NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.155 |
3.152 |
-0.003 |
-0.1% |
2.988 |
| High |
3.300 |
3.155 |
-0.145 |
-4.4% |
3.300 |
| Low |
3.109 |
3.016 |
-0.093 |
-3.0% |
2.948 |
| Close |
3.156 |
3.027 |
-0.129 |
-4.1% |
3.027 |
| Range |
0.191 |
0.139 |
-0.052 |
-27.2% |
0.352 |
| ATR |
0.125 |
0.126 |
0.001 |
0.9% |
0.000 |
| Volume |
102,511 |
130,476 |
27,965 |
27.3% |
393,919 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.483 |
3.394 |
3.103 |
|
| R3 |
3.344 |
3.255 |
3.065 |
|
| R2 |
3.205 |
3.205 |
3.052 |
|
| R1 |
3.116 |
3.116 |
3.040 |
3.091 |
| PP |
3.066 |
3.066 |
3.066 |
3.054 |
| S1 |
2.977 |
2.977 |
3.014 |
2.952 |
| S2 |
2.927 |
2.927 |
3.002 |
|
| S3 |
2.788 |
2.838 |
2.989 |
|
| S4 |
2.649 |
2.699 |
2.951 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.148 |
3.939 |
3.221 |
|
| R3 |
3.796 |
3.587 |
3.124 |
|
| R2 |
3.444 |
3.444 |
3.092 |
|
| R1 |
3.235 |
3.235 |
3.059 |
3.340 |
| PP |
3.092 |
3.092 |
3.092 |
3.144 |
| S1 |
2.883 |
2.883 |
2.995 |
2.988 |
| S2 |
2.740 |
2.740 |
2.962 |
|
| S3 |
2.388 |
2.531 |
2.930 |
|
| S4 |
2.036 |
2.179 |
2.833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.300 |
2.948 |
0.352 |
11.6% |
0.134 |
4.4% |
22% |
False |
False |
78,783 |
| 10 |
3.407 |
2.948 |
0.459 |
15.2% |
0.138 |
4.6% |
17% |
False |
False |
61,572 |
| 20 |
3.407 |
2.948 |
0.459 |
15.2% |
0.122 |
4.0% |
17% |
False |
False |
46,206 |
| 40 |
3.407 |
2.862 |
0.545 |
18.0% |
0.122 |
4.0% |
30% |
False |
False |
36,547 |
| 60 |
3.407 |
2.650 |
0.757 |
25.0% |
0.115 |
3.8% |
50% |
False |
False |
30,344 |
| 80 |
3.407 |
2.566 |
0.841 |
27.8% |
0.108 |
3.6% |
55% |
False |
False |
26,206 |
| 100 |
3.407 |
2.566 |
0.841 |
27.8% |
0.098 |
3.2% |
55% |
False |
False |
22,473 |
| 120 |
3.407 |
2.566 |
0.841 |
27.8% |
0.095 |
3.1% |
55% |
False |
False |
19,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.746 |
|
2.618 |
3.519 |
|
1.618 |
3.380 |
|
1.000 |
3.294 |
|
0.618 |
3.241 |
|
HIGH |
3.155 |
|
0.618 |
3.102 |
|
0.500 |
3.086 |
|
0.382 |
3.069 |
|
LOW |
3.016 |
|
0.618 |
2.930 |
|
1.000 |
2.877 |
|
1.618 |
2.791 |
|
2.618 |
2.652 |
|
4.250 |
2.425 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.086 |
3.158 |
| PP |
3.066 |
3.114 |
| S1 |
3.047 |
3.071 |
|