NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.567 |
3.505 |
-0.062 |
-1.7% |
3.352 |
| High |
3.666 |
3.505 |
-0.161 |
-4.4% |
3.666 |
| Low |
3.536 |
3.466 |
-0.070 |
-2.0% |
3.352 |
| Close |
3.569 |
3.475 |
-0.094 |
-2.6% |
3.475 |
| Range |
0.130 |
0.039 |
-0.091 |
-70.0% |
0.314 |
| ATR |
0.084 |
0.085 |
0.001 |
1.7% |
0.000 |
| Volume |
1,669 |
3,923 |
2,254 |
135.1% |
8,539 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.599 |
3.576 |
3.496 |
|
| R3 |
3.560 |
3.537 |
3.486 |
|
| R2 |
3.521 |
3.521 |
3.482 |
|
| R1 |
3.498 |
3.498 |
3.479 |
3.490 |
| PP |
3.482 |
3.482 |
3.482 |
3.478 |
| S1 |
3.459 |
3.459 |
3.471 |
3.451 |
| S2 |
3.443 |
3.443 |
3.468 |
|
| S3 |
3.404 |
3.420 |
3.464 |
|
| S4 |
3.365 |
3.381 |
3.454 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.440 |
4.271 |
3.648 |
|
| R3 |
4.126 |
3.957 |
3.561 |
|
| R2 |
3.812 |
3.812 |
3.533 |
|
| R1 |
3.643 |
3.643 |
3.504 |
3.728 |
| PP |
3.498 |
3.498 |
3.498 |
3.540 |
| S1 |
3.329 |
3.329 |
3.446 |
3.414 |
| S2 |
3.184 |
3.184 |
3.417 |
|
| S3 |
2.870 |
3.015 |
3.389 |
|
| S4 |
2.556 |
2.701 |
3.302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.666 |
3.352 |
0.314 |
9.0% |
0.084 |
2.4% |
39% |
False |
False |
1,707 |
| 10 |
3.704 |
3.352 |
0.352 |
10.1% |
0.084 |
2.4% |
35% |
False |
False |
1,563 |
| 20 |
3.704 |
3.352 |
0.352 |
10.1% |
0.073 |
2.1% |
35% |
False |
False |
1,211 |
| 40 |
3.704 |
3.306 |
0.398 |
11.5% |
0.071 |
2.0% |
42% |
False |
False |
1,199 |
| 60 |
3.704 |
3.170 |
0.534 |
15.4% |
0.068 |
2.0% |
57% |
False |
False |
1,150 |
| 80 |
3.704 |
3.072 |
0.632 |
18.2% |
0.066 |
1.9% |
64% |
False |
False |
1,095 |
| 100 |
3.704 |
3.072 |
0.632 |
18.2% |
0.061 |
1.8% |
64% |
False |
False |
1,012 |
| 120 |
3.750 |
3.072 |
0.678 |
19.5% |
0.060 |
1.7% |
59% |
False |
False |
960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.671 |
|
2.618 |
3.607 |
|
1.618 |
3.568 |
|
1.000 |
3.544 |
|
0.618 |
3.529 |
|
HIGH |
3.505 |
|
0.618 |
3.490 |
|
0.500 |
3.486 |
|
0.382 |
3.481 |
|
LOW |
3.466 |
|
0.618 |
3.442 |
|
1.000 |
3.427 |
|
1.618 |
3.403 |
|
2.618 |
3.364 |
|
4.250 |
3.300 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.486 |
3.566 |
| PP |
3.482 |
3.536 |
| S1 |
3.479 |
3.505 |
|