NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.448 |
3.429 |
-0.019 |
-0.6% |
3.356 |
| High |
3.449 |
3.482 |
0.033 |
1.0% |
3.668 |
| Low |
3.400 |
3.362 |
-0.038 |
-1.1% |
3.337 |
| Close |
3.409 |
3.373 |
-0.036 |
-1.1% |
3.453 |
| Range |
0.049 |
0.120 |
0.071 |
144.9% |
0.331 |
| ATR |
0.102 |
0.103 |
0.001 |
1.3% |
0.000 |
| Volume |
23,983 |
20,762 |
-3,221 |
-13.4% |
150,366 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.766 |
3.689 |
3.439 |
|
| R3 |
3.646 |
3.569 |
3.406 |
|
| R2 |
3.526 |
3.526 |
3.395 |
|
| R1 |
3.449 |
3.449 |
3.384 |
3.428 |
| PP |
3.406 |
3.406 |
3.406 |
3.395 |
| S1 |
3.329 |
3.329 |
3.362 |
3.308 |
| S2 |
3.286 |
3.286 |
3.351 |
|
| S3 |
3.166 |
3.209 |
3.340 |
|
| S4 |
3.046 |
3.089 |
3.307 |
|
|
| 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 |
3.552 |
3.362 |
0.190 |
5.6% |
0.083 |
2.5% |
6% |
False |
True |
29,998 |
| 10 |
3.668 |
3.337 |
0.331 |
9.8% |
0.098 |
2.9% |
11% |
False |
False |
28,596 |
| 20 |
3.750 |
3.337 |
0.413 |
12.2% |
0.098 |
2.9% |
9% |
False |
False |
26,815 |
| 40 |
3.750 |
3.337 |
0.413 |
12.2% |
0.103 |
3.1% |
9% |
False |
False |
22,911 |
| 60 |
3.750 |
3.114 |
0.636 |
18.9% |
0.100 |
3.0% |
41% |
False |
False |
21,309 |
| 80 |
3.750 |
3.114 |
0.636 |
18.9% |
0.097 |
2.9% |
41% |
False |
False |
19,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.992 |
|
2.618 |
3.796 |
|
1.618 |
3.676 |
|
1.000 |
3.602 |
|
0.618 |
3.556 |
|
HIGH |
3.482 |
|
0.618 |
3.436 |
|
0.500 |
3.422 |
|
0.382 |
3.408 |
|
LOW |
3.362 |
|
0.618 |
3.288 |
|
1.000 |
3.242 |
|
1.618 |
3.168 |
|
2.618 |
3.048 |
|
4.250 |
2.852 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.422 |
3.422 |
| PP |
3.406 |
3.406 |
| S1 |
3.389 |
3.389 |
|