NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.755 |
-0.045 |
-1.6% |
2.806 |
| High |
2.880 |
2.800 |
-0.080 |
-2.8% |
2.884 |
| Low |
2.727 |
2.732 |
0.005 |
0.2% |
2.727 |
| Close |
2.767 |
2.764 |
-0.003 |
-0.1% |
2.764 |
| Range |
0.153 |
0.068 |
-0.085 |
-55.6% |
0.157 |
| ATR |
0.134 |
0.129 |
-0.005 |
-3.5% |
0.000 |
| Volume |
88,626 |
42,460 |
-46,166 |
-52.1% |
411,618 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.969 |
2.935 |
2.801 |
|
| R3 |
2.901 |
2.867 |
2.783 |
|
| R2 |
2.833 |
2.833 |
2.776 |
|
| R1 |
2.799 |
2.799 |
2.770 |
2.816 |
| PP |
2.765 |
2.765 |
2.765 |
2.774 |
| S1 |
2.731 |
2.731 |
2.758 |
2.748 |
| S2 |
2.697 |
2.697 |
2.752 |
|
| S3 |
2.629 |
2.663 |
2.745 |
|
| S4 |
2.561 |
2.595 |
2.727 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.263 |
3.170 |
2.850 |
|
| R3 |
3.106 |
3.013 |
2.807 |
|
| R2 |
2.949 |
2.949 |
2.793 |
|
| R1 |
2.856 |
2.856 |
2.778 |
2.824 |
| PP |
2.792 |
2.792 |
2.792 |
2.776 |
| S1 |
2.699 |
2.699 |
2.750 |
2.667 |
| S2 |
2.635 |
2.635 |
2.735 |
|
| S3 |
2.478 |
2.542 |
2.721 |
|
| S4 |
2.321 |
2.385 |
2.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.884 |
2.727 |
0.157 |
5.7% |
0.101 |
3.7% |
24% |
False |
False |
82,323 |
| 10 |
3.135 |
2.727 |
0.408 |
14.8% |
0.123 |
4.5% |
9% |
False |
False |
82,088 |
| 20 |
3.281 |
2.727 |
0.554 |
20.0% |
0.129 |
4.7% |
7% |
False |
False |
72,646 |
| 40 |
3.281 |
2.687 |
0.594 |
21.5% |
0.133 |
4.8% |
13% |
False |
False |
61,298 |
| 60 |
3.281 |
2.357 |
0.924 |
33.4% |
0.129 |
4.7% |
44% |
False |
False |
54,878 |
| 80 |
3.281 |
2.357 |
0.924 |
33.4% |
0.125 |
4.5% |
44% |
False |
False |
50,050 |
| 100 |
3.281 |
2.300 |
0.981 |
35.5% |
0.113 |
4.1% |
47% |
False |
False |
44,915 |
| 120 |
3.281 |
2.300 |
0.981 |
35.5% |
0.107 |
3.9% |
47% |
False |
False |
40,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.089 |
|
2.618 |
2.978 |
|
1.618 |
2.910 |
|
1.000 |
2.868 |
|
0.618 |
2.842 |
|
HIGH |
2.800 |
|
0.618 |
2.774 |
|
0.500 |
2.766 |
|
0.382 |
2.758 |
|
LOW |
2.732 |
|
0.618 |
2.690 |
|
1.000 |
2.664 |
|
1.618 |
2.622 |
|
2.618 |
2.554 |
|
4.250 |
2.443 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.766 |
2.804 |
| PP |
2.765 |
2.790 |
| S1 |
2.765 |
2.777 |
|