NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.117 |
3.174 |
0.057 |
1.8% |
2.875 |
| High |
3.196 |
3.178 |
-0.018 |
-0.6% |
3.096 |
| Low |
3.084 |
3.050 |
-0.034 |
-1.1% |
2.720 |
| Close |
3.187 |
3.145 |
-0.042 |
-1.3% |
3.081 |
| Range |
0.112 |
0.128 |
0.016 |
14.3% |
0.376 |
| ATR |
0.142 |
0.142 |
0.000 |
-0.3% |
0.000 |
| Volume |
115,626 |
95,548 |
-20,078 |
-17.4% |
671,985 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.508 |
3.455 |
3.215 |
|
| R3 |
3.380 |
3.327 |
3.180 |
|
| R2 |
3.252 |
3.252 |
3.168 |
|
| R1 |
3.199 |
3.199 |
3.157 |
3.162 |
| PP |
3.124 |
3.124 |
3.124 |
3.106 |
| S1 |
3.071 |
3.071 |
3.133 |
3.034 |
| S2 |
2.996 |
2.996 |
3.122 |
|
| S3 |
2.868 |
2.943 |
3.110 |
|
| S4 |
2.740 |
2.815 |
3.075 |
|
|
| 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 |
2.925 |
0.271 |
8.6% |
0.122 |
3.9% |
81% |
False |
False |
122,566 |
| 10 |
3.196 |
2.720 |
0.476 |
15.1% |
0.140 |
4.4% |
89% |
False |
False |
128,233 |
| 20 |
3.196 |
2.659 |
0.537 |
17.1% |
0.149 |
4.7% |
91% |
False |
False |
128,125 |
| 40 |
3.196 |
2.215 |
0.981 |
31.2% |
0.139 |
4.4% |
95% |
False |
False |
96,507 |
| 60 |
3.196 |
2.215 |
0.981 |
31.2% |
0.133 |
4.2% |
95% |
False |
False |
77,093 |
| 80 |
3.196 |
2.175 |
1.021 |
32.5% |
0.119 |
3.8% |
95% |
False |
False |
64,103 |
| 100 |
3.196 |
2.175 |
1.021 |
32.5% |
0.110 |
3.5% |
95% |
False |
False |
53,647 |
| 120 |
3.196 |
2.175 |
1.021 |
32.5% |
0.110 |
3.5% |
95% |
False |
False |
46,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.722 |
|
2.618 |
3.513 |
|
1.618 |
3.385 |
|
1.000 |
3.306 |
|
0.618 |
3.257 |
|
HIGH |
3.178 |
|
0.618 |
3.129 |
|
0.500 |
3.114 |
|
0.382 |
3.099 |
|
LOW |
3.050 |
|
0.618 |
2.971 |
|
1.000 |
2.922 |
|
1.618 |
2.843 |
|
2.618 |
2.715 |
|
4.250 |
2.506 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.135 |
3.128 |
| PP |
3.124 |
3.111 |
| S1 |
3.114 |
3.094 |
|