NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.060 |
2.988 |
-0.072 |
-2.4% |
3.233 |
| High |
3.089 |
3.086 |
-0.003 |
-0.1% |
3.407 |
| Low |
2.989 |
2.948 |
-0.041 |
-1.4% |
2.989 |
| Close |
3.022 |
3.063 |
0.041 |
1.4% |
3.022 |
| Range |
0.100 |
0.138 |
0.038 |
38.0% |
0.418 |
| ATR |
0.122 |
0.123 |
0.001 |
0.9% |
0.000 |
| Volume |
55,030 |
36,536 |
-18,494 |
-33.6% |
221,805 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.446 |
3.393 |
3.139 |
|
| R3 |
3.308 |
3.255 |
3.101 |
|
| R2 |
3.170 |
3.170 |
3.088 |
|
| R1 |
3.117 |
3.117 |
3.076 |
3.144 |
| PP |
3.032 |
3.032 |
3.032 |
3.046 |
| S1 |
2.979 |
2.979 |
3.050 |
3.006 |
| S2 |
2.894 |
2.894 |
3.038 |
|
| S3 |
2.756 |
2.841 |
3.025 |
|
| S4 |
2.618 |
2.703 |
2.987 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.393 |
4.126 |
3.252 |
|
| R3 |
3.975 |
3.708 |
3.137 |
|
| R2 |
3.557 |
3.557 |
3.099 |
|
| R1 |
3.290 |
3.290 |
3.060 |
3.215 |
| PP |
3.139 |
3.139 |
3.139 |
3.102 |
| S1 |
2.872 |
2.872 |
2.984 |
2.797 |
| S2 |
2.721 |
2.721 |
2.945 |
|
| S3 |
2.303 |
2.454 |
2.907 |
|
| S4 |
1.885 |
2.036 |
2.792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.407 |
2.948 |
0.459 |
15.0% |
0.139 |
4.5% |
25% |
False |
True |
46,959 |
| 10 |
3.407 |
2.948 |
0.459 |
15.0% |
0.124 |
4.1% |
25% |
False |
True |
37,565 |
| 20 |
3.407 |
2.948 |
0.459 |
15.0% |
0.119 |
3.9% |
25% |
False |
True |
34,229 |
| 40 |
3.407 |
2.650 |
0.757 |
24.7% |
0.120 |
3.9% |
55% |
False |
False |
29,997 |
| 60 |
3.407 |
2.650 |
0.757 |
24.7% |
0.113 |
3.7% |
55% |
False |
False |
25,553 |
| 80 |
3.407 |
2.566 |
0.841 |
27.5% |
0.103 |
3.4% |
59% |
False |
False |
22,206 |
| 100 |
3.407 |
2.566 |
0.841 |
27.5% |
0.095 |
3.1% |
59% |
False |
False |
19,102 |
| 120 |
3.407 |
2.566 |
0.841 |
27.5% |
0.094 |
3.1% |
59% |
False |
False |
16,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.673 |
|
2.618 |
3.447 |
|
1.618 |
3.309 |
|
1.000 |
3.224 |
|
0.618 |
3.171 |
|
HIGH |
3.086 |
|
0.618 |
3.033 |
|
0.500 |
3.017 |
|
0.382 |
3.001 |
|
LOW |
2.948 |
|
0.618 |
2.863 |
|
1.000 |
2.810 |
|
1.618 |
2.725 |
|
2.618 |
2.587 |
|
4.250 |
2.362 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.048 |
3.123 |
| PP |
3.032 |
3.103 |
| S1 |
3.017 |
3.083 |
|