NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.837 |
2.872 |
0.035 |
1.2% |
2.781 |
| High |
2.908 |
2.904 |
-0.004 |
-0.1% |
2.909 |
| Low |
2.707 |
2.825 |
0.118 |
4.4% |
2.706 |
| Close |
2.869 |
2.869 |
0.000 |
0.0% |
2.869 |
| Range |
0.201 |
0.079 |
-0.122 |
-60.7% |
0.203 |
| ATR |
0.147 |
0.142 |
-0.005 |
-3.3% |
0.000 |
| Volume |
51,077 |
95,106 |
44,029 |
86.2% |
337,514 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.065 |
2.912 |
|
| R3 |
3.024 |
2.986 |
2.891 |
|
| R2 |
2.945 |
2.945 |
2.883 |
|
| R1 |
2.907 |
2.907 |
2.876 |
2.887 |
| PP |
2.866 |
2.866 |
2.866 |
2.856 |
| S1 |
2.828 |
2.828 |
2.862 |
2.808 |
| S2 |
2.787 |
2.787 |
2.855 |
|
| S3 |
2.708 |
2.749 |
2.847 |
|
| S4 |
2.629 |
2.670 |
2.826 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.437 |
3.356 |
2.981 |
|
| R3 |
3.234 |
3.153 |
2.925 |
|
| R2 |
3.031 |
3.031 |
2.906 |
|
| R1 |
2.950 |
2.950 |
2.888 |
2.991 |
| PP |
2.828 |
2.828 |
2.828 |
2.848 |
| S1 |
2.747 |
2.747 |
2.850 |
2.788 |
| S2 |
2.625 |
2.625 |
2.832 |
|
| S3 |
2.422 |
2.544 |
2.813 |
|
| S4 |
2.219 |
2.341 |
2.757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.909 |
2.706 |
0.203 |
7.1% |
0.143 |
5.0% |
80% |
False |
False |
67,502 |
| 10 |
3.065 |
2.706 |
0.359 |
12.5% |
0.143 |
5.0% |
45% |
False |
False |
60,484 |
| 20 |
3.065 |
2.526 |
0.539 |
18.8% |
0.147 |
5.1% |
64% |
False |
False |
57,640 |
| 40 |
3.065 |
2.259 |
0.806 |
28.1% |
0.136 |
4.7% |
76% |
False |
False |
53,035 |
| 60 |
3.065 |
2.222 |
0.843 |
29.4% |
0.124 |
4.3% |
77% |
False |
False |
44,984 |
| 80 |
3.065 |
2.222 |
0.843 |
29.4% |
0.109 |
3.8% |
77% |
False |
False |
37,473 |
| 100 |
3.140 |
2.222 |
0.918 |
32.0% |
0.104 |
3.6% |
70% |
False |
False |
32,280 |
| 120 |
3.170 |
2.222 |
0.948 |
33.0% |
0.108 |
3.8% |
68% |
False |
False |
28,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.240 |
|
2.618 |
3.111 |
|
1.618 |
3.032 |
|
1.000 |
2.983 |
|
0.618 |
2.953 |
|
HIGH |
2.904 |
|
0.618 |
2.874 |
|
0.500 |
2.865 |
|
0.382 |
2.855 |
|
LOW |
2.825 |
|
0.618 |
2.776 |
|
1.000 |
2.746 |
|
1.618 |
2.697 |
|
2.618 |
2.618 |
|
4.250 |
2.489 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.868 |
2.848 |
| PP |
2.866 |
2.828 |
| S1 |
2.865 |
2.807 |
|