NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.804 |
2.780 |
-0.024 |
-0.9% |
2.781 |
| High |
2.831 |
3.000 |
0.169 |
6.0% |
2.909 |
| Low |
2.711 |
2.765 |
0.054 |
2.0% |
2.706 |
| Close |
2.786 |
2.950 |
0.164 |
5.9% |
2.869 |
| Range |
0.120 |
0.235 |
0.115 |
95.8% |
0.203 |
| ATR |
0.140 |
0.147 |
0.007 |
4.9% |
0.000 |
| Volume |
57,783 |
106,537 |
48,754 |
84.4% |
337,514 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.610 |
3.515 |
3.079 |
|
| R3 |
3.375 |
3.280 |
3.015 |
|
| R2 |
3.140 |
3.140 |
2.993 |
|
| R1 |
3.045 |
3.045 |
2.972 |
3.093 |
| PP |
2.905 |
2.905 |
2.905 |
2.929 |
| S1 |
2.810 |
2.810 |
2.928 |
2.858 |
| S2 |
2.670 |
2.670 |
2.907 |
|
| S3 |
2.435 |
2.575 |
2.885 |
|
| S4 |
2.200 |
2.340 |
2.821 |
|
|
| 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 |
3.000 |
2.707 |
0.293 |
9.9% |
0.154 |
5.2% |
83% |
True |
False |
71,345 |
| 10 |
3.065 |
2.706 |
0.359 |
12.2% |
0.158 |
5.4% |
68% |
False |
False |
63,244 |
| 20 |
3.065 |
2.568 |
0.497 |
16.8% |
0.148 |
5.0% |
77% |
False |
False |
58,586 |
| 40 |
3.065 |
2.259 |
0.806 |
27.3% |
0.137 |
4.6% |
86% |
False |
False |
55,840 |
| 60 |
3.065 |
2.259 |
0.806 |
27.3% |
0.129 |
4.4% |
86% |
False |
False |
47,733 |
| 80 |
3.065 |
2.222 |
0.843 |
28.6% |
0.113 |
3.8% |
86% |
False |
False |
39,814 |
| 100 |
3.065 |
2.222 |
0.843 |
28.6% |
0.105 |
3.6% |
86% |
False |
False |
34,029 |
| 120 |
3.167 |
2.222 |
0.945 |
32.0% |
0.108 |
3.7% |
77% |
False |
False |
30,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.999 |
|
2.618 |
3.615 |
|
1.618 |
3.380 |
|
1.000 |
3.235 |
|
0.618 |
3.145 |
|
HIGH |
3.000 |
|
0.618 |
2.910 |
|
0.500 |
2.883 |
|
0.382 |
2.855 |
|
LOW |
2.765 |
|
0.618 |
2.620 |
|
1.000 |
2.530 |
|
1.618 |
2.385 |
|
2.618 |
2.150 |
|
4.250 |
1.766 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.928 |
2.919 |
| PP |
2.905 |
2.887 |
| S1 |
2.883 |
2.856 |
|