NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.844 |
2.906 |
0.062 |
2.2% |
2.707 |
| High |
2.902 |
2.957 |
0.055 |
1.9% |
2.975 |
| Low |
2.786 |
2.885 |
0.099 |
3.6% |
2.659 |
| Close |
2.895 |
2.945 |
0.050 |
1.7% |
2.770 |
| Range |
0.116 |
0.072 |
-0.044 |
-37.9% |
0.316 |
| ATR |
0.137 |
0.132 |
-0.005 |
-3.4% |
0.000 |
| Volume |
100,709 |
0 |
-100,709 |
-100.0% |
715,595 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.145 |
3.117 |
2.985 |
|
| R3 |
3.073 |
3.045 |
2.965 |
|
| R2 |
3.001 |
3.001 |
2.958 |
|
| R1 |
2.973 |
2.973 |
2.952 |
2.987 |
| PP |
2.929 |
2.929 |
2.929 |
2.936 |
| S1 |
2.901 |
2.901 |
2.938 |
2.915 |
| S2 |
2.857 |
2.857 |
2.932 |
|
| S3 |
2.785 |
2.829 |
2.925 |
|
| S4 |
2.713 |
2.757 |
2.905 |
|
|
| 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 |
2.957 |
2.659 |
0.298 |
10.1% |
0.121 |
4.1% |
96% |
True |
False |
99,529 |
| 10 |
2.975 |
2.542 |
0.433 |
14.7% |
0.130 |
4.4% |
93% |
False |
False |
108,285 |
| 20 |
2.975 |
2.215 |
0.760 |
25.8% |
0.140 |
4.7% |
96% |
False |
False |
89,172 |
| 40 |
2.975 |
2.215 |
0.760 |
25.8% |
0.129 |
4.4% |
96% |
False |
False |
64,820 |
| 60 |
2.975 |
2.175 |
0.800 |
27.2% |
0.115 |
3.9% |
96% |
False |
False |
52,566 |
| 80 |
2.975 |
2.175 |
0.800 |
27.2% |
0.106 |
3.6% |
96% |
False |
False |
43,215 |
| 100 |
3.137 |
2.175 |
0.962 |
32.7% |
0.103 |
3.5% |
80% |
False |
False |
36,764 |
| 120 |
3.148 |
2.175 |
0.973 |
33.0% |
0.110 |
3.7% |
79% |
False |
False |
32,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.263 |
|
2.618 |
3.145 |
|
1.618 |
3.073 |
|
1.000 |
3.029 |
|
0.618 |
3.001 |
|
HIGH |
2.957 |
|
0.618 |
2.929 |
|
0.500 |
2.921 |
|
0.382 |
2.913 |
|
LOW |
2.885 |
|
0.618 |
2.841 |
|
1.000 |
2.813 |
|
1.618 |
2.769 |
|
2.618 |
2.697 |
|
4.250 |
2.579 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.937 |
2.913 |
| PP |
2.929 |
2.881 |
| S1 |
2.921 |
2.850 |
|