NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.455 |
3.528 |
0.073 |
2.1% |
3.618 |
| High |
3.553 |
3.567 |
0.014 |
0.4% |
3.750 |
| Low |
3.429 |
3.505 |
0.076 |
2.2% |
3.375 |
| Close |
3.537 |
3.556 |
0.019 |
0.5% |
3.409 |
| Range |
0.124 |
0.062 |
-0.062 |
-50.0% |
0.375 |
| ATR |
0.110 |
0.106 |
-0.003 |
-3.1% |
0.000 |
| Volume |
19,813 |
28,505 |
8,692 |
43.9% |
136,082 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.729 |
3.704 |
3.590 |
|
| R3 |
3.667 |
3.642 |
3.573 |
|
| R2 |
3.605 |
3.605 |
3.567 |
|
| R1 |
3.580 |
3.580 |
3.562 |
3.593 |
| PP |
3.543 |
3.543 |
3.543 |
3.549 |
| S1 |
3.518 |
3.518 |
3.550 |
3.531 |
| S2 |
3.481 |
3.481 |
3.545 |
|
| S3 |
3.419 |
3.456 |
3.539 |
|
| S4 |
3.357 |
3.394 |
3.522 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.636 |
4.398 |
3.615 |
|
| R3 |
4.261 |
4.023 |
3.512 |
|
| R2 |
3.886 |
3.886 |
3.478 |
|
| R1 |
3.648 |
3.648 |
3.443 |
3.580 |
| PP |
3.511 |
3.511 |
3.511 |
3.477 |
| S1 |
3.273 |
3.273 |
3.375 |
3.205 |
| S2 |
3.136 |
3.136 |
3.340 |
|
| S3 |
2.761 |
2.898 |
3.306 |
|
| S4 |
2.386 |
2.523 |
3.203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.628 |
3.337 |
0.291 |
8.2% |
0.118 |
3.3% |
75% |
False |
False |
25,259 |
| 10 |
3.750 |
3.337 |
0.413 |
11.6% |
0.105 |
3.0% |
53% |
False |
False |
24,074 |
| 20 |
3.750 |
3.337 |
0.413 |
11.6% |
0.103 |
2.9% |
53% |
False |
False |
23,019 |
| 40 |
3.750 |
3.114 |
0.636 |
17.9% |
0.106 |
3.0% |
69% |
False |
False |
21,541 |
| 60 |
3.750 |
3.114 |
0.636 |
17.9% |
0.100 |
2.8% |
69% |
False |
False |
20,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.831 |
|
2.618 |
3.729 |
|
1.618 |
3.667 |
|
1.000 |
3.629 |
|
0.618 |
3.605 |
|
HIGH |
3.567 |
|
0.618 |
3.543 |
|
0.500 |
3.536 |
|
0.382 |
3.529 |
|
LOW |
3.505 |
|
0.618 |
3.467 |
|
1.000 |
3.443 |
|
1.618 |
3.405 |
|
2.618 |
3.343 |
|
4.250 |
3.242 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.549 |
3.521 |
| PP |
3.543 |
3.487 |
| S1 |
3.536 |
3.452 |
|