NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.906 |
2.966 |
0.060 |
2.1% |
2.800 |
| High |
2.973 |
3.065 |
0.092 |
3.1% |
3.065 |
| Low |
2.899 |
2.764 |
-0.135 |
-4.7% |
2.756 |
| Close |
2.950 |
2.786 |
-0.164 |
-5.6% |
2.786 |
| Range |
0.074 |
0.301 |
0.227 |
306.8% |
0.309 |
| ATR |
0.130 |
0.142 |
0.012 |
9.4% |
0.000 |
| Volume |
45,381 |
39,006 |
-6,375 |
-14.0% |
201,024 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.775 |
3.581 |
2.952 |
|
| R3 |
3.474 |
3.280 |
2.869 |
|
| R2 |
3.173 |
3.173 |
2.841 |
|
| R1 |
2.979 |
2.979 |
2.814 |
2.926 |
| PP |
2.872 |
2.872 |
2.872 |
2.845 |
| S1 |
2.678 |
2.678 |
2.758 |
2.625 |
| S2 |
2.571 |
2.571 |
2.731 |
|
| S3 |
2.270 |
2.377 |
2.703 |
|
| S4 |
1.969 |
2.076 |
2.620 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.796 |
3.600 |
2.956 |
|
| R3 |
3.487 |
3.291 |
2.871 |
|
| R2 |
3.178 |
3.178 |
2.843 |
|
| R1 |
2.982 |
2.982 |
2.814 |
2.926 |
| PP |
2.869 |
2.869 |
2.869 |
2.841 |
| S1 |
2.673 |
2.673 |
2.758 |
2.617 |
| S2 |
2.560 |
2.560 |
2.729 |
|
| S3 |
2.251 |
2.364 |
2.701 |
|
| S4 |
1.942 |
2.055 |
2.616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.065 |
2.728 |
0.337 |
12.1% |
0.143 |
5.1% |
17% |
True |
False |
53,466 |
| 10 |
3.065 |
2.603 |
0.462 |
16.6% |
0.146 |
5.2% |
40% |
True |
False |
53,494 |
| 20 |
3.065 |
2.259 |
0.806 |
28.9% |
0.144 |
5.2% |
65% |
True |
False |
61,150 |
| 40 |
3.065 |
2.259 |
0.806 |
28.9% |
0.131 |
4.7% |
65% |
True |
False |
49,276 |
| 60 |
3.065 |
2.222 |
0.843 |
30.3% |
0.116 |
4.2% |
67% |
True |
False |
41,011 |
| 80 |
3.065 |
2.222 |
0.843 |
30.3% |
0.105 |
3.8% |
67% |
True |
False |
33,931 |
| 100 |
3.143 |
2.222 |
0.921 |
33.1% |
0.103 |
3.7% |
61% |
False |
False |
29,493 |
| 120 |
3.170 |
2.222 |
0.948 |
34.0% |
0.109 |
3.9% |
59% |
False |
False |
26,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.344 |
|
2.618 |
3.853 |
|
1.618 |
3.552 |
|
1.000 |
3.366 |
|
0.618 |
3.251 |
|
HIGH |
3.065 |
|
0.618 |
2.950 |
|
0.500 |
2.915 |
|
0.382 |
2.879 |
|
LOW |
2.764 |
|
0.618 |
2.578 |
|
1.000 |
2.463 |
|
1.618 |
2.277 |
|
2.618 |
1.976 |
|
4.250 |
1.485 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.915 |
2.915 |
| PP |
2.872 |
2.872 |
| S1 |
2.829 |
2.829 |
|