NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.457 |
3.476 |
0.019 |
0.5% |
3.368 |
| High |
3.457 |
3.477 |
0.020 |
0.6% |
3.477 |
| Low |
3.341 |
3.346 |
0.005 |
0.1% |
3.332 |
| Close |
3.423 |
3.350 |
-0.073 |
-2.1% |
3.350 |
| Range |
0.116 |
0.131 |
0.015 |
12.9% |
0.145 |
| ATR |
0.100 |
0.102 |
0.002 |
2.2% |
0.000 |
| Volume |
24,078 |
34,535 |
10,457 |
43.4% |
137,287 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.784 |
3.698 |
3.422 |
|
| R3 |
3.653 |
3.567 |
3.386 |
|
| R2 |
3.522 |
3.522 |
3.374 |
|
| R1 |
3.436 |
3.436 |
3.362 |
3.414 |
| PP |
3.391 |
3.391 |
3.391 |
3.380 |
| S1 |
3.305 |
3.305 |
3.338 |
3.283 |
| S2 |
3.260 |
3.260 |
3.326 |
|
| S3 |
3.129 |
3.174 |
3.314 |
|
| S4 |
2.998 |
3.043 |
3.278 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.821 |
3.731 |
3.430 |
|
| R3 |
3.676 |
3.586 |
3.390 |
|
| R2 |
3.531 |
3.531 |
3.377 |
|
| R1 |
3.441 |
3.441 |
3.363 |
3.414 |
| PP |
3.386 |
3.386 |
3.386 |
3.373 |
| S1 |
3.296 |
3.296 |
3.337 |
3.269 |
| S2 |
3.241 |
3.241 |
3.323 |
|
| S3 |
3.096 |
3.151 |
3.310 |
|
| S4 |
2.951 |
3.006 |
3.270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.477 |
3.332 |
0.145 |
4.3% |
0.107 |
3.2% |
12% |
True |
False |
27,457 |
| 10 |
3.482 |
3.332 |
0.150 |
4.5% |
0.089 |
2.7% |
12% |
False |
False |
26,965 |
| 20 |
3.750 |
3.332 |
0.418 |
12.5% |
0.103 |
3.1% |
4% |
False |
False |
27,805 |
| 40 |
3.750 |
3.332 |
0.418 |
12.5% |
0.101 |
3.0% |
4% |
False |
False |
23,948 |
| 60 |
3.750 |
3.114 |
0.636 |
19.0% |
0.100 |
3.0% |
37% |
False |
False |
22,407 |
| 80 |
3.750 |
3.114 |
0.636 |
19.0% |
0.098 |
2.9% |
37% |
False |
False |
20,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.034 |
|
2.618 |
3.820 |
|
1.618 |
3.689 |
|
1.000 |
3.608 |
|
0.618 |
3.558 |
|
HIGH |
3.477 |
|
0.618 |
3.427 |
|
0.500 |
3.412 |
|
0.382 |
3.396 |
|
LOW |
3.346 |
|
0.618 |
3.265 |
|
1.000 |
3.215 |
|
1.618 |
3.134 |
|
2.618 |
3.003 |
|
4.250 |
2.789 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.412 |
3.409 |
| PP |
3.391 |
3.389 |
| S1 |
3.371 |
3.370 |
|