NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.476 |
3.384 |
-0.092 |
-2.6% |
3.368 |
| High |
3.477 |
3.386 |
-0.091 |
-2.6% |
3.477 |
| Low |
3.346 |
3.280 |
-0.066 |
-2.0% |
3.332 |
| Close |
3.350 |
3.285 |
-0.065 |
-1.9% |
3.350 |
| Range |
0.131 |
0.106 |
-0.025 |
-19.1% |
0.145 |
| ATR |
0.102 |
0.103 |
0.000 |
0.3% |
0.000 |
| Volume |
34,535 |
24,571 |
-9,964 |
-28.9% |
137,287 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.635 |
3.566 |
3.343 |
|
| R3 |
3.529 |
3.460 |
3.314 |
|
| R2 |
3.423 |
3.423 |
3.304 |
|
| R1 |
3.354 |
3.354 |
3.295 |
3.336 |
| PP |
3.317 |
3.317 |
3.317 |
3.308 |
| S1 |
3.248 |
3.248 |
3.275 |
3.230 |
| S2 |
3.211 |
3.211 |
3.266 |
|
| S3 |
3.105 |
3.142 |
3.256 |
|
| S4 |
2.999 |
3.036 |
3.227 |
|
|
| 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 |
3.280 |
0.197 |
6.0% |
0.109 |
3.3% |
3% |
False |
True |
28,532 |
| 10 |
3.482 |
3.280 |
0.202 |
6.1% |
0.094 |
2.9% |
2% |
False |
True |
25,826 |
| 20 |
3.750 |
3.280 |
0.470 |
14.3% |
0.103 |
3.1% |
1% |
False |
True |
28,149 |
| 40 |
3.750 |
3.280 |
0.470 |
14.3% |
0.102 |
3.1% |
1% |
False |
True |
24,062 |
| 60 |
3.750 |
3.114 |
0.636 |
19.4% |
0.101 |
3.1% |
27% |
False |
False |
22,448 |
| 80 |
3.750 |
3.114 |
0.636 |
19.4% |
0.098 |
3.0% |
27% |
False |
False |
20,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.837 |
|
2.618 |
3.664 |
|
1.618 |
3.558 |
|
1.000 |
3.492 |
|
0.618 |
3.452 |
|
HIGH |
3.386 |
|
0.618 |
3.346 |
|
0.500 |
3.333 |
|
0.382 |
3.320 |
|
LOW |
3.280 |
|
0.618 |
3.214 |
|
1.000 |
3.174 |
|
1.618 |
3.108 |
|
2.618 |
3.002 |
|
4.250 |
2.830 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.333 |
3.379 |
| PP |
3.317 |
3.347 |
| S1 |
3.301 |
3.316 |
|