NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.134 |
3.181 |
0.047 |
1.5% |
3.246 |
| High |
3.201 |
3.230 |
0.029 |
0.9% |
3.250 |
| Low |
3.100 |
3.144 |
0.044 |
1.4% |
3.055 |
| Close |
3.186 |
3.220 |
0.034 |
1.1% |
3.220 |
| Range |
0.101 |
0.086 |
-0.015 |
-14.9% |
0.195 |
| ATR |
0.106 |
0.105 |
-0.001 |
-1.3% |
0.000 |
| Volume |
35,753 |
32,191 |
-3,562 |
-10.0% |
140,250 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.456 |
3.424 |
3.267 |
|
| R3 |
3.370 |
3.338 |
3.244 |
|
| R2 |
3.284 |
3.284 |
3.236 |
|
| R1 |
3.252 |
3.252 |
3.228 |
3.268 |
| PP |
3.198 |
3.198 |
3.198 |
3.206 |
| S1 |
3.166 |
3.166 |
3.212 |
3.182 |
| S2 |
3.112 |
3.112 |
3.204 |
|
| S3 |
3.026 |
3.080 |
3.196 |
|
| S4 |
2.940 |
2.994 |
3.173 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.760 |
3.685 |
3.327 |
|
| R3 |
3.565 |
3.490 |
3.274 |
|
| R2 |
3.370 |
3.370 |
3.256 |
|
| R1 |
3.295 |
3.295 |
3.238 |
3.235 |
| PP |
3.175 |
3.175 |
3.175 |
3.145 |
| S1 |
3.100 |
3.100 |
3.202 |
3.040 |
| S2 |
2.980 |
2.980 |
3.184 |
|
| S3 |
2.785 |
2.905 |
3.166 |
|
| S4 |
2.590 |
2.710 |
3.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.250 |
3.055 |
0.195 |
6.1% |
0.095 |
3.0% |
85% |
False |
False |
28,050 |
| 10 |
3.359 |
3.055 |
0.304 |
9.4% |
0.104 |
3.2% |
54% |
False |
False |
25,773 |
| 20 |
3.544 |
3.055 |
0.489 |
15.2% |
0.104 |
3.2% |
34% |
False |
False |
25,002 |
| 40 |
3.631 |
3.055 |
0.576 |
17.9% |
0.105 |
3.3% |
29% |
False |
False |
21,948 |
| 60 |
3.631 |
2.962 |
0.669 |
20.8% |
0.108 |
3.3% |
39% |
False |
False |
19,865 |
| 80 |
3.631 |
2.962 |
0.669 |
20.8% |
0.104 |
3.2% |
39% |
False |
False |
17,792 |
| 100 |
3.631 |
2.909 |
0.722 |
22.4% |
0.097 |
3.0% |
43% |
False |
False |
16,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.596 |
|
2.618 |
3.455 |
|
1.618 |
3.369 |
|
1.000 |
3.316 |
|
0.618 |
3.283 |
|
HIGH |
3.230 |
|
0.618 |
3.197 |
|
0.500 |
3.187 |
|
0.382 |
3.177 |
|
LOW |
3.144 |
|
0.618 |
3.091 |
|
1.000 |
3.058 |
|
1.618 |
3.005 |
|
2.618 |
2.919 |
|
4.250 |
2.779 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.209 |
3.194 |
| PP |
3.198 |
3.168 |
| S1 |
3.187 |
3.143 |
|