NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.734 |
2.837 |
0.103 |
3.8% |
2.800 |
| High |
2.845 |
2.908 |
0.063 |
2.2% |
3.065 |
| Low |
2.706 |
2.707 |
0.001 |
0.0% |
2.756 |
| Close |
2.837 |
2.869 |
0.032 |
1.1% |
2.786 |
| Range |
0.139 |
0.201 |
0.062 |
44.6% |
0.309 |
| ATR |
0.143 |
0.147 |
0.004 |
2.9% |
0.000 |
| Volume |
59,801 |
51,077 |
-8,724 |
-14.6% |
201,024 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.431 |
3.351 |
2.980 |
|
| R3 |
3.230 |
3.150 |
2.924 |
|
| R2 |
3.029 |
3.029 |
2.906 |
|
| R1 |
2.949 |
2.949 |
2.887 |
2.989 |
| PP |
2.828 |
2.828 |
2.828 |
2.848 |
| S1 |
2.748 |
2.748 |
2.851 |
2.788 |
| S2 |
2.627 |
2.627 |
2.832 |
|
| S3 |
2.426 |
2.547 |
2.814 |
|
| S4 |
2.225 |
2.346 |
2.758 |
|
|
| 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 |
12.5% |
0.188 |
6.5% |
45% |
False |
False |
56,282 |
| 10 |
3.065 |
2.673 |
0.392 |
13.7% |
0.154 |
5.4% |
50% |
False |
False |
59,338 |
| 20 |
3.065 |
2.260 |
0.805 |
28.1% |
0.160 |
5.6% |
76% |
False |
False |
56,545 |
| 40 |
3.065 |
2.259 |
0.806 |
28.1% |
0.137 |
4.8% |
76% |
False |
False |
51,162 |
| 60 |
3.065 |
2.222 |
0.843 |
29.4% |
0.123 |
4.3% |
77% |
False |
False |
43,628 |
| 80 |
3.065 |
2.222 |
0.843 |
29.4% |
0.109 |
3.8% |
77% |
False |
False |
36,376 |
| 100 |
3.140 |
2.222 |
0.918 |
32.0% |
0.104 |
3.6% |
70% |
False |
False |
31,492 |
| 120 |
3.170 |
2.222 |
0.948 |
33.0% |
0.111 |
3.9% |
68% |
False |
False |
28,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.762 |
|
2.618 |
3.434 |
|
1.618 |
3.233 |
|
1.000 |
3.109 |
|
0.618 |
3.032 |
|
HIGH |
2.908 |
|
0.618 |
2.831 |
|
0.500 |
2.808 |
|
0.382 |
2.784 |
|
LOW |
2.707 |
|
0.618 |
2.583 |
|
1.000 |
2.506 |
|
1.618 |
2.382 |
|
2.618 |
2.181 |
|
4.250 |
1.853 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.849 |
2.849 |
| PP |
2.828 |
2.828 |
| S1 |
2.808 |
2.808 |
|