NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.027 |
2.970 |
-0.057 |
-1.9% |
2.953 |
| High |
3.092 |
2.974 |
-0.118 |
-3.8% |
3.092 |
| Low |
2.926 |
2.854 |
-0.072 |
-2.5% |
2.905 |
| Close |
2.929 |
2.865 |
-0.064 |
-2.2% |
2.929 |
| Range |
0.166 |
0.120 |
-0.046 |
-27.7% |
0.187 |
| ATR |
0.120 |
0.120 |
0.000 |
0.0% |
0.000 |
| Volume |
69,350 |
39,459 |
-29,891 |
-43.1% |
252,469 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.258 |
3.181 |
2.931 |
|
| R3 |
3.138 |
3.061 |
2.898 |
|
| R2 |
3.018 |
3.018 |
2.887 |
|
| R1 |
2.941 |
2.941 |
2.876 |
2.920 |
| PP |
2.898 |
2.898 |
2.898 |
2.887 |
| S1 |
2.821 |
2.821 |
2.854 |
2.800 |
| S2 |
2.778 |
2.778 |
2.843 |
|
| S3 |
2.658 |
2.701 |
2.832 |
|
| S4 |
2.538 |
2.581 |
2.799 |
|
|
| 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 |
2.854 |
0.238 |
8.3% |
0.131 |
4.6% |
5% |
False |
True |
50,667 |
| 10 |
3.092 |
2.854 |
0.238 |
8.3% |
0.114 |
4.0% |
5% |
False |
True |
53,638 |
| 20 |
3.407 |
2.854 |
0.553 |
19.3% |
0.122 |
4.2% |
2% |
False |
True |
61,322 |
| 40 |
3.407 |
2.854 |
0.553 |
19.3% |
0.119 |
4.2% |
2% |
False |
True |
45,541 |
| 60 |
3.407 |
2.650 |
0.757 |
26.4% |
0.116 |
4.1% |
28% |
False |
False |
37,851 |
| 80 |
3.407 |
2.650 |
0.757 |
26.4% |
0.113 |
3.9% |
28% |
False |
False |
32,548 |
| 100 |
3.407 |
2.566 |
0.841 |
29.4% |
0.103 |
3.6% |
36% |
False |
False |
28,186 |
| 120 |
3.407 |
2.566 |
0.841 |
29.4% |
0.097 |
3.4% |
36% |
False |
False |
24,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.484 |
|
2.618 |
3.288 |
|
1.618 |
3.168 |
|
1.000 |
3.094 |
|
0.618 |
3.048 |
|
HIGH |
2.974 |
|
0.618 |
2.928 |
|
0.500 |
2.914 |
|
0.382 |
2.900 |
|
LOW |
2.854 |
|
0.618 |
2.780 |
|
1.000 |
2.734 |
|
1.618 |
2.660 |
|
2.618 |
2.540 |
|
4.250 |
2.344 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.914 |
2.973 |
| PP |
2.898 |
2.937 |
| S1 |
2.881 |
2.901 |
|