NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.872 |
2.868 |
-0.004 |
-0.1% |
2.781 |
| High |
2.904 |
2.907 |
0.003 |
0.1% |
2.909 |
| Low |
2.825 |
2.774 |
-0.051 |
-1.8% |
2.706 |
| Close |
2.869 |
2.793 |
-0.076 |
-2.6% |
2.869 |
| Range |
0.079 |
0.133 |
0.054 |
68.4% |
0.203 |
| ATR |
0.142 |
0.141 |
-0.001 |
-0.5% |
0.000 |
| Volume |
95,106 |
46,224 |
-48,882 |
-51.4% |
337,514 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.224 |
3.141 |
2.866 |
|
| R3 |
3.091 |
3.008 |
2.830 |
|
| R2 |
2.958 |
2.958 |
2.817 |
|
| R1 |
2.875 |
2.875 |
2.805 |
2.850 |
| PP |
2.825 |
2.825 |
2.825 |
2.812 |
| S1 |
2.742 |
2.742 |
2.781 |
2.717 |
| S2 |
2.692 |
2.692 |
2.769 |
|
| S3 |
2.559 |
2.609 |
2.756 |
|
| S4 |
2.426 |
2.476 |
2.720 |
|
|
| 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 |
7.3% |
0.147 |
5.3% |
43% |
False |
False |
60,717 |
| 10 |
3.065 |
2.706 |
0.359 |
12.9% |
0.145 |
5.2% |
24% |
False |
False |
58,476 |
| 20 |
3.065 |
2.533 |
0.532 |
19.0% |
0.148 |
5.3% |
49% |
False |
False |
55,941 |
| 40 |
3.065 |
2.259 |
0.806 |
28.9% |
0.135 |
4.8% |
66% |
False |
False |
53,500 |
| 60 |
3.065 |
2.222 |
0.843 |
30.2% |
0.125 |
4.5% |
68% |
False |
False |
45,532 |
| 80 |
3.065 |
2.222 |
0.843 |
30.2% |
0.110 |
3.9% |
68% |
False |
False |
37,977 |
| 100 |
3.140 |
2.222 |
0.918 |
32.9% |
0.104 |
3.7% |
62% |
False |
False |
32,608 |
| 120 |
3.170 |
2.222 |
0.948 |
33.9% |
0.108 |
3.9% |
60% |
False |
False |
29,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.472 |
|
2.618 |
3.255 |
|
1.618 |
3.122 |
|
1.000 |
3.040 |
|
0.618 |
2.989 |
|
HIGH |
2.907 |
|
0.618 |
2.856 |
|
0.500 |
2.841 |
|
0.382 |
2.825 |
|
LOW |
2.774 |
|
0.618 |
2.692 |
|
1.000 |
2.641 |
|
1.618 |
2.559 |
|
2.618 |
2.426 |
|
4.250 |
2.209 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.841 |
2.808 |
| PP |
2.825 |
2.803 |
| S1 |
2.809 |
2.798 |
|