NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.224 |
3.245 |
0.021 |
0.7% |
3.246 |
| High |
3.276 |
3.253 |
-0.023 |
-0.7% |
3.250 |
| Low |
3.175 |
3.171 |
-0.004 |
-0.1% |
3.055 |
| Close |
3.241 |
3.180 |
-0.061 |
-1.9% |
3.220 |
| Range |
0.101 |
0.082 |
-0.019 |
-18.8% |
0.195 |
| ATR |
0.104 |
0.103 |
-0.002 |
-1.5% |
0.000 |
| Volume |
24,250 |
28,360 |
4,110 |
16.9% |
140,250 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.447 |
3.396 |
3.225 |
|
| R3 |
3.365 |
3.314 |
3.203 |
|
| R2 |
3.283 |
3.283 |
3.195 |
|
| R1 |
3.232 |
3.232 |
3.188 |
3.217 |
| PP |
3.201 |
3.201 |
3.201 |
3.194 |
| S1 |
3.150 |
3.150 |
3.172 |
3.135 |
| S2 |
3.119 |
3.119 |
3.165 |
|
| S3 |
3.037 |
3.068 |
3.157 |
|
| S4 |
2.955 |
2.986 |
3.135 |
|
|
| 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 |
3.276 |
3.055 |
0.221 |
6.9% |
0.094 |
2.9% |
57% |
False |
False |
29,578 |
| 10 |
3.359 |
3.055 |
0.304 |
9.6% |
0.100 |
3.1% |
41% |
False |
False |
28,008 |
| 20 |
3.544 |
3.055 |
0.489 |
15.4% |
0.099 |
3.1% |
26% |
False |
False |
25,429 |
| 40 |
3.631 |
3.055 |
0.576 |
18.1% |
0.104 |
3.3% |
22% |
False |
False |
22,499 |
| 60 |
3.631 |
2.962 |
0.669 |
21.0% |
0.108 |
3.4% |
33% |
False |
False |
20,238 |
| 80 |
3.631 |
2.962 |
0.669 |
21.0% |
0.104 |
3.3% |
33% |
False |
False |
18,078 |
| 100 |
3.631 |
2.909 |
0.722 |
22.7% |
0.098 |
3.1% |
38% |
False |
False |
16,384 |
| 120 |
3.631 |
2.909 |
0.722 |
22.7% |
0.092 |
2.9% |
38% |
False |
False |
14,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.602 |
|
2.618 |
3.468 |
|
1.618 |
3.386 |
|
1.000 |
3.335 |
|
0.618 |
3.304 |
|
HIGH |
3.253 |
|
0.618 |
3.222 |
|
0.500 |
3.212 |
|
0.382 |
3.202 |
|
LOW |
3.171 |
|
0.618 |
3.120 |
|
1.000 |
3.089 |
|
1.618 |
3.038 |
|
2.618 |
2.956 |
|
4.250 |
2.823 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.212 |
3.210 |
| PP |
3.201 |
3.200 |
| S1 |
3.191 |
3.190 |
|