NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.411 |
3.457 |
0.046 |
1.3% |
3.431 |
| High |
3.456 |
3.457 |
0.001 |
0.0% |
3.482 |
| Low |
3.392 |
3.341 |
-0.051 |
-1.5% |
3.343 |
| Close |
3.432 |
3.423 |
-0.009 |
-0.3% |
3.375 |
| Range |
0.064 |
0.116 |
0.052 |
81.3% |
0.139 |
| ATR |
0.099 |
0.100 |
0.001 |
1.2% |
0.000 |
| Volume |
40,545 |
24,078 |
-16,467 |
-40.6% |
132,366 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.755 |
3.705 |
3.487 |
|
| R3 |
3.639 |
3.589 |
3.455 |
|
| R2 |
3.523 |
3.523 |
3.444 |
|
| R1 |
3.473 |
3.473 |
3.434 |
3.440 |
| PP |
3.407 |
3.407 |
3.407 |
3.391 |
| S1 |
3.357 |
3.357 |
3.412 |
3.324 |
| S2 |
3.291 |
3.291 |
3.402 |
|
| S3 |
3.175 |
3.241 |
3.391 |
|
| S4 |
3.059 |
3.125 |
3.359 |
|
|
| 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 |
3.464 |
3.332 |
0.132 |
3.9% |
0.092 |
2.7% |
69% |
False |
False |
26,901 |
| 10 |
3.552 |
3.332 |
0.220 |
6.4% |
0.087 |
2.6% |
41% |
False |
False |
28,450 |
| 20 |
3.750 |
3.332 |
0.418 |
12.2% |
0.100 |
2.9% |
22% |
False |
False |
27,039 |
| 40 |
3.750 |
3.332 |
0.418 |
12.2% |
0.102 |
3.0% |
22% |
False |
False |
23,963 |
| 60 |
3.750 |
3.114 |
0.636 |
18.6% |
0.100 |
2.9% |
49% |
False |
False |
22,082 |
| 80 |
3.750 |
3.114 |
0.636 |
18.6% |
0.097 |
2.8% |
49% |
False |
False |
20,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.950 |
|
2.618 |
3.761 |
|
1.618 |
3.645 |
|
1.000 |
3.573 |
|
0.618 |
3.529 |
|
HIGH |
3.457 |
|
0.618 |
3.413 |
|
0.500 |
3.399 |
|
0.382 |
3.385 |
|
LOW |
3.341 |
|
0.618 |
3.269 |
|
1.000 |
3.225 |
|
1.618 |
3.153 |
|
2.618 |
3.037 |
|
4.250 |
2.848 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.415 |
3.416 |
| PP |
3.407 |
3.408 |
| S1 |
3.399 |
3.401 |
|