NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.781 |
2.880 |
0.099 |
3.6% |
2.804 |
| High |
2.896 |
2.915 |
0.019 |
0.7% |
3.060 |
| Low |
2.776 |
2.734 |
-0.042 |
-1.5% |
2.742 |
| Close |
2.883 |
2.737 |
-0.146 |
-5.1% |
2.788 |
| Range |
0.120 |
0.181 |
0.061 |
50.8% |
0.318 |
| ATR |
0.143 |
0.146 |
0.003 |
1.9% |
0.000 |
| Volume |
109,965 |
137,559 |
27,594 |
25.1% |
386,924 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.338 |
3.219 |
2.837 |
|
| R3 |
3.157 |
3.038 |
2.787 |
|
| R2 |
2.976 |
2.976 |
2.770 |
|
| R1 |
2.857 |
2.857 |
2.754 |
2.826 |
| PP |
2.795 |
2.795 |
2.795 |
2.780 |
| S1 |
2.676 |
2.676 |
2.720 |
2.645 |
| S2 |
2.614 |
2.614 |
2.704 |
|
| S3 |
2.433 |
2.495 |
2.687 |
|
| S4 |
2.252 |
2.314 |
2.637 |
|
|
| 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 |
2.734 |
0.326 |
11.9% |
0.159 |
5.8% |
1% |
False |
True |
109,366 |
| 10 |
3.060 |
2.659 |
0.401 |
14.7% |
0.157 |
5.7% |
19% |
False |
False |
127,300 |
| 20 |
3.060 |
2.215 |
0.845 |
30.9% |
0.153 |
5.6% |
62% |
False |
False |
101,629 |
| 40 |
3.060 |
2.215 |
0.845 |
30.9% |
0.137 |
5.0% |
62% |
False |
False |
72,417 |
| 60 |
3.060 |
2.175 |
0.885 |
32.3% |
0.122 |
4.5% |
64% |
False |
False |
58,598 |
| 80 |
3.060 |
2.175 |
0.885 |
32.3% |
0.110 |
4.0% |
64% |
False |
False |
48,291 |
| 100 |
3.137 |
2.175 |
0.962 |
35.1% |
0.107 |
3.9% |
58% |
False |
False |
40,757 |
| 120 |
3.148 |
2.175 |
0.973 |
35.5% |
0.112 |
4.1% |
58% |
False |
False |
36,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.684 |
|
2.618 |
3.389 |
|
1.618 |
3.208 |
|
1.000 |
3.096 |
|
0.618 |
3.027 |
|
HIGH |
2.915 |
|
0.618 |
2.846 |
|
0.500 |
2.825 |
|
0.382 |
2.803 |
|
LOW |
2.734 |
|
0.618 |
2.622 |
|
1.000 |
2.553 |
|
1.618 |
2.441 |
|
2.618 |
2.260 |
|
4.250 |
1.965 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.825 |
2.897 |
| PP |
2.795 |
2.844 |
| S1 |
2.766 |
2.790 |
|