NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.357 |
3.470 |
0.113 |
3.4% |
3.444 |
| High |
3.445 |
3.478 |
0.033 |
1.0% |
3.500 |
| Low |
3.350 |
3.360 |
0.010 |
0.3% |
3.362 |
| Close |
3.443 |
3.409 |
-0.034 |
-1.0% |
3.392 |
| Range |
0.095 |
0.118 |
0.023 |
24.2% |
0.138 |
| ATR |
0.093 |
0.094 |
0.002 |
2.0% |
0.000 |
| Volume |
4,667 |
4,661 |
-6 |
-0.1% |
30,226 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.770 |
3.707 |
3.474 |
|
| R3 |
3.652 |
3.589 |
3.441 |
|
| R2 |
3.534 |
3.534 |
3.431 |
|
| R1 |
3.471 |
3.471 |
3.420 |
3.444 |
| PP |
3.416 |
3.416 |
3.416 |
3.402 |
| S1 |
3.353 |
3.353 |
3.398 |
3.326 |
| S2 |
3.298 |
3.298 |
3.387 |
|
| S3 |
3.180 |
3.235 |
3.377 |
|
| S4 |
3.062 |
3.117 |
3.344 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.832 |
3.750 |
3.468 |
|
| R3 |
3.694 |
3.612 |
3.430 |
|
| R2 |
3.556 |
3.556 |
3.417 |
|
| R1 |
3.474 |
3.474 |
3.405 |
3.446 |
| PP |
3.418 |
3.418 |
3.418 |
3.404 |
| S1 |
3.336 |
3.336 |
3.379 |
3.308 |
| S2 |
3.280 |
3.280 |
3.367 |
|
| S3 |
3.142 |
3.198 |
3.354 |
|
| S4 |
3.004 |
3.060 |
3.316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.500 |
3.350 |
0.150 |
4.4% |
0.087 |
2.5% |
39% |
False |
False |
5,863 |
| 10 |
3.678 |
3.350 |
0.328 |
9.6% |
0.082 |
2.4% |
18% |
False |
False |
5,864 |
| 20 |
3.763 |
3.350 |
0.413 |
12.1% |
0.090 |
2.6% |
14% |
False |
False |
5,285 |
| 40 |
3.763 |
3.350 |
0.413 |
12.1% |
0.091 |
2.7% |
14% |
False |
False |
4,609 |
| 60 |
3.763 |
3.150 |
0.613 |
18.0% |
0.088 |
2.6% |
42% |
False |
False |
3,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.980 |
|
2.618 |
3.787 |
|
1.618 |
3.669 |
|
1.000 |
3.596 |
|
0.618 |
3.551 |
|
HIGH |
3.478 |
|
0.618 |
3.433 |
|
0.500 |
3.419 |
|
0.382 |
3.405 |
|
LOW |
3.360 |
|
0.618 |
3.287 |
|
1.000 |
3.242 |
|
1.618 |
3.169 |
|
2.618 |
3.051 |
|
4.250 |
2.859 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.419 |
3.414 |
| PP |
3.416 |
3.412 |
| S1 |
3.412 |
3.411 |
|