NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.873 |
2.734 |
-0.139 |
-4.8% |
2.800 |
| High |
2.909 |
2.845 |
-0.064 |
-2.2% |
3.065 |
| Low |
2.726 |
2.706 |
-0.020 |
-0.7% |
2.756 |
| Close |
2.728 |
2.837 |
0.109 |
4.0% |
2.786 |
| Range |
0.183 |
0.139 |
-0.044 |
-24.0% |
0.309 |
| ATR |
0.143 |
0.143 |
0.000 |
-0.2% |
0.000 |
| Volume |
51,378 |
59,801 |
8,423 |
16.4% |
201,024 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.213 |
3.164 |
2.913 |
|
| R3 |
3.074 |
3.025 |
2.875 |
|
| R2 |
2.935 |
2.935 |
2.862 |
|
| R1 |
2.886 |
2.886 |
2.850 |
2.911 |
| PP |
2.796 |
2.796 |
2.796 |
2.808 |
| S1 |
2.747 |
2.747 |
2.824 |
2.772 |
| S2 |
2.657 |
2.657 |
2.812 |
|
| S3 |
2.518 |
2.608 |
2.799 |
|
| S4 |
2.379 |
2.469 |
2.761 |
|
|
| 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 |
2.706 |
0.359 |
12.7% |
0.162 |
5.7% |
36% |
False |
True |
55,143 |
| 10 |
3.065 |
2.673 |
0.392 |
13.8% |
0.155 |
5.4% |
42% |
False |
False |
58,969 |
| 20 |
3.065 |
2.260 |
0.805 |
28.4% |
0.152 |
5.4% |
72% |
False |
False |
58,882 |
| 40 |
3.065 |
2.259 |
0.806 |
28.4% |
0.135 |
4.8% |
72% |
False |
False |
50,535 |
| 60 |
3.065 |
2.222 |
0.843 |
29.7% |
0.120 |
4.2% |
73% |
False |
False |
42,989 |
| 80 |
3.065 |
2.222 |
0.843 |
29.7% |
0.107 |
3.8% |
73% |
False |
False |
35,815 |
| 100 |
3.143 |
2.222 |
0.921 |
32.5% |
0.104 |
3.7% |
67% |
False |
False |
31,109 |
| 120 |
3.170 |
2.222 |
0.948 |
33.4% |
0.110 |
3.9% |
65% |
False |
False |
27,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.436 |
|
2.618 |
3.209 |
|
1.618 |
3.070 |
|
1.000 |
2.984 |
|
0.618 |
2.931 |
|
HIGH |
2.845 |
|
0.618 |
2.792 |
|
0.500 |
2.776 |
|
0.382 |
2.759 |
|
LOW |
2.706 |
|
0.618 |
2.620 |
|
1.000 |
2.567 |
|
1.618 |
2.481 |
|
2.618 |
2.342 |
|
4.250 |
2.115 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.817 |
2.827 |
| PP |
2.796 |
2.817 |
| S1 |
2.776 |
2.808 |
|