NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.552 |
3.431 |
-0.121 |
-3.4% |
3.356 |
| High |
3.552 |
3.462 |
-0.090 |
-2.5% |
3.668 |
| Low |
3.439 |
3.406 |
-0.033 |
-1.0% |
3.337 |
| Close |
3.453 |
3.414 |
-0.039 |
-1.1% |
3.453 |
| Range |
0.113 |
0.056 |
-0.057 |
-50.4% |
0.331 |
| ATR |
0.110 |
0.106 |
-0.004 |
-3.5% |
0.000 |
| Volume |
49,382 |
35,963 |
-13,419 |
-27.2% |
150,366 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.595 |
3.561 |
3.445 |
|
| R3 |
3.539 |
3.505 |
3.429 |
|
| R2 |
3.483 |
3.483 |
3.424 |
|
| R1 |
3.449 |
3.449 |
3.419 |
3.438 |
| PP |
3.427 |
3.427 |
3.427 |
3.422 |
| S1 |
3.393 |
3.393 |
3.409 |
3.382 |
| S2 |
3.371 |
3.371 |
3.404 |
|
| S3 |
3.315 |
3.337 |
3.399 |
|
| S4 |
3.259 |
3.281 |
3.383 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.479 |
4.297 |
3.635 |
|
| R3 |
4.148 |
3.966 |
3.544 |
|
| R2 |
3.817 |
3.817 |
3.514 |
|
| R1 |
3.635 |
3.635 |
3.483 |
3.726 |
| PP |
3.486 |
3.486 |
3.486 |
3.532 |
| S1 |
3.304 |
3.304 |
3.423 |
3.395 |
| S2 |
3.155 |
3.155 |
3.392 |
|
| S3 |
2.824 |
2.973 |
3.362 |
|
| S4 |
2.493 |
2.642 |
3.271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.668 |
3.406 |
0.262 |
7.7% |
0.102 |
3.0% |
3% |
False |
True |
33,694 |
| 10 |
3.750 |
3.337 |
0.413 |
12.1% |
0.112 |
3.3% |
19% |
False |
False |
30,472 |
| 20 |
3.750 |
3.337 |
0.413 |
12.1% |
0.102 |
3.0% |
19% |
False |
False |
26,131 |
| 40 |
3.750 |
3.295 |
0.455 |
13.3% |
0.105 |
3.1% |
26% |
False |
False |
22,879 |
| 60 |
3.750 |
3.114 |
0.636 |
18.6% |
0.100 |
2.9% |
47% |
False |
False |
21,409 |
| 80 |
3.750 |
3.062 |
0.688 |
20.2% |
0.096 |
2.8% |
51% |
False |
False |
19,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.700 |
|
2.618 |
3.609 |
|
1.618 |
3.553 |
|
1.000 |
3.518 |
|
0.618 |
3.497 |
|
HIGH |
3.462 |
|
0.618 |
3.441 |
|
0.500 |
3.434 |
|
0.382 |
3.427 |
|
LOW |
3.406 |
|
0.618 |
3.371 |
|
1.000 |
3.350 |
|
1.618 |
3.315 |
|
2.618 |
3.259 |
|
4.250 |
3.168 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.434 |
3.537 |
| PP |
3.427 |
3.496 |
| S1 |
3.421 |
3.455 |
|