NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.880 |
2.747 |
-0.133 |
-4.6% |
2.804 |
| High |
2.915 |
2.862 |
-0.053 |
-1.8% |
3.060 |
| Low |
2.734 |
2.718 |
-0.016 |
-0.6% |
2.742 |
| Close |
2.737 |
2.853 |
0.116 |
4.2% |
2.788 |
| Range |
0.181 |
0.144 |
-0.037 |
-20.4% |
0.318 |
| ATR |
0.146 |
0.146 |
0.000 |
-0.1% |
0.000 |
| Volume |
137,559 |
106,084 |
-31,475 |
-22.9% |
386,924 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.243 |
3.192 |
2.932 |
|
| R3 |
3.099 |
3.048 |
2.893 |
|
| R2 |
2.955 |
2.955 |
2.879 |
|
| R1 |
2.904 |
2.904 |
2.866 |
2.930 |
| PP |
2.811 |
2.811 |
2.811 |
2.824 |
| S1 |
2.760 |
2.760 |
2.840 |
2.786 |
| S2 |
2.667 |
2.667 |
2.827 |
|
| S3 |
2.523 |
2.616 |
2.813 |
|
| S4 |
2.379 |
2.472 |
2.774 |
|
|
| 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 |
2.718 |
0.342 |
12.0% |
0.165 |
5.8% |
39% |
False |
True |
110,441 |
| 10 |
3.060 |
2.659 |
0.401 |
14.1% |
0.158 |
5.5% |
48% |
False |
False |
128,016 |
| 20 |
3.060 |
2.215 |
0.845 |
29.6% |
0.155 |
5.4% |
76% |
False |
False |
104,365 |
| 40 |
3.060 |
2.215 |
0.845 |
29.6% |
0.138 |
4.8% |
76% |
False |
False |
73,440 |
| 60 |
3.060 |
2.175 |
0.885 |
31.0% |
0.124 |
4.3% |
77% |
False |
False |
59,913 |
| 80 |
3.060 |
2.175 |
0.885 |
31.0% |
0.111 |
3.9% |
77% |
False |
False |
49,399 |
| 100 |
3.137 |
2.175 |
0.962 |
33.7% |
0.108 |
3.8% |
70% |
False |
False |
41,713 |
| 120 |
3.148 |
2.175 |
0.973 |
34.1% |
0.113 |
3.9% |
70% |
False |
False |
37,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.474 |
|
2.618 |
3.239 |
|
1.618 |
3.095 |
|
1.000 |
3.006 |
|
0.618 |
2.951 |
|
HIGH |
2.862 |
|
0.618 |
2.807 |
|
0.500 |
2.790 |
|
0.382 |
2.773 |
|
LOW |
2.718 |
|
0.618 |
2.629 |
|
1.000 |
2.574 |
|
1.618 |
2.485 |
|
2.618 |
2.341 |
|
4.250 |
2.106 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.832 |
2.841 |
| PP |
2.811 |
2.829 |
| S1 |
2.790 |
2.817 |
|