NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.220 |
3.285 |
0.065 |
2.0% |
3.368 |
| High |
3.292 |
3.340 |
0.048 |
1.5% |
3.477 |
| Low |
3.200 |
3.235 |
0.035 |
1.1% |
3.332 |
| Close |
3.277 |
3.325 |
0.048 |
1.5% |
3.350 |
| Range |
0.092 |
0.105 |
0.013 |
14.1% |
0.145 |
| ATR |
0.100 |
0.100 |
0.000 |
0.4% |
0.000 |
| Volume |
24,189 |
28,184 |
3,995 |
16.5% |
137,287 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.615 |
3.575 |
3.383 |
|
| R3 |
3.510 |
3.470 |
3.354 |
|
| R2 |
3.405 |
3.405 |
3.344 |
|
| R1 |
3.365 |
3.365 |
3.335 |
3.385 |
| PP |
3.300 |
3.300 |
3.300 |
3.310 |
| S1 |
3.260 |
3.260 |
3.315 |
3.280 |
| S2 |
3.195 |
3.195 |
3.306 |
|
| S3 |
3.090 |
3.155 |
3.296 |
|
| S4 |
2.985 |
3.050 |
3.267 |
|
|
| 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 |
3.200 |
0.277 |
8.3% |
0.101 |
3.0% |
45% |
False |
False |
27,059 |
| 10 |
3.477 |
3.200 |
0.277 |
8.3% |
0.096 |
2.9% |
45% |
False |
False |
26,980 |
| 20 |
3.668 |
3.200 |
0.468 |
14.1% |
0.097 |
2.9% |
27% |
False |
False |
27,788 |
| 40 |
3.750 |
3.200 |
0.550 |
16.5% |
0.103 |
3.1% |
23% |
False |
False |
24,897 |
| 60 |
3.750 |
3.114 |
0.636 |
19.1% |
0.102 |
3.1% |
33% |
False |
False |
23,069 |
| 80 |
3.750 |
3.114 |
0.636 |
19.1% |
0.098 |
2.9% |
33% |
False |
False |
21,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.786 |
|
2.618 |
3.615 |
|
1.618 |
3.510 |
|
1.000 |
3.445 |
|
0.618 |
3.405 |
|
HIGH |
3.340 |
|
0.618 |
3.300 |
|
0.500 |
3.288 |
|
0.382 |
3.275 |
|
LOW |
3.235 |
|
0.618 |
3.170 |
|
1.000 |
3.130 |
|
1.618 |
3.065 |
|
2.618 |
2.960 |
|
4.250 |
2.789 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.313 |
3.307 |
| PP |
3.300 |
3.288 |
| S1 |
3.288 |
3.270 |
|