NYMEX Natural Gas Future August 2012
Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
2.791 |
2.975 |
0.184 |
6.6% |
2.781 |
High |
3.020 |
3.045 |
0.025 |
0.8% |
2.920 |
Low |
2.777 |
2.925 |
0.148 |
5.3% |
2.718 |
Close |
2.973 |
2.999 |
0.026 |
0.9% |
2.874 |
Range |
0.243 |
0.120 |
-0.123 |
-50.6% |
0.202 |
ATR |
0.150 |
0.148 |
-0.002 |
-1.4% |
0.000 |
Volume |
178,486 |
162,405 |
-16,081 |
-9.0% |
641,528 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.350 |
3.294 |
3.065 |
|
R3 |
3.230 |
3.174 |
3.032 |
|
R2 |
3.110 |
3.110 |
3.021 |
|
R1 |
3.054 |
3.054 |
3.010 |
3.082 |
PP |
2.990 |
2.990 |
2.990 |
3.004 |
S1 |
2.934 |
2.934 |
2.988 |
2.962 |
S2 |
2.870 |
2.870 |
2.977 |
|
S3 |
2.750 |
2.814 |
2.966 |
|
S4 |
2.630 |
2.694 |
2.933 |
|
|
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 |
3.045 |
2.720 |
0.325 |
10.8% |
0.141 |
4.7% |
86% |
True |
False |
125,869 |
10 |
3.060 |
2.718 |
0.342 |
11.4% |
0.166 |
5.5% |
82% |
False |
False |
138,411 |
20 |
3.060 |
2.542 |
0.518 |
17.3% |
0.148 |
4.9% |
88% |
False |
False |
123,348 |
40 |
3.060 |
2.215 |
0.845 |
28.2% |
0.139 |
4.6% |
93% |
False |
False |
88,615 |
60 |
3.060 |
2.215 |
0.845 |
28.2% |
0.134 |
4.5% |
93% |
False |
False |
71,343 |
80 |
3.060 |
2.175 |
0.885 |
29.5% |
0.117 |
3.9% |
93% |
False |
False |
59,104 |
100 |
3.060 |
2.175 |
0.885 |
29.5% |
0.109 |
3.6% |
93% |
False |
False |
49,511 |
120 |
3.148 |
2.175 |
0.973 |
32.4% |
0.111 |
3.7% |
85% |
False |
False |
43,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.555 |
2.618 |
3.359 |
1.618 |
3.239 |
1.000 |
3.165 |
0.618 |
3.119 |
HIGH |
3.045 |
0.618 |
2.999 |
0.500 |
2.985 |
0.382 |
2.971 |
LOW |
2.925 |
0.618 |
2.851 |
1.000 |
2.805 |
1.618 |
2.731 |
2.618 |
2.611 |
4.250 |
2.415 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
2.994 |
2.960 |
PP |
2.990 |
2.921 |
S1 |
2.985 |
2.883 |
|