NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.429 |
3.355 |
-0.074 |
-2.2% |
3.431 |
| High |
3.482 |
3.400 |
-0.082 |
-2.4% |
3.482 |
| Low |
3.362 |
3.343 |
-0.019 |
-0.6% |
3.343 |
| Close |
3.373 |
3.375 |
0.002 |
0.1% |
3.375 |
| Range |
0.120 |
0.057 |
-0.063 |
-52.5% |
0.139 |
| ATR |
0.103 |
0.100 |
-0.003 |
-3.2% |
0.000 |
| Volume |
20,762 |
31,756 |
10,994 |
53.0% |
132,366 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.544 |
3.516 |
3.406 |
|
| R3 |
3.487 |
3.459 |
3.391 |
|
| R2 |
3.430 |
3.430 |
3.385 |
|
| R1 |
3.402 |
3.402 |
3.380 |
3.416 |
| PP |
3.373 |
3.373 |
3.373 |
3.380 |
| S1 |
3.345 |
3.345 |
3.370 |
3.359 |
| S2 |
3.316 |
3.316 |
3.365 |
|
| S3 |
3.259 |
3.288 |
3.359 |
|
| S4 |
3.202 |
3.231 |
3.344 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.817 |
3.735 |
3.451 |
|
| R3 |
3.678 |
3.596 |
3.413 |
|
| R2 |
3.539 |
3.539 |
3.400 |
|
| R1 |
3.457 |
3.457 |
3.388 |
3.429 |
| PP |
3.400 |
3.400 |
3.400 |
3.386 |
| S1 |
3.318 |
3.318 |
3.362 |
3.290 |
| S2 |
3.261 |
3.261 |
3.350 |
|
| S3 |
3.122 |
3.179 |
3.337 |
|
| S4 |
2.983 |
3.040 |
3.299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.482 |
3.343 |
0.139 |
4.1% |
0.072 |
2.1% |
23% |
False |
True |
26,473 |
| 10 |
3.668 |
3.337 |
0.331 |
9.8% |
0.094 |
2.8% |
11% |
False |
False |
28,273 |
| 20 |
3.750 |
3.337 |
0.413 |
12.2% |
0.096 |
2.9% |
9% |
False |
False |
26,717 |
| 40 |
3.750 |
3.337 |
0.413 |
12.2% |
0.102 |
3.0% |
9% |
False |
False |
23,190 |
| 60 |
3.750 |
3.114 |
0.636 |
18.8% |
0.100 |
3.0% |
41% |
False |
False |
21,502 |
| 80 |
3.750 |
3.114 |
0.636 |
18.8% |
0.097 |
2.9% |
41% |
False |
False |
19,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.642 |
|
2.618 |
3.549 |
|
1.618 |
3.492 |
|
1.000 |
3.457 |
|
0.618 |
3.435 |
|
HIGH |
3.400 |
|
0.618 |
3.378 |
|
0.500 |
3.372 |
|
0.382 |
3.365 |
|
LOW |
3.343 |
|
0.618 |
3.308 |
|
1.000 |
3.286 |
|
1.618 |
3.251 |
|
2.618 |
3.194 |
|
4.250 |
3.101 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.374 |
3.413 |
| PP |
3.373 |
3.400 |
| S1 |
3.372 |
3.388 |
|