NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.083 |
3.117 |
0.034 |
1.1% |
2.875 |
| High |
3.130 |
3.196 |
0.066 |
2.1% |
3.096 |
| Low |
2.991 |
3.084 |
0.093 |
3.1% |
2.720 |
| Close |
3.117 |
3.187 |
0.070 |
2.2% |
3.081 |
| Range |
0.139 |
0.112 |
-0.027 |
-19.4% |
0.376 |
| ATR |
0.145 |
0.142 |
-0.002 |
-1.6% |
0.000 |
| Volume |
111,260 |
115,626 |
4,366 |
3.9% |
671,985 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.492 |
3.451 |
3.249 |
|
| R3 |
3.380 |
3.339 |
3.218 |
|
| R2 |
3.268 |
3.268 |
3.208 |
|
| R1 |
3.227 |
3.227 |
3.197 |
3.248 |
| PP |
3.156 |
3.156 |
3.156 |
3.166 |
| S1 |
3.115 |
3.115 |
3.177 |
3.136 |
| S2 |
3.044 |
3.044 |
3.166 |
|
| S3 |
2.932 |
3.003 |
3.156 |
|
| S4 |
2.820 |
2.891 |
3.125 |
|
|
| 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 |
3.196 |
2.777 |
0.419 |
13.1% |
0.145 |
4.6% |
98% |
True |
False |
139,153 |
| 10 |
3.196 |
2.718 |
0.478 |
15.0% |
0.141 |
4.4% |
98% |
True |
False |
129,287 |
| 20 |
3.196 |
2.659 |
0.537 |
16.8% |
0.149 |
4.7% |
98% |
True |
False |
128,294 |
| 40 |
3.196 |
2.215 |
0.981 |
30.8% |
0.140 |
4.4% |
99% |
True |
False |
94,911 |
| 60 |
3.196 |
2.215 |
0.981 |
30.8% |
0.133 |
4.2% |
99% |
True |
False |
75,854 |
| 80 |
3.196 |
2.175 |
1.021 |
32.0% |
0.118 |
3.7% |
99% |
True |
False |
63,106 |
| 100 |
3.196 |
2.175 |
1.021 |
32.0% |
0.110 |
3.4% |
99% |
True |
False |
52,792 |
| 120 |
3.196 |
2.175 |
1.021 |
32.0% |
0.111 |
3.5% |
99% |
True |
False |
46,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.672 |
|
2.618 |
3.489 |
|
1.618 |
3.377 |
|
1.000 |
3.308 |
|
0.618 |
3.265 |
|
HIGH |
3.196 |
|
0.618 |
3.153 |
|
0.500 |
3.140 |
|
0.382 |
3.127 |
|
LOW |
3.084 |
|
0.618 |
3.015 |
|
1.000 |
2.972 |
|
1.618 |
2.903 |
|
2.618 |
2.791 |
|
4.250 |
2.608 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.171 |
3.155 |
| PP |
3.156 |
3.122 |
| S1 |
3.140 |
3.090 |
|