NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.090 |
3.030 |
-0.060 |
-1.9% |
3.081 |
| High |
3.094 |
3.231 |
0.137 |
4.4% |
3.186 |
| Low |
2.980 |
3.030 |
0.050 |
1.7% |
2.977 |
| Close |
3.015 |
3.214 |
0.199 |
6.6% |
3.015 |
| Range |
0.114 |
0.201 |
0.087 |
76.3% |
0.209 |
| ATR |
0.136 |
0.142 |
0.006 |
4.2% |
0.000 |
| Volume |
112,987 |
144,275 |
31,288 |
27.7% |
508,591 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.761 |
3.689 |
3.325 |
|
| R3 |
3.560 |
3.488 |
3.269 |
|
| R2 |
3.359 |
3.359 |
3.251 |
|
| R1 |
3.287 |
3.287 |
3.232 |
3.323 |
| PP |
3.158 |
3.158 |
3.158 |
3.177 |
| S1 |
3.086 |
3.086 |
3.196 |
3.122 |
| S2 |
2.957 |
2.957 |
3.177 |
|
| S3 |
2.756 |
2.885 |
3.159 |
|
| S4 |
2.555 |
2.684 |
3.103 |
|
|
| 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 |
3.231 |
2.980 |
0.251 |
7.8% |
0.134 |
4.2% |
93% |
True |
False |
114,704 |
| 10 |
3.231 |
2.711 |
0.520 |
16.2% |
0.140 |
4.4% |
97% |
True |
False |
103,966 |
| 20 |
3.231 |
2.706 |
0.525 |
16.3% |
0.143 |
4.4% |
97% |
True |
False |
81,221 |
| 40 |
3.231 |
2.259 |
0.972 |
30.2% |
0.139 |
4.3% |
98% |
True |
False |
70,821 |
| 60 |
3.231 |
2.259 |
0.972 |
30.2% |
0.132 |
4.1% |
98% |
True |
False |
58,727 |
| 80 |
3.231 |
2.222 |
1.009 |
31.4% |
0.118 |
3.7% |
98% |
True |
False |
49,427 |
| 100 |
3.231 |
2.222 |
1.009 |
31.4% |
0.110 |
3.4% |
98% |
True |
False |
42,030 |
| 120 |
3.231 |
2.222 |
1.009 |
31.4% |
0.107 |
3.3% |
98% |
True |
False |
36,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.085 |
|
2.618 |
3.757 |
|
1.618 |
3.556 |
|
1.000 |
3.432 |
|
0.618 |
3.355 |
|
HIGH |
3.231 |
|
0.618 |
3.154 |
|
0.500 |
3.131 |
|
0.382 |
3.107 |
|
LOW |
3.030 |
|
0.618 |
2.906 |
|
1.000 |
2.829 |
|
1.618 |
2.705 |
|
2.618 |
2.504 |
|
4.250 |
2.176 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.186 |
3.178 |
| PP |
3.158 |
3.142 |
| S1 |
3.131 |
3.106 |
|