NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.006 |
3.055 |
0.049 |
1.6% |
3.003 |
| High |
3.063 |
3.059 |
-0.004 |
-0.1% |
3.080 |
| Low |
2.985 |
2.905 |
-0.080 |
-2.7% |
2.913 |
| Close |
3.030 |
3.021 |
-0.009 |
-0.3% |
2.945 |
| Range |
0.078 |
0.154 |
0.076 |
97.4% |
0.167 |
| ATR |
0.113 |
0.116 |
0.003 |
2.6% |
0.000 |
| Volume |
66,593 |
40,303 |
-26,290 |
-39.5% |
342,345 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.457 |
3.393 |
3.106 |
|
| R3 |
3.303 |
3.239 |
3.063 |
|
| R2 |
3.149 |
3.149 |
3.049 |
|
| R1 |
3.085 |
3.085 |
3.035 |
3.040 |
| PP |
2.995 |
2.995 |
2.995 |
2.973 |
| S1 |
2.931 |
2.931 |
3.007 |
2.886 |
| S2 |
2.841 |
2.841 |
2.993 |
|
| S3 |
2.687 |
2.777 |
2.979 |
|
| S4 |
2.533 |
2.623 |
2.936 |
|
|
| 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 |
3.063 |
2.905 |
0.158 |
5.2% |
0.105 |
3.5% |
73% |
False |
True |
50,640 |
| 10 |
3.155 |
2.905 |
0.250 |
8.3% |
0.106 |
3.5% |
46% |
False |
True |
65,594 |
| 20 |
3.407 |
2.905 |
0.502 |
16.6% |
0.120 |
4.0% |
23% |
False |
True |
58,565 |
| 40 |
3.407 |
2.905 |
0.502 |
16.6% |
0.118 |
3.9% |
23% |
False |
True |
44,480 |
| 60 |
3.407 |
2.650 |
0.757 |
25.1% |
0.115 |
3.8% |
49% |
False |
False |
36,603 |
| 80 |
3.407 |
2.650 |
0.757 |
25.1% |
0.111 |
3.7% |
49% |
False |
False |
31,484 |
| 100 |
3.407 |
2.566 |
0.841 |
27.8% |
0.101 |
3.3% |
54% |
False |
False |
27,251 |
| 120 |
3.407 |
2.566 |
0.841 |
27.8% |
0.095 |
3.2% |
54% |
False |
False |
23,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.714 |
|
2.618 |
3.462 |
|
1.618 |
3.308 |
|
1.000 |
3.213 |
|
0.618 |
3.154 |
|
HIGH |
3.059 |
|
0.618 |
3.000 |
|
0.500 |
2.982 |
|
0.382 |
2.964 |
|
LOW |
2.905 |
|
0.618 |
2.810 |
|
1.000 |
2.751 |
|
1.618 |
2.656 |
|
2.618 |
2.502 |
|
4.250 |
2.251 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.008 |
3.009 |
| PP |
2.995 |
2.996 |
| S1 |
2.982 |
2.984 |
|