NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.850 |
0.050 |
1.8% |
2.730 |
| High |
2.861 |
2.913 |
0.052 |
1.8% |
2.978 |
| Low |
2.756 |
2.794 |
0.038 |
1.4% |
2.673 |
| Close |
2.832 |
2.911 |
0.079 |
2.8% |
2.833 |
| Range |
0.105 |
0.119 |
0.014 |
13.3% |
0.305 |
| ATR |
0.135 |
0.134 |
-0.001 |
-0.9% |
0.000 |
| Volume |
75,073 |
41,564 |
-33,509 |
-44.6% |
277,130 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.230 |
3.189 |
2.976 |
|
| R3 |
3.111 |
3.070 |
2.944 |
|
| R2 |
2.992 |
2.992 |
2.933 |
|
| R1 |
2.951 |
2.951 |
2.922 |
2.972 |
| PP |
2.873 |
2.873 |
2.873 |
2.883 |
| S1 |
2.832 |
2.832 |
2.900 |
2.853 |
| S2 |
2.754 |
2.754 |
2.889 |
|
| S3 |
2.635 |
2.713 |
2.878 |
|
| S4 |
2.516 |
2.594 |
2.846 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.743 |
3.593 |
3.001 |
|
| R3 |
3.438 |
3.288 |
2.917 |
|
| R2 |
3.133 |
3.133 |
2.889 |
|
| R1 |
2.983 |
2.983 |
2.861 |
3.058 |
| PP |
2.828 |
2.828 |
2.828 |
2.866 |
| S1 |
2.678 |
2.678 |
2.805 |
2.753 |
| S2 |
2.523 |
2.523 |
2.777 |
|
| S3 |
2.218 |
2.373 |
2.749 |
|
| S4 |
1.913 |
2.068 |
2.665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.978 |
2.673 |
0.305 |
10.5% |
0.147 |
5.0% |
78% |
False |
False |
62,795 |
| 10 |
2.978 |
2.568 |
0.410 |
14.1% |
0.138 |
4.7% |
84% |
False |
False |
53,927 |
| 20 |
2.978 |
2.259 |
0.719 |
24.7% |
0.137 |
4.7% |
91% |
False |
False |
62,039 |
| 40 |
2.978 |
2.259 |
0.719 |
24.7% |
0.128 |
4.4% |
91% |
False |
False |
48,893 |
| 60 |
2.978 |
2.222 |
0.756 |
26.0% |
0.112 |
3.8% |
91% |
False |
False |
40,220 |
| 80 |
2.978 |
2.222 |
0.756 |
26.0% |
0.102 |
3.5% |
91% |
False |
False |
33,244 |
| 100 |
3.143 |
2.222 |
0.921 |
31.6% |
0.100 |
3.4% |
75% |
False |
False |
28,890 |
| 120 |
3.170 |
2.222 |
0.948 |
32.6% |
0.107 |
3.7% |
73% |
False |
False |
25,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.419 |
|
2.618 |
3.225 |
|
1.618 |
3.106 |
|
1.000 |
3.032 |
|
0.618 |
2.987 |
|
HIGH |
2.913 |
|
0.618 |
2.868 |
|
0.500 |
2.854 |
|
0.382 |
2.839 |
|
LOW |
2.794 |
|
0.618 |
2.720 |
|
1.000 |
2.675 |
|
1.618 |
2.601 |
|
2.618 |
2.482 |
|
4.250 |
2.288 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.892 |
2.881 |
| PP |
2.873 |
2.851 |
| S1 |
2.854 |
2.821 |
|