NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.055 |
3.027 |
-0.028 |
-0.9% |
2.953 |
| High |
3.059 |
3.092 |
0.033 |
1.1% |
3.092 |
| Low |
2.905 |
2.926 |
0.021 |
0.7% |
2.905 |
| Close |
3.021 |
2.929 |
-0.092 |
-3.0% |
2.929 |
| Range |
0.154 |
0.166 |
0.012 |
7.8% |
0.187 |
| ATR |
0.116 |
0.120 |
0.004 |
3.1% |
0.000 |
| Volume |
40,303 |
69,350 |
29,047 |
72.1% |
252,469 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.480 |
3.371 |
3.020 |
|
| R3 |
3.314 |
3.205 |
2.975 |
|
| R2 |
3.148 |
3.148 |
2.959 |
|
| R1 |
3.039 |
3.039 |
2.944 |
3.011 |
| PP |
2.982 |
2.982 |
2.982 |
2.968 |
| S1 |
2.873 |
2.873 |
2.914 |
2.845 |
| S2 |
2.816 |
2.816 |
2.899 |
|
| S3 |
2.650 |
2.707 |
2.883 |
|
| S4 |
2.484 |
2.541 |
2.838 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.536 |
3.420 |
3.032 |
|
| R3 |
3.349 |
3.233 |
2.980 |
|
| R2 |
3.162 |
3.162 |
2.963 |
|
| R1 |
3.046 |
3.046 |
2.946 |
3.011 |
| PP |
2.975 |
2.975 |
2.975 |
2.958 |
| S1 |
2.859 |
2.859 |
2.912 |
2.824 |
| S2 |
2.788 |
2.788 |
2.895 |
|
| S3 |
2.601 |
2.672 |
2.878 |
|
| S4 |
2.414 |
2.485 |
2.826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.092 |
2.905 |
0.187 |
6.4% |
0.125 |
4.3% |
13% |
True |
False |
50,493 |
| 10 |
3.092 |
2.905 |
0.187 |
6.4% |
0.109 |
3.7% |
13% |
True |
False |
59,481 |
| 20 |
3.407 |
2.905 |
0.502 |
17.1% |
0.123 |
4.2% |
5% |
False |
False |
60,526 |
| 40 |
3.407 |
2.905 |
0.502 |
17.1% |
0.118 |
4.0% |
5% |
False |
False |
45,389 |
| 60 |
3.407 |
2.650 |
0.757 |
25.8% |
0.115 |
3.9% |
37% |
False |
False |
37,461 |
| 80 |
3.407 |
2.650 |
0.757 |
25.8% |
0.112 |
3.8% |
37% |
False |
False |
32,179 |
| 100 |
3.407 |
2.566 |
0.841 |
28.7% |
0.102 |
3.5% |
43% |
False |
False |
27,850 |
| 120 |
3.407 |
2.566 |
0.841 |
28.7% |
0.096 |
3.3% |
43% |
False |
False |
24,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.798 |
|
2.618 |
3.527 |
|
1.618 |
3.361 |
|
1.000 |
3.258 |
|
0.618 |
3.195 |
|
HIGH |
3.092 |
|
0.618 |
3.029 |
|
0.500 |
3.009 |
|
0.382 |
2.989 |
|
LOW |
2.926 |
|
0.618 |
2.823 |
|
1.000 |
2.760 |
|
1.618 |
2.657 |
|
2.618 |
2.491 |
|
4.250 |
2.221 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.009 |
2.999 |
| PP |
2.982 |
2.975 |
| S1 |
2.956 |
2.952 |
|