NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.285 |
3.321 |
0.036 |
1.1% |
3.384 |
| High |
3.340 |
3.365 |
0.025 |
0.7% |
3.386 |
| Low |
3.235 |
3.282 |
0.047 |
1.5% |
3.200 |
| Close |
3.325 |
3.357 |
0.032 |
1.0% |
3.357 |
| Range |
0.105 |
0.083 |
-0.022 |
-21.0% |
0.186 |
| ATR |
0.100 |
0.099 |
-0.001 |
-1.2% |
0.000 |
| Volume |
28,184 |
27,084 |
-1,100 |
-3.9% |
127,845 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.584 |
3.553 |
3.403 |
|
| R3 |
3.501 |
3.470 |
3.380 |
|
| R2 |
3.418 |
3.418 |
3.372 |
|
| R1 |
3.387 |
3.387 |
3.365 |
3.403 |
| PP |
3.335 |
3.335 |
3.335 |
3.342 |
| S1 |
3.304 |
3.304 |
3.349 |
3.320 |
| S2 |
3.252 |
3.252 |
3.342 |
|
| S3 |
3.169 |
3.221 |
3.334 |
|
| S4 |
3.086 |
3.138 |
3.311 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.872 |
3.801 |
3.459 |
|
| R3 |
3.686 |
3.615 |
3.408 |
|
| R2 |
3.500 |
3.500 |
3.391 |
|
| R1 |
3.429 |
3.429 |
3.374 |
3.372 |
| PP |
3.314 |
3.314 |
3.314 |
3.286 |
| S1 |
3.243 |
3.243 |
3.340 |
3.186 |
| S2 |
3.128 |
3.128 |
3.323 |
|
| S3 |
2.942 |
3.057 |
3.306 |
|
| S4 |
2.756 |
2.871 |
3.255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.386 |
3.200 |
0.186 |
5.5% |
0.091 |
2.7% |
84% |
False |
False |
25,569 |
| 10 |
3.477 |
3.200 |
0.277 |
8.3% |
0.099 |
2.9% |
57% |
False |
False |
26,513 |
| 20 |
3.668 |
3.200 |
0.468 |
13.9% |
0.097 |
2.9% |
34% |
False |
False |
27,393 |
| 40 |
3.750 |
3.200 |
0.550 |
16.4% |
0.099 |
3.0% |
29% |
False |
False |
25,179 |
| 60 |
3.750 |
3.114 |
0.636 |
18.9% |
0.102 |
3.0% |
38% |
False |
False |
23,337 |
| 80 |
3.750 |
3.114 |
0.636 |
18.9% |
0.098 |
2.9% |
38% |
False |
False |
21,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.718 |
|
2.618 |
3.582 |
|
1.618 |
3.499 |
|
1.000 |
3.448 |
|
0.618 |
3.416 |
|
HIGH |
3.365 |
|
0.618 |
3.333 |
|
0.500 |
3.324 |
|
0.382 |
3.314 |
|
LOW |
3.282 |
|
0.618 |
3.231 |
|
1.000 |
3.199 |
|
1.618 |
3.148 |
|
2.618 |
3.065 |
|
4.250 |
2.929 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.346 |
3.332 |
| PP |
3.335 |
3.307 |
| S1 |
3.324 |
3.283 |
|