NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.992 |
3.065 |
0.073 |
2.4% |
2.988 |
| High |
3.080 |
3.065 |
-0.015 |
-0.5% |
3.300 |
| Low |
2.983 |
2.973 |
-0.010 |
-0.3% |
2.948 |
| Close |
3.066 |
2.981 |
-0.085 |
-2.8% |
3.027 |
| Range |
0.097 |
0.092 |
-0.005 |
-5.2% |
0.352 |
| ATR |
0.120 |
0.118 |
-0.002 |
-1.6% |
0.000 |
| Volume |
78,965 |
51,397 |
-27,568 |
-34.9% |
393,919 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.282 |
3.224 |
3.032 |
|
| R3 |
3.190 |
3.132 |
3.006 |
|
| R2 |
3.098 |
3.098 |
2.998 |
|
| R1 |
3.040 |
3.040 |
2.989 |
3.023 |
| PP |
3.006 |
3.006 |
3.006 |
2.998 |
| S1 |
2.948 |
2.948 |
2.973 |
2.931 |
| S2 |
2.914 |
2.914 |
2.964 |
|
| S3 |
2.822 |
2.856 |
2.956 |
|
| S4 |
2.730 |
2.764 |
2.930 |
|
|
| 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 |
2.973 |
0.327 |
11.0% |
0.117 |
3.9% |
2% |
False |
True |
92,248 |
| 10 |
3.300 |
2.948 |
0.352 |
11.8% |
0.126 |
4.2% |
9% |
False |
False |
72,407 |
| 20 |
3.407 |
2.948 |
0.459 |
15.4% |
0.115 |
3.9% |
7% |
False |
False |
54,638 |
| 40 |
3.407 |
2.899 |
0.508 |
17.0% |
0.119 |
4.0% |
16% |
False |
False |
40,282 |
| 60 |
3.407 |
2.650 |
0.757 |
25.4% |
0.114 |
3.8% |
44% |
False |
False |
33,202 |
| 80 |
3.407 |
2.622 |
0.785 |
26.3% |
0.109 |
3.7% |
46% |
False |
False |
28,716 |
| 100 |
3.407 |
2.566 |
0.841 |
28.2% |
0.098 |
3.3% |
49% |
False |
False |
24,639 |
| 120 |
3.407 |
2.566 |
0.841 |
28.2% |
0.094 |
3.2% |
49% |
False |
False |
21,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.456 |
|
2.618 |
3.306 |
|
1.618 |
3.214 |
|
1.000 |
3.157 |
|
0.618 |
3.122 |
|
HIGH |
3.065 |
|
0.618 |
3.030 |
|
0.500 |
3.019 |
|
0.382 |
3.008 |
|
LOW |
2.973 |
|
0.618 |
2.916 |
|
1.000 |
2.881 |
|
1.618 |
2.824 |
|
2.618 |
2.732 |
|
4.250 |
2.582 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.019 |
3.027 |
| PP |
3.006 |
3.011 |
| S1 |
2.994 |
2.996 |
|