NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.062 |
3.103 |
0.041 |
1.3% |
3.083 |
| High |
3.129 |
3.110 |
-0.019 |
-0.6% |
3.196 |
| Low |
3.018 |
2.990 |
-0.028 |
-0.9% |
2.990 |
| Close |
3.105 |
3.010 |
-0.095 |
-3.1% |
3.010 |
| Range |
0.111 |
0.120 |
0.009 |
8.1% |
0.206 |
| ATR |
0.141 |
0.139 |
-0.001 |
-1.1% |
0.000 |
| Volume |
64,611 |
11,078 |
-53,533 |
-82.9% |
398,123 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.397 |
3.323 |
3.076 |
|
| R3 |
3.277 |
3.203 |
3.043 |
|
| R2 |
3.157 |
3.157 |
3.032 |
|
| R1 |
3.083 |
3.083 |
3.021 |
3.060 |
| PP |
3.037 |
3.037 |
3.037 |
3.025 |
| S1 |
2.963 |
2.963 |
2.999 |
2.940 |
| S2 |
2.917 |
2.917 |
2.988 |
|
| S3 |
2.797 |
2.843 |
2.977 |
|
| S4 |
2.677 |
2.723 |
2.944 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.683 |
3.553 |
3.123 |
|
| R3 |
3.477 |
3.347 |
3.067 |
|
| R2 |
3.271 |
3.271 |
3.048 |
|
| R1 |
3.141 |
3.141 |
3.029 |
3.103 |
| PP |
3.065 |
3.065 |
3.065 |
3.047 |
| S1 |
2.935 |
2.935 |
2.991 |
2.897 |
| S2 |
2.859 |
2.859 |
2.972 |
|
| S3 |
2.653 |
2.729 |
2.953 |
|
| S4 |
2.447 |
2.523 |
2.897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.196 |
2.990 |
0.206 |
6.8% |
0.122 |
4.1% |
10% |
False |
True |
79,624 |
| 10 |
3.196 |
2.720 |
0.476 |
15.8% |
0.135 |
4.5% |
61% |
False |
False |
107,010 |
| 20 |
3.196 |
2.716 |
0.480 |
15.9% |
0.140 |
4.6% |
61% |
False |
False |
112,004 |
| 40 |
3.196 |
2.215 |
0.981 |
32.6% |
0.139 |
4.6% |
81% |
False |
False |
96,511 |
| 60 |
3.196 |
2.215 |
0.981 |
32.6% |
0.133 |
4.4% |
81% |
False |
False |
77,344 |
| 80 |
3.196 |
2.175 |
1.021 |
33.9% |
0.120 |
4.0% |
82% |
False |
False |
64,489 |
| 100 |
3.196 |
2.175 |
1.021 |
33.9% |
0.111 |
3.7% |
82% |
False |
False |
54,206 |
| 120 |
3.196 |
2.175 |
1.021 |
33.9% |
0.110 |
3.7% |
82% |
False |
False |
47,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.620 |
|
2.618 |
3.424 |
|
1.618 |
3.304 |
|
1.000 |
3.230 |
|
0.618 |
3.184 |
|
HIGH |
3.110 |
|
0.618 |
3.064 |
|
0.500 |
3.050 |
|
0.382 |
3.036 |
|
LOW |
2.990 |
|
0.618 |
2.916 |
|
1.000 |
2.870 |
|
1.618 |
2.796 |
|
2.618 |
2.676 |
|
4.250 |
2.480 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.050 |
3.084 |
| PP |
3.037 |
3.059 |
| S1 |
3.023 |
3.035 |
|