NYMEX Natural Gas Future February 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 |
3.271 |
3.330 |
0.059 |
1.8% |
3.385 |
| High |
3.357 |
3.385 |
0.028 |
0.8% |
3.401 |
| Low |
3.271 |
3.308 |
0.037 |
1.1% |
3.222 |
| Close |
3.344 |
3.375 |
0.031 |
0.9% |
3.375 |
| Range |
0.086 |
0.077 |
-0.009 |
-10.5% |
0.179 |
| ATR |
0.090 |
0.089 |
-0.001 |
-1.0% |
0.000 |
| Volume |
4,972 |
5,491 |
519 |
10.4% |
27,876 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.587 |
3.558 |
3.417 |
|
| R3 |
3.510 |
3.481 |
3.396 |
|
| R2 |
3.433 |
3.433 |
3.389 |
|
| R1 |
3.404 |
3.404 |
3.382 |
3.419 |
| PP |
3.356 |
3.356 |
3.356 |
3.363 |
| S1 |
3.327 |
3.327 |
3.368 |
3.342 |
| S2 |
3.279 |
3.279 |
3.361 |
|
| S3 |
3.202 |
3.250 |
3.354 |
|
| S4 |
3.125 |
3.173 |
3.333 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.870 |
3.801 |
3.473 |
|
| R3 |
3.691 |
3.622 |
3.424 |
|
| R2 |
3.512 |
3.512 |
3.408 |
|
| R1 |
3.443 |
3.443 |
3.391 |
3.388 |
| PP |
3.333 |
3.333 |
3.333 |
3.305 |
| S1 |
3.264 |
3.264 |
3.359 |
3.209 |
| S2 |
3.154 |
3.154 |
3.342 |
|
| S3 |
2.975 |
3.085 |
3.326 |
|
| S4 |
2.796 |
2.906 |
3.277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.401 |
3.222 |
0.179 |
5.3% |
0.082 |
2.4% |
85% |
False |
False |
5,575 |
| 10 |
3.478 |
3.222 |
0.256 |
7.6% |
0.086 |
2.5% |
60% |
False |
False |
5,444 |
| 20 |
3.678 |
3.222 |
0.456 |
13.5% |
0.084 |
2.5% |
34% |
False |
False |
5,583 |
| 40 |
3.763 |
3.222 |
0.541 |
16.0% |
0.085 |
2.5% |
28% |
False |
False |
5,040 |
| 60 |
3.763 |
3.150 |
0.613 |
18.2% |
0.089 |
2.6% |
37% |
False |
False |
4,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.712 |
|
2.618 |
3.587 |
|
1.618 |
3.510 |
|
1.000 |
3.462 |
|
0.618 |
3.433 |
|
HIGH |
3.385 |
|
0.618 |
3.356 |
|
0.500 |
3.347 |
|
0.382 |
3.337 |
|
LOW |
3.308 |
|
0.618 |
3.260 |
|
1.000 |
3.231 |
|
1.618 |
3.183 |
|
2.618 |
3.106 |
|
4.250 |
2.981 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.366 |
3.351 |
| PP |
3.356 |
3.327 |
| S1 |
3.347 |
3.304 |
|