NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.505 |
3.442 |
-0.063 |
-1.8% |
3.352 |
| High |
3.505 |
3.478 |
-0.027 |
-0.8% |
3.666 |
| Low |
3.466 |
3.434 |
-0.032 |
-0.9% |
3.352 |
| Close |
3.475 |
3.434 |
-0.041 |
-1.2% |
3.475 |
| Range |
0.039 |
0.044 |
0.005 |
12.8% |
0.314 |
| ATR |
0.085 |
0.082 |
-0.003 |
-3.4% |
0.000 |
| Volume |
3,923 |
1,420 |
-2,503 |
-63.8% |
8,539 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.581 |
3.551 |
3.458 |
|
| R3 |
3.537 |
3.507 |
3.446 |
|
| R2 |
3.493 |
3.493 |
3.442 |
|
| R1 |
3.463 |
3.463 |
3.438 |
3.456 |
| PP |
3.449 |
3.449 |
3.449 |
3.445 |
| S1 |
3.419 |
3.419 |
3.430 |
3.412 |
| S2 |
3.405 |
3.405 |
3.426 |
|
| S3 |
3.361 |
3.375 |
3.422 |
|
| S4 |
3.317 |
3.331 |
3.410 |
|
|
| 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 |
3.434 |
0.232 |
6.8% |
0.068 |
2.0% |
0% |
False |
True |
1,761 |
| 10 |
3.704 |
3.352 |
0.352 |
10.3% |
0.081 |
2.4% |
23% |
False |
False |
1,636 |
| 20 |
3.704 |
3.352 |
0.352 |
10.3% |
0.070 |
2.1% |
23% |
False |
False |
1,257 |
| 40 |
3.704 |
3.331 |
0.373 |
10.9% |
0.071 |
2.1% |
28% |
False |
False |
1,194 |
| 60 |
3.704 |
3.170 |
0.534 |
15.6% |
0.067 |
1.9% |
49% |
False |
False |
1,145 |
| 80 |
3.704 |
3.072 |
0.632 |
18.4% |
0.066 |
1.9% |
57% |
False |
False |
1,108 |
| 100 |
3.704 |
3.072 |
0.632 |
18.4% |
0.061 |
1.8% |
57% |
False |
False |
1,022 |
| 120 |
3.750 |
3.072 |
0.678 |
19.7% |
0.060 |
1.8% |
53% |
False |
False |
969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.665 |
|
2.618 |
3.593 |
|
1.618 |
3.549 |
|
1.000 |
3.522 |
|
0.618 |
3.505 |
|
HIGH |
3.478 |
|
0.618 |
3.461 |
|
0.500 |
3.456 |
|
0.382 |
3.451 |
|
LOW |
3.434 |
|
0.618 |
3.407 |
|
1.000 |
3.390 |
|
1.618 |
3.363 |
|
2.618 |
3.319 |
|
4.250 |
3.247 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.456 |
3.550 |
| PP |
3.449 |
3.511 |
| S1 |
3.441 |
3.473 |
|