NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.274 |
3.303 |
0.029 |
0.9% |
3.298 |
| High |
3.320 |
3.322 |
0.002 |
0.1% |
3.357 |
| Low |
3.255 |
3.194 |
-0.061 |
-1.9% |
3.200 |
| Close |
3.296 |
3.291 |
-0.005 |
-0.2% |
3.235 |
| Range |
0.065 |
0.128 |
0.063 |
96.9% |
0.157 |
| ATR |
0.104 |
0.106 |
0.002 |
1.6% |
0.000 |
| Volume |
31,451 |
24,924 |
-6,527 |
-20.8% |
104,470 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.653 |
3.600 |
3.361 |
|
| R3 |
3.525 |
3.472 |
3.326 |
|
| R2 |
3.397 |
3.397 |
3.314 |
|
| R1 |
3.344 |
3.344 |
3.303 |
3.307 |
| PP |
3.269 |
3.269 |
3.269 |
3.250 |
| S1 |
3.216 |
3.216 |
3.279 |
3.179 |
| S2 |
3.141 |
3.141 |
3.268 |
|
| S3 |
3.013 |
3.088 |
3.256 |
|
| S4 |
2.885 |
2.960 |
3.221 |
|
|
| 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 |
3.325 |
3.192 |
0.133 |
4.0% |
0.095 |
2.9% |
74% |
False |
False |
22,616 |
| 10 |
3.417 |
3.192 |
0.225 |
6.8% |
0.096 |
2.9% |
44% |
False |
False |
23,132 |
| 20 |
3.631 |
3.192 |
0.439 |
13.3% |
0.109 |
3.3% |
23% |
False |
False |
23,396 |
| 40 |
3.631 |
3.192 |
0.439 |
13.3% |
0.108 |
3.3% |
23% |
False |
False |
20,197 |
| 60 |
3.631 |
2.962 |
0.669 |
20.3% |
0.106 |
3.2% |
49% |
False |
False |
18,111 |
| 80 |
3.631 |
2.962 |
0.669 |
20.3% |
0.103 |
3.1% |
49% |
False |
False |
16,277 |
| 100 |
3.631 |
2.909 |
0.722 |
21.9% |
0.094 |
2.9% |
53% |
False |
False |
14,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.866 |
|
2.618 |
3.657 |
|
1.618 |
3.529 |
|
1.000 |
3.450 |
|
0.618 |
3.401 |
|
HIGH |
3.322 |
|
0.618 |
3.273 |
|
0.500 |
3.258 |
|
0.382 |
3.243 |
|
LOW |
3.194 |
|
0.618 |
3.115 |
|
1.000 |
3.066 |
|
1.618 |
2.987 |
|
2.618 |
2.859 |
|
4.250 |
2.650 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.280 |
3.281 |
| PP |
3.269 |
3.270 |
| S1 |
3.258 |
3.260 |
|