NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.355 |
3.368 |
0.013 |
0.4% |
3.431 |
| High |
3.400 |
3.427 |
0.027 |
0.8% |
3.482 |
| Low |
3.343 |
3.332 |
-0.011 |
-0.3% |
3.343 |
| Close |
3.375 |
3.425 |
0.050 |
1.5% |
3.375 |
| Range |
0.057 |
0.095 |
0.038 |
66.7% |
0.139 |
| ATR |
0.100 |
0.100 |
0.000 |
-0.4% |
0.000 |
| Volume |
31,756 |
19,194 |
-12,562 |
-39.6% |
132,366 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.680 |
3.647 |
3.477 |
|
| R3 |
3.585 |
3.552 |
3.451 |
|
| R2 |
3.490 |
3.490 |
3.442 |
|
| R1 |
3.457 |
3.457 |
3.434 |
3.474 |
| PP |
3.395 |
3.395 |
3.395 |
3.403 |
| S1 |
3.362 |
3.362 |
3.416 |
3.379 |
| S2 |
3.300 |
3.300 |
3.408 |
|
| S3 |
3.205 |
3.267 |
3.399 |
|
| S4 |
3.110 |
3.172 |
3.373 |
|
|
| 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 |
3.332 |
0.150 |
4.4% |
0.079 |
2.3% |
62% |
False |
True |
23,119 |
| 10 |
3.668 |
3.332 |
0.336 |
9.8% |
0.091 |
2.6% |
28% |
False |
True |
28,407 |
| 20 |
3.750 |
3.332 |
0.418 |
12.2% |
0.097 |
2.8% |
22% |
False |
True |
26,233 |
| 40 |
3.750 |
3.332 |
0.418 |
12.2% |
0.102 |
3.0% |
22% |
False |
True |
23,002 |
| 60 |
3.750 |
3.114 |
0.636 |
18.6% |
0.100 |
2.9% |
49% |
False |
False |
21,438 |
| 80 |
3.750 |
3.114 |
0.636 |
18.6% |
0.097 |
2.8% |
49% |
False |
False |
19,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.831 |
|
2.618 |
3.676 |
|
1.618 |
3.581 |
|
1.000 |
3.522 |
|
0.618 |
3.486 |
|
HIGH |
3.427 |
|
0.618 |
3.391 |
|
0.500 |
3.380 |
|
0.382 |
3.368 |
|
LOW |
3.332 |
|
0.618 |
3.273 |
|
1.000 |
3.237 |
|
1.618 |
3.178 |
|
2.618 |
3.083 |
|
4.250 |
2.928 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.410 |
3.419 |
| PP |
3.395 |
3.413 |
| S1 |
3.380 |
3.407 |
|