NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.640 |
2.692 |
0.052 |
2.0% |
2.762 |
| High |
2.701 |
2.767 |
0.066 |
2.4% |
2.910 |
| Low |
2.610 |
2.637 |
0.027 |
1.0% |
2.722 |
| Close |
2.685 |
2.748 |
0.063 |
2.3% |
2.735 |
| Range |
0.091 |
0.130 |
0.039 |
42.9% |
0.188 |
| ATR |
0.124 |
0.125 |
0.000 |
0.3% |
0.000 |
| Volume |
127,157 |
96,262 |
-30,895 |
-24.3% |
429,828 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.107 |
3.058 |
2.820 |
|
| R3 |
2.977 |
2.928 |
2.784 |
|
| R2 |
2.847 |
2.847 |
2.772 |
|
| R1 |
2.798 |
2.798 |
2.760 |
2.823 |
| PP |
2.717 |
2.717 |
2.717 |
2.730 |
| S1 |
2.668 |
2.668 |
2.736 |
2.693 |
| S2 |
2.587 |
2.587 |
2.724 |
|
| S3 |
2.457 |
2.538 |
2.712 |
|
| S4 |
2.327 |
2.408 |
2.677 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.353 |
3.232 |
2.838 |
|
| R3 |
3.165 |
3.044 |
2.787 |
|
| R2 |
2.977 |
2.977 |
2.769 |
|
| R1 |
2.856 |
2.856 |
2.752 |
2.823 |
| PP |
2.789 |
2.789 |
2.789 |
2.772 |
| S1 |
2.668 |
2.668 |
2.718 |
2.635 |
| S2 |
2.601 |
2.601 |
2.701 |
|
| S3 |
2.413 |
2.480 |
2.683 |
|
| S4 |
2.225 |
2.292 |
2.632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.910 |
2.610 |
0.300 |
10.9% |
0.120 |
4.4% |
46% |
False |
False |
103,948 |
| 10 |
2.910 |
2.610 |
0.300 |
10.9% |
0.116 |
4.2% |
46% |
False |
False |
90,015 |
| 20 |
3.135 |
2.610 |
0.525 |
19.1% |
0.122 |
4.4% |
26% |
False |
False |
87,831 |
| 40 |
3.281 |
2.610 |
0.671 |
24.4% |
0.132 |
4.8% |
21% |
False |
False |
71,189 |
| 60 |
3.281 |
2.357 |
0.924 |
33.6% |
0.132 |
4.8% |
42% |
False |
False |
63,896 |
| 80 |
3.281 |
2.357 |
0.924 |
33.6% |
0.127 |
4.6% |
42% |
False |
False |
57,388 |
| 100 |
3.281 |
2.300 |
0.981 |
35.7% |
0.118 |
4.3% |
46% |
False |
False |
51,491 |
| 120 |
3.281 |
2.300 |
0.981 |
35.7% |
0.111 |
4.0% |
46% |
False |
False |
46,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.320 |
|
2.618 |
3.107 |
|
1.618 |
2.977 |
|
1.000 |
2.897 |
|
0.618 |
2.847 |
|
HIGH |
2.767 |
|
0.618 |
2.717 |
|
0.500 |
2.702 |
|
0.382 |
2.687 |
|
LOW |
2.637 |
|
0.618 |
2.557 |
|
1.000 |
2.507 |
|
1.618 |
2.427 |
|
2.618 |
2.297 |
|
4.250 |
2.085 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.733 |
2.728 |
| PP |
2.717 |
2.708 |
| S1 |
2.702 |
2.689 |
|