NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.966 |
2.781 |
-0.185 |
-6.2% |
2.800 |
| High |
3.065 |
2.894 |
-0.171 |
-5.6% |
3.065 |
| Low |
2.764 |
2.780 |
0.016 |
0.6% |
2.756 |
| Close |
2.786 |
2.876 |
0.090 |
3.2% |
2.786 |
| Range |
0.301 |
0.114 |
-0.187 |
-62.1% |
0.309 |
| ATR |
0.142 |
0.140 |
-0.002 |
-1.4% |
0.000 |
| Volume |
39,006 |
80,152 |
41,146 |
105.5% |
201,024 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.192 |
3.148 |
2.939 |
|
| R3 |
3.078 |
3.034 |
2.907 |
|
| R2 |
2.964 |
2.964 |
2.897 |
|
| R1 |
2.920 |
2.920 |
2.886 |
2.942 |
| PP |
2.850 |
2.850 |
2.850 |
2.861 |
| S1 |
2.806 |
2.806 |
2.866 |
2.828 |
| S2 |
2.736 |
2.736 |
2.855 |
|
| S3 |
2.622 |
2.692 |
2.845 |
|
| S4 |
2.508 |
2.578 |
2.813 |
|
|
| 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 |
2.756 |
0.309 |
10.7% |
0.143 |
5.0% |
39% |
False |
False |
56,235 |
| 10 |
3.065 |
2.673 |
0.392 |
13.6% |
0.145 |
5.0% |
52% |
False |
False |
55,830 |
| 20 |
3.065 |
2.259 |
0.806 |
28.0% |
0.145 |
5.1% |
77% |
False |
False |
60,805 |
| 40 |
3.065 |
2.259 |
0.806 |
28.0% |
0.132 |
4.6% |
77% |
False |
False |
50,086 |
| 60 |
3.065 |
2.222 |
0.843 |
29.3% |
0.116 |
4.0% |
78% |
False |
False |
42,075 |
| 80 |
3.065 |
2.222 |
0.843 |
29.3% |
0.105 |
3.6% |
78% |
False |
False |
34,739 |
| 100 |
3.143 |
2.222 |
0.921 |
32.0% |
0.103 |
3.6% |
71% |
False |
False |
30,180 |
| 120 |
3.170 |
2.222 |
0.948 |
33.0% |
0.109 |
3.8% |
69% |
False |
False |
26,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.379 |
|
2.618 |
3.192 |
|
1.618 |
3.078 |
|
1.000 |
3.008 |
|
0.618 |
2.964 |
|
HIGH |
2.894 |
|
0.618 |
2.850 |
|
0.500 |
2.837 |
|
0.382 |
2.824 |
|
LOW |
2.780 |
|
0.618 |
2.710 |
|
1.000 |
2.666 |
|
1.618 |
2.596 |
|
2.618 |
2.482 |
|
4.250 |
2.296 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.863 |
2.915 |
| PP |
2.850 |
2.902 |
| S1 |
2.837 |
2.889 |
|