NYMEX Natural Gas Future September 2012
Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
2.780 |
2.950 |
0.170 |
6.1% |
2.781 |
High |
3.000 |
3.025 |
0.025 |
0.8% |
2.909 |
Low |
2.765 |
2.907 |
0.142 |
5.1% |
2.706 |
Close |
2.950 |
2.981 |
0.031 |
1.1% |
2.869 |
Range |
0.235 |
0.118 |
-0.117 |
-49.8% |
0.203 |
ATR |
0.147 |
0.145 |
-0.002 |
-1.4% |
0.000 |
Volume |
106,537 |
98,478 |
-8,059 |
-7.6% |
337,514 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.325 |
3.271 |
3.046 |
|
R3 |
3.207 |
3.153 |
3.013 |
|
R2 |
3.089 |
3.089 |
3.003 |
|
R1 |
3.035 |
3.035 |
2.992 |
3.062 |
PP |
2.971 |
2.971 |
2.971 |
2.985 |
S1 |
2.917 |
2.917 |
2.970 |
2.944 |
S2 |
2.853 |
2.853 |
2.959 |
|
S3 |
2.735 |
2.799 |
2.949 |
|
S4 |
2.617 |
2.681 |
2.916 |
|
|
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 |
3.025 |
2.711 |
0.314 |
10.5% |
0.137 |
4.6% |
86% |
True |
False |
80,825 |
10 |
3.065 |
2.706 |
0.359 |
12.0% |
0.162 |
5.4% |
77% |
False |
False |
68,554 |
20 |
3.065 |
2.570 |
0.495 |
16.6% |
0.145 |
4.9% |
83% |
False |
False |
60,982 |
40 |
3.065 |
2.259 |
0.806 |
27.0% |
0.136 |
4.6% |
90% |
False |
False |
57,687 |
60 |
3.065 |
2.259 |
0.806 |
27.0% |
0.130 |
4.4% |
90% |
False |
False |
48,780 |
80 |
3.065 |
2.222 |
0.843 |
28.3% |
0.113 |
3.8% |
90% |
False |
False |
40,978 |
100 |
3.065 |
2.222 |
0.843 |
28.3% |
0.105 |
3.5% |
90% |
False |
False |
34,929 |
120 |
3.167 |
2.222 |
0.945 |
31.7% |
0.108 |
3.6% |
80% |
False |
False |
31,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.527 |
2.618 |
3.334 |
1.618 |
3.216 |
1.000 |
3.143 |
0.618 |
3.098 |
HIGH |
3.025 |
0.618 |
2.980 |
0.500 |
2.966 |
0.382 |
2.952 |
LOW |
2.907 |
0.618 |
2.834 |
1.000 |
2.789 |
1.618 |
2.716 |
2.618 |
2.598 |
4.250 |
2.406 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
2.976 |
2.943 |
PP |
2.971 |
2.906 |
S1 |
2.966 |
2.868 |
|