NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.816 |
2.791 |
-0.025 |
-0.9% |
2.781 |
| High |
2.846 |
3.020 |
0.174 |
6.1% |
2.920 |
| Low |
2.720 |
2.777 |
0.057 |
2.1% |
2.718 |
| Close |
2.825 |
2.973 |
0.148 |
5.2% |
2.874 |
| Range |
0.126 |
0.243 |
0.117 |
92.9% |
0.202 |
| ATR |
0.143 |
0.150 |
0.007 |
5.0% |
0.000 |
| Volume |
103,543 |
178,486 |
74,943 |
72.4% |
641,528 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.652 |
3.556 |
3.107 |
|
| R3 |
3.409 |
3.313 |
3.040 |
|
| R2 |
3.166 |
3.166 |
3.018 |
|
| R1 |
3.070 |
3.070 |
2.995 |
3.118 |
| PP |
2.923 |
2.923 |
2.923 |
2.948 |
| S1 |
2.827 |
2.827 |
2.951 |
2.875 |
| S2 |
2.680 |
2.680 |
2.928 |
|
| S3 |
2.437 |
2.584 |
2.906 |
|
| S4 |
2.194 |
2.341 |
2.839 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.443 |
3.361 |
2.985 |
|
| R3 |
3.241 |
3.159 |
2.930 |
|
| R2 |
3.039 |
3.039 |
2.911 |
|
| R1 |
2.957 |
2.957 |
2.893 |
2.998 |
| PP |
2.837 |
2.837 |
2.837 |
2.858 |
| S1 |
2.755 |
2.755 |
2.855 |
2.796 |
| S2 |
2.635 |
2.635 |
2.837 |
|
| S3 |
2.433 |
2.553 |
2.818 |
|
| S4 |
2.231 |
2.351 |
2.763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.020 |
2.720 |
0.300 |
10.1% |
0.157 |
5.3% |
84% |
True |
False |
133,901 |
| 10 |
3.060 |
2.718 |
0.342 |
11.5% |
0.161 |
5.4% |
75% |
False |
False |
122,171 |
| 20 |
3.060 |
2.538 |
0.522 |
17.6% |
0.151 |
5.1% |
83% |
False |
False |
118,288 |
| 40 |
3.060 |
2.215 |
0.845 |
28.4% |
0.140 |
4.7% |
90% |
False |
False |
85,413 |
| 60 |
3.060 |
2.215 |
0.845 |
28.4% |
0.132 |
4.5% |
90% |
False |
False |
69,270 |
| 80 |
3.060 |
2.175 |
0.885 |
29.8% |
0.116 |
3.9% |
90% |
False |
False |
57,150 |
| 100 |
3.060 |
2.175 |
0.885 |
29.8% |
0.109 |
3.7% |
90% |
False |
False |
47,934 |
| 120 |
3.148 |
2.175 |
0.973 |
32.7% |
0.111 |
3.7% |
82% |
False |
False |
42,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.053 |
|
2.618 |
3.656 |
|
1.618 |
3.413 |
|
1.000 |
3.263 |
|
0.618 |
3.170 |
|
HIGH |
3.020 |
|
0.618 |
2.927 |
|
0.500 |
2.899 |
|
0.382 |
2.870 |
|
LOW |
2.777 |
|
0.618 |
2.627 |
|
1.000 |
2.534 |
|
1.618 |
2.384 |
|
2.618 |
2.141 |
|
4.250 |
1.744 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.948 |
2.939 |
| PP |
2.923 |
2.904 |
| S1 |
2.899 |
2.870 |
|