NYMEX Natural Gas Future May 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 |
3.294 |
3.345 |
0.051 |
1.5% |
3.399 |
| High |
3.366 |
3.401 |
0.035 |
1.0% |
3.413 |
| Low |
3.292 |
3.328 |
0.036 |
1.1% |
3.250 |
| Close |
3.364 |
3.392 |
0.028 |
0.8% |
3.392 |
| Range |
0.074 |
0.073 |
-0.001 |
-1.4% |
0.163 |
| ATR |
0.077 |
0.077 |
0.000 |
-0.4% |
0.000 |
| Volume |
2,155 |
1,459 |
-696 |
-32.3% |
8,140 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.593 |
3.565 |
3.432 |
|
| R3 |
3.520 |
3.492 |
3.412 |
|
| R2 |
3.447 |
3.447 |
3.405 |
|
| R1 |
3.419 |
3.419 |
3.399 |
3.433 |
| PP |
3.374 |
3.374 |
3.374 |
3.381 |
| S1 |
3.346 |
3.346 |
3.385 |
3.360 |
| S2 |
3.301 |
3.301 |
3.379 |
|
| S3 |
3.228 |
3.273 |
3.372 |
|
| S4 |
3.155 |
3.200 |
3.352 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.841 |
3.779 |
3.482 |
|
| R3 |
3.678 |
3.616 |
3.437 |
|
| R2 |
3.515 |
3.515 |
3.422 |
|
| R1 |
3.453 |
3.453 |
3.407 |
3.403 |
| PP |
3.352 |
3.352 |
3.352 |
3.326 |
| S1 |
3.290 |
3.290 |
3.377 |
3.240 |
| S2 |
3.189 |
3.189 |
3.362 |
|
| S3 |
3.026 |
3.127 |
3.347 |
|
| S4 |
2.863 |
2.964 |
3.302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.413 |
3.250 |
0.163 |
4.8% |
0.074 |
2.2% |
87% |
False |
False |
1,628 |
| 10 |
3.505 |
3.250 |
0.255 |
7.5% |
0.077 |
2.3% |
56% |
False |
False |
1,590 |
| 20 |
3.666 |
3.250 |
0.416 |
12.3% |
0.071 |
2.1% |
34% |
False |
False |
1,555 |
| 40 |
3.704 |
3.250 |
0.454 |
13.4% |
0.070 |
2.1% |
31% |
False |
False |
1,335 |
| 60 |
3.704 |
3.170 |
0.534 |
15.7% |
0.070 |
2.1% |
42% |
False |
False |
1,244 |
| 80 |
3.704 |
3.170 |
0.534 |
15.7% |
0.068 |
2.0% |
42% |
False |
False |
1,201 |
| 100 |
3.704 |
3.072 |
0.632 |
18.6% |
0.064 |
1.9% |
51% |
False |
False |
1,144 |
| 120 |
3.704 |
3.072 |
0.632 |
18.6% |
0.061 |
1.8% |
51% |
False |
False |
1,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.711 |
|
2.618 |
3.592 |
|
1.618 |
3.519 |
|
1.000 |
3.474 |
|
0.618 |
3.446 |
|
HIGH |
3.401 |
|
0.618 |
3.373 |
|
0.500 |
3.365 |
|
0.382 |
3.356 |
|
LOW |
3.328 |
|
0.618 |
3.283 |
|
1.000 |
3.255 |
|
1.618 |
3.210 |
|
2.618 |
3.137 |
|
4.250 |
3.018 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.383 |
3.370 |
| PP |
3.374 |
3.348 |
| S1 |
3.365 |
3.326 |
|