NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.435 |
3.386 |
-0.049 |
-1.4% |
3.442 |
| High |
3.444 |
3.427 |
-0.017 |
-0.5% |
3.495 |
| Low |
3.396 |
3.384 |
-0.012 |
-0.4% |
3.384 |
| Close |
3.397 |
3.400 |
0.003 |
0.1% |
3.400 |
| Range |
0.048 |
0.043 |
-0.005 |
-10.4% |
0.111 |
| ATR |
0.077 |
0.075 |
-0.002 |
-3.2% |
0.000 |
| Volume |
860 |
1,571 |
711 |
82.7% |
6,663 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.533 |
3.509 |
3.424 |
|
| R3 |
3.490 |
3.466 |
3.412 |
|
| R2 |
3.447 |
3.447 |
3.408 |
|
| R1 |
3.423 |
3.423 |
3.404 |
3.435 |
| PP |
3.404 |
3.404 |
3.404 |
3.410 |
| S1 |
3.380 |
3.380 |
3.396 |
3.392 |
| S2 |
3.361 |
3.361 |
3.392 |
|
| S3 |
3.318 |
3.337 |
3.388 |
|
| S4 |
3.275 |
3.294 |
3.376 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.759 |
3.691 |
3.461 |
|
| R3 |
3.648 |
3.580 |
3.431 |
|
| R2 |
3.537 |
3.537 |
3.420 |
|
| R1 |
3.469 |
3.469 |
3.410 |
3.448 |
| PP |
3.426 |
3.426 |
3.426 |
3.416 |
| S1 |
3.358 |
3.358 |
3.390 |
3.337 |
| S2 |
3.315 |
3.315 |
3.380 |
|
| S3 |
3.204 |
3.247 |
3.369 |
|
| S4 |
3.093 |
3.136 |
3.339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.495 |
3.384 |
0.111 |
3.3% |
0.045 |
1.3% |
14% |
False |
True |
1,332 |
| 10 |
3.666 |
3.352 |
0.314 |
9.2% |
0.064 |
1.9% |
15% |
False |
False |
1,520 |
| 20 |
3.704 |
3.352 |
0.352 |
10.4% |
0.068 |
2.0% |
14% |
False |
False |
1,334 |
| 40 |
3.704 |
3.331 |
0.373 |
11.0% |
0.069 |
2.0% |
18% |
False |
False |
1,200 |
| 60 |
3.704 |
3.170 |
0.534 |
15.7% |
0.066 |
1.9% |
43% |
False |
False |
1,144 |
| 80 |
3.704 |
3.170 |
0.534 |
15.7% |
0.066 |
1.9% |
43% |
False |
False |
1,128 |
| 100 |
3.704 |
3.072 |
0.632 |
18.6% |
0.061 |
1.8% |
52% |
False |
False |
1,064 |
| 120 |
3.704 |
3.072 |
0.632 |
18.6% |
0.059 |
1.7% |
52% |
False |
False |
951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.610 |
|
2.618 |
3.540 |
|
1.618 |
3.497 |
|
1.000 |
3.470 |
|
0.618 |
3.454 |
|
HIGH |
3.427 |
|
0.618 |
3.411 |
|
0.500 |
3.406 |
|
0.382 |
3.400 |
|
LOW |
3.384 |
|
0.618 |
3.357 |
|
1.000 |
3.341 |
|
1.618 |
3.314 |
|
2.618 |
3.271 |
|
4.250 |
3.201 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.406 |
3.419 |
| PP |
3.404 |
3.412 |
| S1 |
3.402 |
3.406 |
|