NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.240 |
3.281 |
0.041 |
1.3% |
3.298 |
| High |
3.287 |
3.325 |
0.038 |
1.2% |
3.357 |
| Low |
3.192 |
3.199 |
0.007 |
0.2% |
3.200 |
| Close |
3.285 |
3.256 |
-0.029 |
-0.9% |
3.235 |
| Range |
0.095 |
0.126 |
0.031 |
32.6% |
0.157 |
| ATR |
0.106 |
0.107 |
0.001 |
1.4% |
0.000 |
| Volume |
15,976 |
14,284 |
-1,692 |
-10.6% |
104,470 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.638 |
3.573 |
3.325 |
|
| R3 |
3.512 |
3.447 |
3.291 |
|
| R2 |
3.386 |
3.386 |
3.279 |
|
| R1 |
3.321 |
3.321 |
3.268 |
3.291 |
| PP |
3.260 |
3.260 |
3.260 |
3.245 |
| S1 |
3.195 |
3.195 |
3.244 |
3.165 |
| S2 |
3.134 |
3.134 |
3.233 |
|
| S3 |
3.008 |
3.069 |
3.221 |
|
| S4 |
2.882 |
2.943 |
3.187 |
|
|
| 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 |
3.192 |
0.165 |
5.1% |
0.101 |
3.1% |
39% |
False |
False |
18,279 |
| 10 |
3.544 |
3.192 |
0.352 |
10.8% |
0.099 |
3.0% |
18% |
False |
False |
22,850 |
| 20 |
3.631 |
3.192 |
0.439 |
13.5% |
0.108 |
3.3% |
15% |
False |
False |
22,400 |
| 40 |
3.631 |
3.192 |
0.439 |
13.5% |
0.109 |
3.4% |
15% |
False |
False |
19,422 |
| 60 |
3.631 |
2.962 |
0.669 |
20.5% |
0.106 |
3.3% |
44% |
False |
False |
17,472 |
| 80 |
3.631 |
2.962 |
0.669 |
20.5% |
0.103 |
3.2% |
44% |
False |
False |
15,753 |
| 100 |
3.631 |
2.909 |
0.722 |
22.2% |
0.094 |
2.9% |
48% |
False |
False |
14,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.861 |
|
2.618 |
3.655 |
|
1.618 |
3.529 |
|
1.000 |
3.451 |
|
0.618 |
3.403 |
|
HIGH |
3.325 |
|
0.618 |
3.277 |
|
0.500 |
3.262 |
|
0.382 |
3.247 |
|
LOW |
3.199 |
|
0.618 |
3.121 |
|
1.000 |
3.073 |
|
1.618 |
2.995 |
|
2.618 |
2.869 |
|
4.250 |
2.664 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.262 |
3.259 |
| PP |
3.260 |
3.258 |
| S1 |
3.258 |
3.257 |
|