NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.340 |
3.408 |
0.068 |
2.0% |
3.494 |
| High |
3.427 |
3.433 |
0.006 |
0.2% |
3.631 |
| Low |
3.288 |
3.379 |
0.091 |
2.8% |
3.240 |
| Close |
3.409 |
3.425 |
0.016 |
0.5% |
3.277 |
| Range |
0.139 |
0.054 |
-0.085 |
-61.2% |
0.391 |
| ATR |
0.116 |
0.111 |
-0.004 |
-3.8% |
0.000 |
| Volume |
17,388 |
28,453 |
11,065 |
63.6% |
121,900 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.574 |
3.554 |
3.455 |
|
| R3 |
3.520 |
3.500 |
3.440 |
|
| R2 |
3.466 |
3.466 |
3.435 |
|
| R1 |
3.446 |
3.446 |
3.430 |
3.456 |
| PP |
3.412 |
3.412 |
3.412 |
3.418 |
| S1 |
3.392 |
3.392 |
3.420 |
3.402 |
| S2 |
3.358 |
3.358 |
3.415 |
|
| S3 |
3.304 |
3.338 |
3.410 |
|
| S4 |
3.250 |
3.284 |
3.395 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.556 |
4.307 |
3.492 |
|
| R3 |
4.165 |
3.916 |
3.385 |
|
| R2 |
3.774 |
3.774 |
3.349 |
|
| R1 |
3.525 |
3.525 |
3.313 |
3.454 |
| PP |
3.383 |
3.383 |
3.383 |
3.347 |
| S1 |
3.134 |
3.134 |
3.241 |
3.063 |
| S2 |
2.992 |
2.992 |
3.205 |
|
| S3 |
2.601 |
2.743 |
3.169 |
|
| S4 |
2.210 |
2.352 |
3.062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.530 |
3.205 |
0.325 |
9.5% |
0.132 |
3.9% |
68% |
False |
False |
27,448 |
| 10 |
3.631 |
3.205 |
0.426 |
12.4% |
0.114 |
3.3% |
52% |
False |
False |
23,150 |
| 20 |
3.631 |
3.205 |
0.426 |
12.4% |
0.107 |
3.1% |
52% |
False |
False |
20,089 |
| 40 |
3.631 |
2.962 |
0.669 |
19.5% |
0.112 |
3.3% |
69% |
False |
False |
17,909 |
| 60 |
3.631 |
2.962 |
0.669 |
19.5% |
0.105 |
3.1% |
69% |
False |
False |
15,916 |
| 80 |
3.631 |
2.909 |
0.722 |
21.1% |
0.098 |
2.9% |
71% |
False |
False |
14,368 |
| 100 |
3.631 |
2.909 |
0.722 |
21.1% |
0.091 |
2.7% |
71% |
False |
False |
12,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.663 |
|
2.618 |
3.574 |
|
1.618 |
3.520 |
|
1.000 |
3.487 |
|
0.618 |
3.466 |
|
HIGH |
3.433 |
|
0.618 |
3.412 |
|
0.500 |
3.406 |
|
0.382 |
3.400 |
|
LOW |
3.379 |
|
0.618 |
3.346 |
|
1.000 |
3.325 |
|
1.618 |
3.292 |
|
2.618 |
3.238 |
|
4.250 |
3.150 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.419 |
3.390 |
| PP |
3.412 |
3.354 |
| S1 |
3.406 |
3.319 |
|