NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
3.000 |
0.050 |
1.7% |
2.868 |
| High |
3.025 |
3.090 |
0.065 |
2.1% |
3.090 |
| Low |
2.907 |
2.971 |
0.064 |
2.2% |
2.711 |
| Close |
2.981 |
3.076 |
0.095 |
3.2% |
3.076 |
| Range |
0.118 |
0.119 |
0.001 |
0.8% |
0.379 |
| ATR |
0.145 |
0.143 |
-0.002 |
-1.3% |
0.000 |
| Volume |
98,478 |
124,004 |
25,526 |
25.9% |
433,026 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.403 |
3.358 |
3.141 |
|
| R3 |
3.284 |
3.239 |
3.109 |
|
| R2 |
3.165 |
3.165 |
3.098 |
|
| R1 |
3.120 |
3.120 |
3.087 |
3.143 |
| PP |
3.046 |
3.046 |
3.046 |
3.057 |
| S1 |
3.001 |
3.001 |
3.065 |
3.024 |
| S2 |
2.927 |
2.927 |
3.054 |
|
| S3 |
2.808 |
2.882 |
3.043 |
|
| S4 |
2.689 |
2.763 |
3.011 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.096 |
3.965 |
3.284 |
|
| R3 |
3.717 |
3.586 |
3.180 |
|
| R2 |
3.338 |
3.338 |
3.145 |
|
| R1 |
3.207 |
3.207 |
3.111 |
3.273 |
| PP |
2.959 |
2.959 |
2.959 |
2.992 |
| S1 |
2.828 |
2.828 |
3.041 |
2.894 |
| S2 |
2.580 |
2.580 |
3.007 |
|
| S3 |
2.201 |
2.449 |
2.972 |
|
| S4 |
1.822 |
2.070 |
2.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.090 |
2.711 |
0.379 |
12.3% |
0.145 |
4.7% |
96% |
True |
False |
86,605 |
| 10 |
3.090 |
2.706 |
0.384 |
12.5% |
0.144 |
4.7% |
96% |
True |
False |
77,054 |
| 20 |
3.090 |
2.603 |
0.487 |
15.8% |
0.145 |
4.7% |
97% |
True |
False |
65,274 |
| 40 |
3.090 |
2.259 |
0.831 |
27.0% |
0.137 |
4.4% |
98% |
True |
False |
59,915 |
| 60 |
3.090 |
2.259 |
0.831 |
27.0% |
0.130 |
4.2% |
98% |
True |
False |
50,572 |
| 80 |
3.090 |
2.222 |
0.868 |
28.2% |
0.114 |
3.7% |
98% |
True |
False |
42,413 |
| 100 |
3.090 |
2.222 |
0.868 |
28.2% |
0.106 |
3.4% |
98% |
True |
False |
36,078 |
| 120 |
3.143 |
2.222 |
0.921 |
29.9% |
0.108 |
3.5% |
93% |
False |
False |
31,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.596 |
|
2.618 |
3.402 |
|
1.618 |
3.283 |
|
1.000 |
3.209 |
|
0.618 |
3.164 |
|
HIGH |
3.090 |
|
0.618 |
3.045 |
|
0.500 |
3.031 |
|
0.382 |
3.016 |
|
LOW |
2.971 |
|
0.618 |
2.897 |
|
1.000 |
2.852 |
|
1.618 |
2.778 |
|
2.618 |
2.659 |
|
4.250 |
2.465 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.061 |
3.027 |
| PP |
3.046 |
2.977 |
| S1 |
3.031 |
2.928 |
|