NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.949 |
2.781 |
-0.168 |
-5.7% |
2.804 |
| High |
3.060 |
2.896 |
-0.164 |
-5.4% |
3.060 |
| Low |
2.753 |
2.776 |
0.023 |
0.8% |
2.742 |
| Close |
2.788 |
2.883 |
0.095 |
3.4% |
2.788 |
| Range |
0.307 |
0.120 |
-0.187 |
-60.9% |
0.318 |
| ATR |
0.145 |
0.143 |
-0.002 |
-1.2% |
0.000 |
| Volume |
198,597 |
109,965 |
-88,632 |
-44.6% |
386,924 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.212 |
3.167 |
2.949 |
|
| R3 |
3.092 |
3.047 |
2.916 |
|
| R2 |
2.972 |
2.972 |
2.905 |
|
| R1 |
2.927 |
2.927 |
2.894 |
2.950 |
| PP |
2.852 |
2.852 |
2.852 |
2.863 |
| S1 |
2.807 |
2.807 |
2.872 |
2.830 |
| S2 |
2.732 |
2.732 |
2.861 |
|
| S3 |
2.612 |
2.687 |
2.850 |
|
| S4 |
2.492 |
2.567 |
2.817 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.817 |
3.621 |
2.963 |
|
| R3 |
3.499 |
3.303 |
2.875 |
|
| R2 |
3.181 |
3.181 |
2.846 |
|
| R1 |
2.985 |
2.985 |
2.817 |
2.924 |
| PP |
2.863 |
2.863 |
2.863 |
2.833 |
| S1 |
2.667 |
2.667 |
2.759 |
2.606 |
| S2 |
2.545 |
2.545 |
2.730 |
|
| S3 |
2.227 |
2.349 |
2.701 |
|
| S4 |
1.909 |
2.031 |
2.613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.060 |
2.742 |
0.318 |
11.0% |
0.146 |
5.1% |
44% |
False |
False |
99,377 |
| 10 |
3.060 |
2.659 |
0.401 |
13.9% |
0.148 |
5.1% |
56% |
False |
False |
121,248 |
| 20 |
3.060 |
2.215 |
0.845 |
29.3% |
0.148 |
5.1% |
79% |
False |
False |
98,039 |
| 40 |
3.060 |
2.215 |
0.845 |
29.3% |
0.135 |
4.7% |
79% |
False |
False |
69,994 |
| 60 |
3.060 |
2.175 |
0.885 |
30.7% |
0.120 |
4.2% |
80% |
False |
False |
56,889 |
| 80 |
3.060 |
2.175 |
0.885 |
30.7% |
0.109 |
3.8% |
80% |
False |
False |
46,752 |
| 100 |
3.137 |
2.175 |
0.962 |
33.4% |
0.106 |
3.7% |
74% |
False |
False |
39,554 |
| 120 |
3.148 |
2.175 |
0.973 |
33.7% |
0.112 |
3.9% |
73% |
False |
False |
35,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.406 |
|
2.618 |
3.210 |
|
1.618 |
3.090 |
|
1.000 |
3.016 |
|
0.618 |
2.970 |
|
HIGH |
2.896 |
|
0.618 |
2.850 |
|
0.500 |
2.836 |
|
0.382 |
2.822 |
|
LOW |
2.776 |
|
0.618 |
2.702 |
|
1.000 |
2.656 |
|
1.618 |
2.582 |
|
2.618 |
2.462 |
|
4.250 |
2.266 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.867 |
2.907 |
| PP |
2.852 |
2.899 |
| S1 |
2.836 |
2.891 |
|