NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.850 |
2.906 |
0.056 |
2.0% |
2.730 |
| High |
2.913 |
2.973 |
0.060 |
2.1% |
2.978 |
| Low |
2.794 |
2.899 |
0.105 |
3.8% |
2.673 |
| Close |
2.911 |
2.950 |
0.039 |
1.3% |
2.833 |
| Range |
0.119 |
0.074 |
-0.045 |
-37.8% |
0.305 |
| ATR |
0.134 |
0.130 |
-0.004 |
-3.2% |
0.000 |
| Volume |
41,564 |
45,381 |
3,817 |
9.2% |
277,130 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.163 |
3.130 |
2.991 |
|
| R3 |
3.089 |
3.056 |
2.970 |
|
| R2 |
3.015 |
3.015 |
2.964 |
|
| R1 |
2.982 |
2.982 |
2.957 |
2.999 |
| PP |
2.941 |
2.941 |
2.941 |
2.949 |
| S1 |
2.908 |
2.908 |
2.943 |
2.925 |
| S2 |
2.867 |
2.867 |
2.936 |
|
| S3 |
2.793 |
2.834 |
2.930 |
|
| S4 |
2.719 |
2.760 |
2.909 |
|
|
| 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 |
2.973 |
2.673 |
0.300 |
10.2% |
0.120 |
4.1% |
92% |
True |
False |
62,394 |
| 10 |
2.978 |
2.570 |
0.408 |
13.8% |
0.129 |
4.4% |
93% |
False |
False |
53,411 |
| 20 |
2.978 |
2.259 |
0.719 |
24.4% |
0.137 |
4.6% |
96% |
False |
False |
62,079 |
| 40 |
2.978 |
2.259 |
0.719 |
24.4% |
0.126 |
4.3% |
96% |
False |
False |
49,316 |
| 60 |
2.978 |
2.222 |
0.756 |
25.6% |
0.112 |
3.8% |
96% |
False |
False |
40,700 |
| 80 |
2.978 |
2.222 |
0.756 |
25.6% |
0.103 |
3.5% |
96% |
False |
False |
33,616 |
| 100 |
3.143 |
2.222 |
0.921 |
31.2% |
0.100 |
3.4% |
79% |
False |
False |
29,217 |
| 120 |
3.170 |
2.222 |
0.948 |
32.1% |
0.107 |
3.6% |
77% |
False |
False |
26,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.288 |
|
2.618 |
3.167 |
|
1.618 |
3.093 |
|
1.000 |
3.047 |
|
0.618 |
3.019 |
|
HIGH |
2.973 |
|
0.618 |
2.945 |
|
0.500 |
2.936 |
|
0.382 |
2.927 |
|
LOW |
2.899 |
|
0.618 |
2.853 |
|
1.000 |
2.825 |
|
1.618 |
2.779 |
|
2.618 |
2.705 |
|
4.250 |
2.585 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.945 |
2.922 |
| PP |
2.941 |
2.893 |
| S1 |
2.936 |
2.865 |
|