NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.781 |
2.873 |
0.092 |
3.3% |
2.800 |
| High |
2.894 |
2.909 |
0.015 |
0.5% |
3.065 |
| Low |
2.780 |
2.726 |
-0.054 |
-1.9% |
2.756 |
| Close |
2.876 |
2.728 |
-0.148 |
-5.1% |
2.786 |
| Range |
0.114 |
0.183 |
0.069 |
60.5% |
0.309 |
| ATR |
0.140 |
0.143 |
0.003 |
2.2% |
0.000 |
| Volume |
80,152 |
51,378 |
-28,774 |
-35.9% |
201,024 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.337 |
3.215 |
2.829 |
|
| R3 |
3.154 |
3.032 |
2.778 |
|
| R2 |
2.971 |
2.971 |
2.762 |
|
| R1 |
2.849 |
2.849 |
2.745 |
2.819 |
| PP |
2.788 |
2.788 |
2.788 |
2.772 |
| S1 |
2.666 |
2.666 |
2.711 |
2.636 |
| S2 |
2.605 |
2.605 |
2.694 |
|
| S3 |
2.422 |
2.483 |
2.678 |
|
| S4 |
2.239 |
2.300 |
2.627 |
|
|
| 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 |
2.726 |
0.339 |
12.4% |
0.158 |
5.8% |
1% |
False |
True |
51,496 |
| 10 |
3.065 |
2.673 |
0.392 |
14.4% |
0.154 |
5.6% |
14% |
False |
False |
57,446 |
| 20 |
3.065 |
2.259 |
0.806 |
29.5% |
0.151 |
5.5% |
58% |
False |
False |
59,500 |
| 40 |
3.065 |
2.259 |
0.806 |
29.5% |
0.134 |
4.9% |
58% |
False |
False |
50,372 |
| 60 |
3.065 |
2.222 |
0.843 |
30.9% |
0.119 |
4.4% |
60% |
False |
False |
42,482 |
| 80 |
3.065 |
2.222 |
0.843 |
30.9% |
0.106 |
3.9% |
60% |
False |
False |
35,224 |
| 100 |
3.143 |
2.222 |
0.921 |
33.8% |
0.103 |
3.8% |
55% |
False |
False |
30,606 |
| 120 |
3.170 |
2.222 |
0.948 |
34.8% |
0.110 |
4.0% |
53% |
False |
False |
27,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.687 |
|
2.618 |
3.388 |
|
1.618 |
3.205 |
|
1.000 |
3.092 |
|
0.618 |
3.022 |
|
HIGH |
2.909 |
|
0.618 |
2.839 |
|
0.500 |
2.818 |
|
0.382 |
2.796 |
|
LOW |
2.726 |
|
0.618 |
2.613 |
|
1.000 |
2.543 |
|
1.618 |
2.430 |
|
2.618 |
2.247 |
|
4.250 |
1.948 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.818 |
2.896 |
| PP |
2.788 |
2.840 |
| S1 |
2.758 |
2.784 |
|