NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.413 |
3.417 |
0.004 |
0.1% |
3.250 |
| High |
3.544 |
3.417 |
-0.127 |
-3.6% |
3.544 |
| Low |
3.380 |
3.297 |
-0.083 |
-2.5% |
3.205 |
| Close |
3.420 |
3.311 |
-0.109 |
-3.2% |
3.311 |
| Range |
0.164 |
0.120 |
-0.044 |
-26.8% |
0.339 |
| ATR |
0.115 |
0.116 |
0.001 |
0.5% |
0.000 |
| Volume |
25,096 |
40,221 |
15,125 |
60.3% |
137,839 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.702 |
3.626 |
3.377 |
|
| R3 |
3.582 |
3.506 |
3.344 |
|
| R2 |
3.462 |
3.462 |
3.333 |
|
| R1 |
3.386 |
3.386 |
3.322 |
3.364 |
| PP |
3.342 |
3.342 |
3.342 |
3.331 |
| S1 |
3.266 |
3.266 |
3.300 |
3.244 |
| S2 |
3.222 |
3.222 |
3.289 |
|
| S3 |
3.102 |
3.146 |
3.278 |
|
| S4 |
2.982 |
3.026 |
3.245 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.370 |
4.180 |
3.497 |
|
| R3 |
4.031 |
3.841 |
3.404 |
|
| R2 |
3.692 |
3.692 |
3.373 |
|
| R1 |
3.502 |
3.502 |
3.342 |
3.597 |
| PP |
3.353 |
3.353 |
3.353 |
3.401 |
| S1 |
3.163 |
3.163 |
3.280 |
3.258 |
| S2 |
3.014 |
3.014 |
3.249 |
|
| S3 |
2.675 |
2.824 |
3.218 |
|
| S4 |
2.336 |
2.485 |
3.125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.544 |
3.205 |
0.339 |
10.2% |
0.124 |
3.8% |
31% |
False |
False |
27,567 |
| 10 |
3.631 |
3.205 |
0.426 |
12.9% |
0.126 |
3.8% |
25% |
False |
False |
25,973 |
| 20 |
3.631 |
3.205 |
0.426 |
12.9% |
0.110 |
3.3% |
25% |
False |
False |
21,728 |
| 40 |
3.631 |
3.143 |
0.488 |
14.7% |
0.112 |
3.4% |
34% |
False |
False |
18,880 |
| 60 |
3.631 |
2.962 |
0.669 |
20.2% |
0.107 |
3.2% |
52% |
False |
False |
16,759 |
| 80 |
3.631 |
2.909 |
0.722 |
21.8% |
0.101 |
3.0% |
56% |
False |
False |
14,944 |
| 100 |
3.631 |
2.909 |
0.722 |
21.8% |
0.092 |
2.8% |
56% |
False |
False |
13,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.927 |
|
2.618 |
3.731 |
|
1.618 |
3.611 |
|
1.000 |
3.537 |
|
0.618 |
3.491 |
|
HIGH |
3.417 |
|
0.618 |
3.371 |
|
0.500 |
3.357 |
|
0.382 |
3.343 |
|
LOW |
3.297 |
|
0.618 |
3.223 |
|
1.000 |
3.177 |
|
1.618 |
3.103 |
|
2.618 |
2.983 |
|
4.250 |
2.787 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.357 |
3.421 |
| PP |
3.342 |
3.384 |
| S1 |
3.326 |
3.348 |
|