NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.298 |
3.272 |
-0.026 |
-0.8% |
3.250 |
| High |
3.326 |
3.355 |
0.029 |
0.9% |
3.544 |
| Low |
3.265 |
3.270 |
0.005 |
0.2% |
3.205 |
| Close |
3.276 |
3.343 |
0.067 |
2.0% |
3.311 |
| Range |
0.061 |
0.085 |
0.024 |
39.3% |
0.339 |
| ATR |
0.112 |
0.110 |
-0.002 |
-1.7% |
0.000 |
| Volume |
23,245 |
20,088 |
-3,157 |
-13.6% |
137,839 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.578 |
3.545 |
3.390 |
|
| R3 |
3.493 |
3.460 |
3.366 |
|
| R2 |
3.408 |
3.408 |
3.359 |
|
| R1 |
3.375 |
3.375 |
3.351 |
3.392 |
| PP |
3.323 |
3.323 |
3.323 |
3.331 |
| S1 |
3.290 |
3.290 |
3.335 |
3.307 |
| S2 |
3.238 |
3.238 |
3.327 |
|
| S3 |
3.153 |
3.205 |
3.320 |
|
| S4 |
3.068 |
3.120 |
3.296 |
|
|
| 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 |
3.265 |
0.279 |
8.3% |
0.097 |
2.9% |
28% |
False |
False |
27,420 |
| 10 |
3.594 |
3.205 |
0.389 |
11.6% |
0.120 |
3.6% |
35% |
False |
False |
26,821 |
| 20 |
3.631 |
3.205 |
0.426 |
12.7% |
0.107 |
3.2% |
32% |
False |
False |
22,831 |
| 40 |
3.631 |
3.181 |
0.450 |
13.5% |
0.110 |
3.3% |
36% |
False |
False |
19,069 |
| 60 |
3.631 |
2.962 |
0.669 |
20.0% |
0.106 |
3.2% |
57% |
False |
False |
17,045 |
| 80 |
3.631 |
2.909 |
0.722 |
21.6% |
0.101 |
3.0% |
60% |
False |
False |
15,269 |
| 100 |
3.631 |
2.909 |
0.722 |
21.6% |
0.092 |
2.8% |
60% |
False |
False |
13,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.716 |
|
2.618 |
3.578 |
|
1.618 |
3.493 |
|
1.000 |
3.440 |
|
0.618 |
3.408 |
|
HIGH |
3.355 |
|
0.618 |
3.323 |
|
0.500 |
3.313 |
|
0.382 |
3.302 |
|
LOW |
3.270 |
|
0.618 |
3.217 |
|
1.000 |
3.185 |
|
1.618 |
3.132 |
|
2.618 |
3.047 |
|
4.250 |
2.909 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.333 |
3.342 |
| PP |
3.323 |
3.342 |
| S1 |
3.313 |
3.341 |
|