NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.804 |
2.844 |
0.040 |
1.4% |
2.707 |
| High |
2.855 |
2.902 |
0.047 |
1.6% |
2.975 |
| Low |
2.742 |
2.786 |
0.044 |
1.6% |
2.659 |
| Close |
2.836 |
2.895 |
0.059 |
2.1% |
2.770 |
| Range |
0.113 |
0.116 |
0.003 |
2.7% |
0.316 |
| ATR |
0.138 |
0.137 |
-0.002 |
-1.2% |
0.000 |
| Volume |
87,618 |
100,709 |
13,091 |
14.9% |
715,595 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.209 |
3.168 |
2.959 |
|
| R3 |
3.093 |
3.052 |
2.927 |
|
| R2 |
2.977 |
2.977 |
2.916 |
|
| R1 |
2.936 |
2.936 |
2.906 |
2.957 |
| PP |
2.861 |
2.861 |
2.861 |
2.871 |
| S1 |
2.820 |
2.820 |
2.884 |
2.841 |
| S2 |
2.745 |
2.745 |
2.874 |
|
| S3 |
2.629 |
2.704 |
2.863 |
|
| S4 |
2.513 |
2.588 |
2.831 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.749 |
3.576 |
2.944 |
|
| R3 |
3.433 |
3.260 |
2.857 |
|
| R2 |
3.117 |
3.117 |
2.828 |
|
| R1 |
2.944 |
2.944 |
2.799 |
3.031 |
| PP |
2.801 |
2.801 |
2.801 |
2.845 |
| S1 |
2.628 |
2.628 |
2.741 |
2.715 |
| S2 |
2.485 |
2.485 |
2.712 |
|
| S3 |
2.169 |
2.312 |
2.683 |
|
| S4 |
1.853 |
1.996 |
2.596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.975 |
2.659 |
0.316 |
10.9% |
0.150 |
5.2% |
75% |
False |
False |
145,592 |
| 10 |
2.975 |
2.538 |
0.437 |
15.1% |
0.140 |
4.8% |
82% |
False |
False |
114,406 |
| 20 |
2.975 |
2.215 |
0.760 |
26.3% |
0.140 |
4.8% |
89% |
False |
False |
91,146 |
| 40 |
2.975 |
2.215 |
0.760 |
26.3% |
0.131 |
4.5% |
89% |
False |
False |
65,518 |
| 60 |
2.975 |
2.175 |
0.800 |
27.6% |
0.115 |
4.0% |
90% |
False |
False |
53,006 |
| 80 |
2.975 |
2.175 |
0.800 |
27.6% |
0.106 |
3.7% |
90% |
False |
False |
43,395 |
| 100 |
3.137 |
2.175 |
0.962 |
33.2% |
0.103 |
3.6% |
75% |
False |
False |
36,887 |
| 120 |
3.148 |
2.175 |
0.973 |
33.6% |
0.110 |
3.8% |
74% |
False |
False |
32,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.395 |
|
2.618 |
3.206 |
|
1.618 |
3.090 |
|
1.000 |
3.018 |
|
0.618 |
2.974 |
|
HIGH |
2.902 |
|
0.618 |
2.858 |
|
0.500 |
2.844 |
|
0.382 |
2.830 |
|
LOW |
2.786 |
|
0.618 |
2.714 |
|
1.000 |
2.670 |
|
1.618 |
2.598 |
|
2.618 |
2.482 |
|
4.250 |
2.293 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.878 |
2.866 |
| PP |
2.861 |
2.838 |
| S1 |
2.844 |
2.809 |
|