14.7% |
0.128 |
4.6% |
10% |
False |
True |
85,646 |
| 20 |
3.281 |
2.727 |
0.554 |
20.0% |
0.131 |
4.7% |
7% |
False |
True |
74,582 |
| 40 |
3.281 |
2.655 |
0.626 |
22.6% |
0.134 |
4.8% |
18% |
False |
False |
61,438 |
| 60 |
3.281 |
2.357 |
0.924 |
33.4% |
0.130 |
4.7% |
44% |
False |
False |
54,787 |
| 80 |
3.281 |
2.357 |
0.924 |
33.4% |
0.126 |
4.6% |
44% |
False |
False |
49,846 |
| 100 |
3.281 |
2.300 |
0.981 |
35.5% |
0.113 |
4.1% |
48% |
False |
False |
44,634 |
| 120 |
3.281 |
2.300 |
0.981 |
35.5% |
0.108 |
3.9% |
48% |
False |
False |
40,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.530 |
|
2.618 |
3.281 |
|
1.618 |
3.128 |
|
1.000 |
3.033 |
|
0.618 |
2.975 |
|
HIGH |
2.880 |
|
0.618 |
2.822 |
|
0.500 |
2.804 |
|
0.382 |
2.785 |
|
LOW |
2.727 |
|
0.618 |
2.632 |
|
1.000 |
2.574 |
|
1.618 |
2.479 |
|
2.618 |
2.326 |
|
4.250 |
2.077 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.804 |
2.806 |
| PP |
2.791 |
2.793 |
| S1 |
2.779 |
2.780 |
|