NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.415 |
3.448 |
0.033 |
1.0% |
3.356 |
| High |
3.482 |
3.449 |
-0.033 |
-0.9% |
3.668 |
| Low |
3.406 |
3.400 |
-0.006 |
-0.2% |
3.337 |
| Close |
3.473 |
3.409 |
-0.064 |
-1.8% |
3.453 |
| Range |
0.076 |
0.049 |
-0.027 |
-35.5% |
0.331 |
| ATR |
0.104 |
0.102 |
-0.002 |
-2.1% |
0.000 |
| Volume |
19,902 |
23,983 |
4,081 |
20.5% |
150,366 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.566 |
3.537 |
3.436 |
|
| R3 |
3.517 |
3.488 |
3.422 |
|
| R2 |
3.468 |
3.468 |
3.418 |
|
| R1 |
3.439 |
3.439 |
3.413 |
3.429 |
| PP |
3.419 |
3.419 |
3.419 |
3.415 |
| S1 |
3.390 |
3.390 |
3.405 |
3.380 |
| S2 |
3.370 |
3.370 |
3.400 |
|
| S3 |
3.321 |
3.341 |
3.396 |
|
| S4 |
3.272 |
3.292 |
3.382 |
|
|
| 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 |
3.400 |
0.268 |
7.9% |
0.090 |
2.6% |
3% |
False |
True |
32,808 |
| 10 |
3.668 |
3.337 |
0.331 |
9.7% |
0.104 |
3.1% |
22% |
False |
False |
29,033 |
| 20 |
3.750 |
3.337 |
0.413 |
12.1% |
0.096 |
2.8% |
17% |
False |
False |
27,006 |
| 40 |
3.750 |
3.337 |
0.413 |
12.1% |
0.103 |
3.0% |
17% |
False |
False |
22,892 |
| 60 |
3.750 |
3.114 |
0.636 |
18.7% |
0.099 |
2.9% |
46% |
False |
False |
21,328 |
| 80 |
3.750 |
3.107 |
0.643 |
18.9% |
0.096 |
2.8% |
47% |
False |
False |
19,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.657 |
|
2.618 |
3.577 |
|
1.618 |
3.528 |
|
1.000 |
3.498 |
|
0.618 |
3.479 |
|
HIGH |
3.449 |
|
0.618 |
3.430 |
|
0.500 |
3.425 |
|
0.382 |
3.419 |
|
LOW |
3.400 |
|
0.618 |
3.370 |
|
1.000 |
3.351 |
|
1.618 |
3.321 |
|
2.618 |
3.272 |
|
4.250 |
3.192 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.425 |
3.441 |
| PP |
3.419 |
3.430 |
| S1 |
3.414 |
3.420 |
|