NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.050 |
3.090 |
0.040 |
1.3% |
3.081 |
| High |
3.114 |
3.094 |
-0.020 |
-0.6% |
3.186 |
| Low |
3.003 |
2.980 |
-0.023 |
-0.8% |
2.977 |
| Close |
3.090 |
3.015 |
-0.075 |
-2.4% |
3.015 |
| Range |
0.111 |
0.114 |
0.003 |
2.7% |
0.209 |
| ATR |
0.138 |
0.136 |
-0.002 |
-1.2% |
0.000 |
| Volume |
118,183 |
112,987 |
-5,196 |
-4.4% |
508,591 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.372 |
3.307 |
3.078 |
|
| R3 |
3.258 |
3.193 |
3.046 |
|
| R2 |
3.144 |
3.144 |
3.036 |
|
| R1 |
3.079 |
3.079 |
3.025 |
3.055 |
| PP |
3.030 |
3.030 |
3.030 |
3.017 |
| S1 |
2.965 |
2.965 |
3.005 |
2.941 |
| S2 |
2.916 |
2.916 |
2.994 |
|
| S3 |
2.802 |
2.851 |
2.984 |
|
| S4 |
2.688 |
2.737 |
2.952 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.686 |
3.560 |
3.130 |
|
| R3 |
3.477 |
3.351 |
3.072 |
|
| R2 |
3.268 |
3.268 |
3.053 |
|
| R1 |
3.142 |
3.142 |
3.034 |
3.101 |
| PP |
3.059 |
3.059 |
3.059 |
3.039 |
| S1 |
2.933 |
2.933 |
2.996 |
2.892 |
| S2 |
2.850 |
2.850 |
2.977 |
|
| S3 |
2.641 |
2.724 |
2.958 |
|
| S4 |
2.432 |
2.515 |
2.900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.186 |
2.977 |
0.209 |
6.9% |
0.122 |
4.1% |
18% |
False |
False |
101,718 |
| 10 |
3.186 |
2.711 |
0.475 |
15.8% |
0.134 |
4.4% |
64% |
False |
False |
94,161 |
| 20 |
3.186 |
2.706 |
0.480 |
15.9% |
0.138 |
4.6% |
64% |
False |
False |
77,323 |
| 40 |
3.186 |
2.259 |
0.927 |
30.7% |
0.136 |
4.5% |
82% |
False |
False |
68,583 |
| 60 |
3.186 |
2.259 |
0.927 |
30.7% |
0.130 |
4.3% |
82% |
False |
False |
56,944 |
| 80 |
3.186 |
2.222 |
0.964 |
32.0% |
0.117 |
3.9% |
82% |
False |
False |
47,821 |
| 100 |
3.186 |
2.222 |
0.964 |
32.0% |
0.108 |
3.6% |
82% |
False |
False |
40,672 |
| 120 |
3.186 |
2.222 |
0.964 |
32.0% |
0.107 |
3.5% |
82% |
False |
False |
35,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.579 |
|
2.618 |
3.392 |
|
1.618 |
3.278 |
|
1.000 |
3.208 |
|
0.618 |
3.164 |
|
HIGH |
3.094 |
|
0.618 |
3.050 |
|
0.500 |
3.037 |
|
0.382 |
3.024 |
|
LOW |
2.980 |
|
0.618 |
2.910 |
|
1.000 |
2.866 |
|
1.618 |
2.796 |
|
2.618 |
2.682 |
|
4.250 |
2.496 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.037 |
3.074 |
| PP |
3.030 |
3.054 |
| S1 |
3.022 |
3.035 |
|