NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.077 |
3.134 |
0.057 |
1.9% |
3.240 |
| High |
3.154 |
3.201 |
0.047 |
1.5% |
3.359 |
| Low |
3.055 |
3.100 |
0.045 |
1.5% |
3.192 |
| Close |
3.137 |
3.186 |
0.049 |
1.6% |
3.214 |
| Range |
0.099 |
0.101 |
0.002 |
2.0% |
0.167 |
| ATR |
0.106 |
0.106 |
0.000 |
-0.4% |
0.000 |
| Volume |
27,336 |
35,753 |
8,417 |
30.8% |
117,482 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.465 |
3.427 |
3.242 |
|
| R3 |
3.364 |
3.326 |
3.214 |
|
| R2 |
3.263 |
3.263 |
3.205 |
|
| R1 |
3.225 |
3.225 |
3.195 |
3.244 |
| PP |
3.162 |
3.162 |
3.162 |
3.172 |
| S1 |
3.124 |
3.124 |
3.177 |
3.143 |
| S2 |
3.061 |
3.061 |
3.167 |
|
| S3 |
2.960 |
3.023 |
3.158 |
|
| S4 |
2.859 |
2.922 |
3.130 |
|
|
| 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 |
9.5% |
0.108 |
3.4% |
43% |
False |
False |
27,781 |
| 10 |
3.359 |
3.055 |
0.304 |
9.5% |
0.102 |
3.2% |
43% |
False |
False |
25,198 |
| 20 |
3.544 |
3.055 |
0.489 |
15.3% |
0.105 |
3.3% |
27% |
False |
False |
25,391 |
| 40 |
3.631 |
3.055 |
0.576 |
18.1% |
0.109 |
3.4% |
23% |
False |
False |
21,407 |
| 60 |
3.631 |
2.962 |
0.669 |
21.0% |
0.108 |
3.4% |
33% |
False |
False |
19,479 |
| 80 |
3.631 |
2.962 |
0.669 |
21.0% |
0.104 |
3.3% |
33% |
False |
False |
17,505 |
| 100 |
3.631 |
2.909 |
0.722 |
22.7% |
0.097 |
3.0% |
38% |
False |
False |
15,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.630 |
|
2.618 |
3.465 |
|
1.618 |
3.364 |
|
1.000 |
3.302 |
|
0.618 |
3.263 |
|
HIGH |
3.201 |
|
0.618 |
3.162 |
|
0.500 |
3.151 |
|
0.382 |
3.139 |
|
LOW |
3.100 |
|
0.618 |
3.038 |
|
1.000 |
2.999 |
|
1.618 |
2.937 |
|
2.618 |
2.836 |
|
4.250 |
2.671 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.174 |
3.167 |
| PP |
3.162 |
3.147 |
| S1 |
3.151 |
3.128 |
|