NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.970 |
2.874 |
-0.096 |
-3.2% |
2.953 |
| High |
2.974 |
2.874 |
-0.100 |
-3.4% |
3.092 |
| Low |
2.854 |
2.806 |
-0.048 |
-1.7% |
2.905 |
| Close |
2.865 |
2.811 |
-0.054 |
-1.9% |
2.929 |
| Range |
0.120 |
0.068 |
-0.052 |
-43.3% |
0.187 |
| ATR |
0.120 |
0.116 |
-0.004 |
-3.1% |
0.000 |
| Volume |
39,459 |
40,074 |
615 |
1.6% |
252,469 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.034 |
2.991 |
2.848 |
|
| R3 |
2.966 |
2.923 |
2.830 |
|
| R2 |
2.898 |
2.898 |
2.823 |
|
| R1 |
2.855 |
2.855 |
2.817 |
2.843 |
| PP |
2.830 |
2.830 |
2.830 |
2.824 |
| S1 |
2.787 |
2.787 |
2.805 |
2.775 |
| S2 |
2.762 |
2.762 |
2.799 |
|
| S3 |
2.694 |
2.719 |
2.792 |
|
| S4 |
2.626 |
2.651 |
2.774 |
|
|
| 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 |
2.806 |
0.286 |
10.2% |
0.117 |
4.2% |
2% |
False |
True |
51,155 |
| 10 |
3.092 |
2.806 |
0.286 |
10.2% |
0.112 |
4.0% |
2% |
False |
True |
49,748 |
| 20 |
3.368 |
2.806 |
0.562 |
20.0% |
0.120 |
4.3% |
1% |
False |
True |
61,233 |
| 40 |
3.407 |
2.806 |
0.601 |
21.4% |
0.118 |
4.2% |
1% |
False |
True |
45,590 |
| 60 |
3.407 |
2.650 |
0.757 |
26.9% |
0.116 |
4.1% |
21% |
False |
False |
38,241 |
| 80 |
3.407 |
2.650 |
0.757 |
26.9% |
0.112 |
4.0% |
21% |
False |
False |
32,881 |
| 100 |
3.407 |
2.566 |
0.841 |
29.9% |
0.103 |
3.7% |
29% |
False |
False |
28,544 |
| 120 |
3.407 |
2.566 |
0.841 |
29.9% |
0.097 |
3.4% |
29% |
False |
False |
24,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.163 |
|
2.618 |
3.052 |
|
1.618 |
2.984 |
|
1.000 |
2.942 |
|
0.618 |
2.916 |
|
HIGH |
2.874 |
|
0.618 |
2.848 |
|
0.500 |
2.840 |
|
0.382 |
2.832 |
|
LOW |
2.806 |
|
0.618 |
2.764 |
|
1.000 |
2.738 |
|
1.618 |
2.696 |
|
2.618 |
2.628 |
|
4.250 |
2.517 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.840 |
2.949 |
| PP |
2.830 |
2.903 |
| S1 |
2.821 |
2.857 |
|