NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.031 |
3.083 |
0.052 |
1.7% |
2.875 |
| High |
3.096 |
3.130 |
0.034 |
1.1% |
3.096 |
| Low |
2.984 |
2.991 |
0.007 |
0.2% |
2.720 |
| Close |
3.081 |
3.117 |
0.036 |
1.2% |
3.081 |
| Range |
0.112 |
0.139 |
0.027 |
24.1% |
0.376 |
| ATR |
0.145 |
0.145 |
0.000 |
-0.3% |
0.000 |
| Volume |
127,991 |
111,260 |
-16,731 |
-13.1% |
671,985 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.496 |
3.446 |
3.193 |
|
| R3 |
3.357 |
3.307 |
3.155 |
|
| R2 |
3.218 |
3.218 |
3.142 |
|
| R1 |
3.168 |
3.168 |
3.130 |
3.193 |
| PP |
3.079 |
3.079 |
3.079 |
3.092 |
| S1 |
3.029 |
3.029 |
3.104 |
3.054 |
| S2 |
2.940 |
2.940 |
3.092 |
|
| S3 |
2.801 |
2.890 |
3.079 |
|
| S4 |
2.662 |
2.751 |
3.041 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.094 |
3.963 |
3.288 |
|
| R3 |
3.718 |
3.587 |
3.184 |
|
| R2 |
3.342 |
3.342 |
3.150 |
|
| R1 |
3.211 |
3.211 |
3.115 |
3.277 |
| PP |
2.966 |
2.966 |
2.966 |
2.998 |
| S1 |
2.835 |
2.835 |
3.047 |
2.901 |
| S2 |
2.590 |
2.590 |
3.012 |
|
| S3 |
2.214 |
2.459 |
2.978 |
|
| S4 |
1.838 |
2.083 |
2.874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.130 |
2.720 |
0.410 |
13.2% |
0.148 |
4.7% |
97% |
True |
False |
136,737 |
| 10 |
3.130 |
2.718 |
0.412 |
13.2% |
0.148 |
4.8% |
97% |
True |
False |
131,480 |
| 20 |
3.130 |
2.659 |
0.471 |
15.1% |
0.148 |
4.7% |
97% |
True |
False |
126,364 |
| 40 |
3.130 |
2.215 |
0.915 |
29.4% |
0.140 |
4.5% |
99% |
True |
False |
92,926 |
| 60 |
3.130 |
2.215 |
0.915 |
29.4% |
0.133 |
4.3% |
99% |
True |
False |
74,509 |
| 80 |
3.130 |
2.175 |
0.955 |
30.6% |
0.118 |
3.8% |
99% |
True |
False |
61,831 |
| 100 |
3.130 |
2.175 |
0.955 |
30.6% |
0.109 |
3.5% |
99% |
True |
False |
51,744 |
| 120 |
3.137 |
2.175 |
0.962 |
30.9% |
0.111 |
3.6% |
98% |
False |
False |
45,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.721 |
|
2.618 |
3.494 |
|
1.618 |
3.355 |
|
1.000 |
3.269 |
|
0.618 |
3.216 |
|
HIGH |
3.130 |
|
0.618 |
3.077 |
|
0.500 |
3.061 |
|
0.382 |
3.044 |
|
LOW |
2.991 |
|
0.618 |
2.905 |
|
1.000 |
2.852 |
|
1.618 |
2.766 |
|
2.618 |
2.627 |
|
4.250 |
2.400 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.098 |
3.087 |
| PP |
3.079 |
3.057 |
| S1 |
3.061 |
3.028 |
|