NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.282 |
3.215 |
-0.067 |
-2.0% |
3.298 |
| High |
3.357 |
3.263 |
-0.094 |
-2.8% |
3.357 |
| Low |
3.221 |
3.200 |
-0.021 |
-0.7% |
3.200 |
| Close |
3.237 |
3.235 |
-0.002 |
-0.1% |
3.235 |
| Range |
0.136 |
0.063 |
-0.073 |
-53.7% |
0.157 |
| ATR |
0.110 |
0.107 |
-0.003 |
-3.1% |
0.000 |
| Volume |
16,519 |
26,446 |
9,927 |
60.1% |
104,470 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.422 |
3.391 |
3.270 |
|
| R3 |
3.359 |
3.328 |
3.252 |
|
| R2 |
3.296 |
3.296 |
3.247 |
|
| R1 |
3.265 |
3.265 |
3.241 |
3.281 |
| PP |
3.233 |
3.233 |
3.233 |
3.240 |
| S1 |
3.202 |
3.202 |
3.229 |
3.218 |
| S2 |
3.170 |
3.170 |
3.223 |
|
| S3 |
3.107 |
3.139 |
3.218 |
|
| S4 |
3.044 |
3.076 |
3.200 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.735 |
3.642 |
3.321 |
|
| R3 |
3.578 |
3.485 |
3.278 |
|
| R2 |
3.421 |
3.421 |
3.264 |
|
| R1 |
3.328 |
3.328 |
3.249 |
3.296 |
| PP |
3.264 |
3.264 |
3.264 |
3.248 |
| S1 |
3.171 |
3.171 |
3.221 |
3.139 |
| S2 |
3.107 |
3.107 |
3.206 |
|
| S3 |
2.950 |
3.014 |
3.192 |
|
| S4 |
2.793 |
2.857 |
3.149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.357 |
3.200 |
0.157 |
4.9% |
0.086 |
2.7% |
22% |
False |
True |
20,894 |
| 10 |
3.544 |
3.200 |
0.344 |
10.6% |
0.105 |
3.2% |
10% |
False |
True |
24,230 |
| 20 |
3.631 |
3.200 |
0.431 |
13.3% |
0.107 |
3.3% |
8% |
False |
True |
22,989 |
| 40 |
3.631 |
3.198 |
0.433 |
13.4% |
0.109 |
3.4% |
9% |
False |
False |
19,495 |
| 60 |
3.631 |
2.962 |
0.669 |
20.7% |
0.106 |
3.3% |
41% |
False |
False |
17,365 |
| 80 |
3.631 |
2.962 |
0.669 |
20.7% |
0.102 |
3.2% |
41% |
False |
False |
15,715 |
| 100 |
3.631 |
2.909 |
0.722 |
22.3% |
0.093 |
2.9% |
45% |
False |
False |
14,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.531 |
|
2.618 |
3.428 |
|
1.618 |
3.365 |
|
1.000 |
3.326 |
|
0.618 |
3.302 |
|
HIGH |
3.263 |
|
0.618 |
3.239 |
|
0.500 |
3.232 |
|
0.382 |
3.224 |
|
LOW |
3.200 |
|
0.618 |
3.161 |
|
1.000 |
3.137 |
|
1.618 |
3.098 |
|
2.618 |
3.035 |
|
4.250 |
2.932 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.234 |
3.279 |
| PP |
3.233 |
3.264 |
| S1 |
3.232 |
3.250 |
|