NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.994 |
3.006 |
0.012 |
0.4% |
3.003 |
| High |
3.053 |
3.063 |
0.010 |
0.3% |
3.080 |
| Low |
2.916 |
2.985 |
0.069 |
2.4% |
2.913 |
| Close |
2.982 |
3.030 |
0.048 |
1.6% |
2.945 |
| Range |
0.137 |
0.078 |
-0.059 |
-43.1% |
0.167 |
| ATR |
0.116 |
0.113 |
-0.002 |
-2.1% |
0.000 |
| Volume |
37,632 |
66,593 |
28,961 |
77.0% |
342,345 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.260 |
3.223 |
3.073 |
|
| R3 |
3.182 |
3.145 |
3.051 |
|
| R2 |
3.104 |
3.104 |
3.044 |
|
| R1 |
3.067 |
3.067 |
3.037 |
3.086 |
| PP |
3.026 |
3.026 |
3.026 |
3.035 |
| S1 |
2.989 |
2.989 |
3.023 |
3.008 |
| S2 |
2.948 |
2.948 |
3.016 |
|
| S3 |
2.870 |
2.911 |
3.009 |
|
| S4 |
2.792 |
2.833 |
2.987 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.480 |
3.380 |
3.037 |
|
| R3 |
3.313 |
3.213 |
2.991 |
|
| R2 |
3.146 |
3.146 |
2.976 |
|
| R1 |
3.046 |
3.046 |
2.960 |
3.013 |
| PP |
2.979 |
2.979 |
2.979 |
2.963 |
| S1 |
2.879 |
2.879 |
2.930 |
2.846 |
| S2 |
2.812 |
2.812 |
2.914 |
|
| S3 |
2.645 |
2.712 |
2.899 |
|
| S4 |
2.478 |
2.545 |
2.853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.070 |
2.910 |
0.160 |
5.3% |
0.103 |
3.4% |
75% |
False |
False |
51,381 |
| 10 |
3.300 |
2.910 |
0.390 |
12.9% |
0.110 |
3.6% |
31% |
False |
False |
71,814 |
| 20 |
3.407 |
2.910 |
0.497 |
16.4% |
0.117 |
3.9% |
24% |
False |
False |
58,275 |
| 40 |
3.407 |
2.910 |
0.497 |
16.4% |
0.119 |
3.9% |
24% |
False |
False |
43,981 |
| 60 |
3.407 |
2.650 |
0.757 |
25.0% |
0.114 |
3.7% |
50% |
False |
False |
36,170 |
| 80 |
3.407 |
2.650 |
0.757 |
25.0% |
0.110 |
3.6% |
50% |
False |
False |
31,126 |
| 100 |
3.407 |
2.566 |
0.841 |
27.8% |
0.100 |
3.3% |
55% |
False |
False |
26,943 |
| 120 |
3.407 |
2.566 |
0.841 |
27.8% |
0.095 |
3.1% |
55% |
False |
False |
23,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.395 |
|
2.618 |
3.267 |
|
1.618 |
3.189 |
|
1.000 |
3.141 |
|
0.618 |
3.111 |
|
HIGH |
3.063 |
|
0.618 |
3.033 |
|
0.500 |
3.024 |
|
0.382 |
3.015 |
|
LOW |
2.985 |
|
0.618 |
2.937 |
|
1.000 |
2.907 |
|
1.618 |
2.859 |
|
2.618 |
2.781 |
|
4.250 |
2.654 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.028 |
3.016 |
| PP |
3.026 |
3.001 |
| S1 |
3.024 |
2.987 |
|