NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.747 |
2.853 |
0.106 |
3.9% |
2.804 |
| High |
2.862 |
2.920 |
0.058 |
2.0% |
3.060 |
| Low |
2.718 |
2.720 |
0.002 |
0.1% |
2.742 |
| Close |
2.853 |
2.874 |
0.021 |
0.7% |
2.788 |
| Range |
0.144 |
0.200 |
0.056 |
38.9% |
0.318 |
| ATR |
0.146 |
0.149 |
0.004 |
2.7% |
0.000 |
| Volume |
106,084 |
202,567 |
96,483 |
90.9% |
386,924 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.438 |
3.356 |
2.984 |
|
| R3 |
3.238 |
3.156 |
2.929 |
|
| R2 |
3.038 |
3.038 |
2.911 |
|
| R1 |
2.956 |
2.956 |
2.892 |
2.997 |
| PP |
2.838 |
2.838 |
2.838 |
2.859 |
| S1 |
2.756 |
2.756 |
2.856 |
2.797 |
| S2 |
2.638 |
2.638 |
2.837 |
|
| S3 |
2.438 |
2.556 |
2.819 |
|
| S4 |
2.238 |
2.356 |
2.764 |
|
|
| 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 |
11.9% |
0.190 |
6.6% |
46% |
False |
False |
150,954 |
| 10 |
3.060 |
2.659 |
0.401 |
14.0% |
0.156 |
5.4% |
54% |
False |
False |
125,241 |
| 20 |
3.060 |
2.215 |
0.845 |
29.4% |
0.163 |
5.7% |
78% |
False |
False |
110,716 |
| 40 |
3.060 |
2.215 |
0.845 |
29.4% |
0.140 |
4.9% |
78% |
False |
False |
77,616 |
| 60 |
3.060 |
2.175 |
0.885 |
30.8% |
0.126 |
4.4% |
79% |
False |
False |
62,999 |
| 80 |
3.060 |
2.175 |
0.885 |
30.8% |
0.112 |
3.9% |
79% |
False |
False |
51,828 |
| 100 |
3.134 |
2.175 |
0.959 |
33.4% |
0.108 |
3.8% |
73% |
False |
False |
43,603 |
| 120 |
3.148 |
2.175 |
0.973 |
33.9% |
0.113 |
3.9% |
72% |
False |
False |
38,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.770 |
|
2.618 |
3.444 |
|
1.618 |
3.244 |
|
1.000 |
3.120 |
|
0.618 |
3.044 |
|
HIGH |
2.920 |
|
0.618 |
2.844 |
|
0.500 |
2.820 |
|
0.382 |
2.796 |
|
LOW |
2.720 |
|
0.618 |
2.596 |
|
1.000 |
2.520 |
|
1.618 |
2.396 |
|
2.618 |
2.196 |
|
4.250 |
1.870 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.856 |
2.856 |
| PP |
2.838 |
2.837 |
| S1 |
2.820 |
2.819 |
|