NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.303 |
3.318 |
0.015 |
0.5% |
3.240 |
| High |
3.322 |
3.359 |
0.037 |
1.1% |
3.359 |
| Low |
3.194 |
3.210 |
0.016 |
0.5% |
3.192 |
| Close |
3.291 |
3.214 |
-0.077 |
-2.3% |
3.214 |
| Range |
0.128 |
0.149 |
0.021 |
16.4% |
0.167 |
| ATR |
0.106 |
0.109 |
0.003 |
2.9% |
0.000 |
| Volume |
24,924 |
30,847 |
5,923 |
23.8% |
117,482 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.708 |
3.610 |
3.296 |
|
| R3 |
3.559 |
3.461 |
3.255 |
|
| R2 |
3.410 |
3.410 |
3.241 |
|
| R1 |
3.312 |
3.312 |
3.228 |
3.287 |
| PP |
3.261 |
3.261 |
3.261 |
3.248 |
| S1 |
3.163 |
3.163 |
3.200 |
3.138 |
| S2 |
3.112 |
3.112 |
3.187 |
|
| S3 |
2.963 |
3.014 |
3.173 |
|
| S4 |
2.814 |
2.865 |
3.132 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.756 |
3.652 |
3.306 |
|
| R3 |
3.589 |
3.485 |
3.260 |
|
| R2 |
3.422 |
3.422 |
3.245 |
|
| R1 |
3.318 |
3.318 |
3.229 |
3.287 |
| PP |
3.255 |
3.255 |
3.255 |
3.239 |
| S1 |
3.151 |
3.151 |
3.199 |
3.120 |
| S2 |
3.088 |
3.088 |
3.183 |
|
| S3 |
2.921 |
2.984 |
3.168 |
|
| S4 |
2.754 |
2.817 |
3.122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.359 |
3.192 |
0.167 |
5.2% |
0.113 |
3.5% |
13% |
True |
False |
23,496 |
| 10 |
3.359 |
3.192 |
0.167 |
5.2% |
0.099 |
3.1% |
13% |
True |
False |
22,195 |
| 20 |
3.631 |
3.192 |
0.439 |
13.7% |
0.113 |
3.5% |
5% |
False |
False |
24,084 |
| 40 |
3.631 |
3.192 |
0.439 |
13.7% |
0.108 |
3.4% |
5% |
False |
False |
20,382 |
| 60 |
3.631 |
2.962 |
0.669 |
20.8% |
0.106 |
3.3% |
38% |
False |
False |
18,446 |
| 80 |
3.631 |
2.962 |
0.669 |
20.8% |
0.104 |
3.2% |
38% |
False |
False |
16,528 |
| 100 |
3.631 |
2.909 |
0.722 |
22.5% |
0.095 |
3.0% |
42% |
False |
False |
15,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.992 |
|
2.618 |
3.749 |
|
1.618 |
3.600 |
|
1.000 |
3.508 |
|
0.618 |
3.451 |
|
HIGH |
3.359 |
|
0.618 |
3.302 |
|
0.500 |
3.285 |
|
0.382 |
3.267 |
|
LOW |
3.210 |
|
0.618 |
3.118 |
|
1.000 |
3.061 |
|
1.618 |
2.969 |
|
2.618 |
2.820 |
|
4.250 |
2.577 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.285 |
3.277 |
| PP |
3.261 |
3.256 |
| S1 |
3.238 |
3.235 |
|