NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.147 |
3.077 |
-0.070 |
-2.2% |
3.240 |
| High |
3.150 |
3.154 |
0.004 |
0.1% |
3.359 |
| Low |
3.071 |
3.055 |
-0.016 |
-0.5% |
3.192 |
| Close |
3.077 |
3.137 |
0.060 |
1.9% |
3.214 |
| Range |
0.079 |
0.099 |
0.020 |
25.3% |
0.167 |
| ATR |
0.107 |
0.106 |
-0.001 |
-0.5% |
0.000 |
| Volume |
24,286 |
27,336 |
3,050 |
12.6% |
117,482 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.412 |
3.374 |
3.191 |
|
| R3 |
3.313 |
3.275 |
3.164 |
|
| R2 |
3.214 |
3.214 |
3.155 |
|
| R1 |
3.176 |
3.176 |
3.146 |
3.195 |
| PP |
3.115 |
3.115 |
3.115 |
3.125 |
| S1 |
3.077 |
3.077 |
3.128 |
3.096 |
| S2 |
3.016 |
3.016 |
3.119 |
|
| S3 |
2.917 |
2.978 |
3.110 |
|
| S4 |
2.818 |
2.879 |
3.083 |
|
|
| 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 |
3.055 |
0.304 |
9.7% |
0.113 |
3.6% |
27% |
False |
True |
25,615 |
| 10 |
3.359 |
3.055 |
0.304 |
9.7% |
0.105 |
3.3% |
27% |
False |
True |
23,275 |
| 20 |
3.544 |
3.055 |
0.489 |
15.6% |
0.111 |
3.5% |
17% |
False |
True |
24,840 |
| 40 |
3.631 |
3.055 |
0.576 |
18.4% |
0.108 |
3.5% |
14% |
False |
True |
20,711 |
| 60 |
3.631 |
2.962 |
0.669 |
21.3% |
0.107 |
3.4% |
26% |
False |
False |
18,988 |
| 80 |
3.631 |
2.962 |
0.669 |
21.3% |
0.104 |
3.3% |
26% |
False |
False |
17,139 |
| 100 |
3.631 |
2.909 |
0.722 |
23.0% |
0.097 |
3.1% |
32% |
False |
False |
15,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.575 |
|
2.618 |
3.413 |
|
1.618 |
3.314 |
|
1.000 |
3.253 |
|
0.618 |
3.215 |
|
HIGH |
3.154 |
|
0.618 |
3.116 |
|
0.500 |
3.105 |
|
0.382 |
3.093 |
|
LOW |
3.055 |
|
0.618 |
2.994 |
|
1.000 |
2.956 |
|
1.618 |
2.895 |
|
2.618 |
2.796 |
|
4.250 |
2.634 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.126 |
3.153 |
| PP |
3.115 |
3.147 |
| S1 |
3.105 |
3.142 |
|