NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.081 |
3.106 |
0.025 |
0.8% |
2.868 |
| High |
3.121 |
3.186 |
0.065 |
2.1% |
3.090 |
| Low |
2.977 |
3.075 |
0.098 |
3.3% |
2.711 |
| Close |
3.111 |
3.156 |
0.045 |
1.4% |
3.076 |
| Range |
0.144 |
0.111 |
-0.033 |
-22.9% |
0.379 |
| ATR |
0.143 |
0.141 |
-0.002 |
-1.6% |
0.000 |
| Volume |
79,342 |
89,874 |
10,532 |
13.3% |
433,026 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.472 |
3.425 |
3.217 |
|
| R3 |
3.361 |
3.314 |
3.187 |
|
| R2 |
3.250 |
3.250 |
3.176 |
|
| R1 |
3.203 |
3.203 |
3.166 |
3.227 |
| PP |
3.139 |
3.139 |
3.139 |
3.151 |
| S1 |
3.092 |
3.092 |
3.146 |
3.116 |
| S2 |
3.028 |
3.028 |
3.136 |
|
| S3 |
2.917 |
2.981 |
3.125 |
|
| S4 |
2.806 |
2.870 |
3.095 |
|
|
| 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 |
3.186 |
2.765 |
0.421 |
13.3% |
0.145 |
4.6% |
93% |
True |
False |
99,647 |
| 10 |
3.186 |
2.706 |
0.480 |
15.2% |
0.140 |
4.4% |
94% |
True |
False |
80,822 |
| 20 |
3.186 |
2.673 |
0.513 |
16.3% |
0.147 |
4.6% |
94% |
True |
False |
69,134 |
| 40 |
3.186 |
2.259 |
0.927 |
29.4% |
0.137 |
4.3% |
97% |
True |
False |
62,450 |
| 60 |
3.186 |
2.259 |
0.927 |
29.4% |
0.130 |
4.1% |
97% |
True |
False |
52,567 |
| 80 |
3.186 |
2.222 |
0.964 |
30.5% |
0.115 |
3.6% |
97% |
True |
False |
44,202 |
| 100 |
3.186 |
2.222 |
0.964 |
30.5% |
0.106 |
3.4% |
97% |
True |
False |
37,577 |
| 120 |
3.186 |
2.222 |
0.964 |
30.5% |
0.108 |
3.4% |
97% |
True |
False |
33,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.658 |
|
2.618 |
3.477 |
|
1.618 |
3.366 |
|
1.000 |
3.297 |
|
0.618 |
3.255 |
|
HIGH |
3.186 |
|
0.618 |
3.144 |
|
0.500 |
3.131 |
|
0.382 |
3.117 |
|
LOW |
3.075 |
|
0.618 |
3.006 |
|
1.000 |
2.964 |
|
1.618 |
2.895 |
|
2.618 |
2.784 |
|
4.250 |
2.603 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.148 |
3.130 |
| PP |
3.139 |
3.104 |
| S1 |
3.131 |
3.079 |
|