NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.030 |
3.220 |
0.190 |
6.3% |
3.081 |
| High |
3.231 |
3.277 |
0.046 |
1.4% |
3.186 |
| Low |
3.030 |
3.157 |
0.127 |
4.2% |
2.977 |
| Close |
3.214 |
3.209 |
-0.005 |
-0.2% |
3.015 |
| Range |
0.201 |
0.120 |
-0.081 |
-40.3% |
0.209 |
| ATR |
0.142 |
0.140 |
-0.002 |
-1.1% |
0.000 |
| Volume |
144,275 |
169,271 |
24,996 |
17.3% |
508,591 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.574 |
3.512 |
3.275 |
|
| R3 |
3.454 |
3.392 |
3.242 |
|
| R2 |
3.334 |
3.334 |
3.231 |
|
| R1 |
3.272 |
3.272 |
3.220 |
3.243 |
| PP |
3.214 |
3.214 |
3.214 |
3.200 |
| S1 |
3.152 |
3.152 |
3.198 |
3.123 |
| S2 |
3.094 |
3.094 |
3.187 |
|
| S3 |
2.974 |
3.032 |
3.176 |
|
| S4 |
2.854 |
2.912 |
3.143 |
|
|
| 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 |
3.277 |
2.980 |
0.297 |
9.3% |
0.135 |
4.2% |
77% |
True |
False |
130,584 |
| 10 |
3.277 |
2.765 |
0.512 |
16.0% |
0.140 |
4.4% |
87% |
True |
False |
115,115 |
| 20 |
3.277 |
2.706 |
0.571 |
17.8% |
0.143 |
4.5% |
88% |
True |
False |
85,931 |
| 40 |
3.277 |
2.259 |
1.018 |
31.7% |
0.140 |
4.4% |
93% |
True |
False |
73,951 |
| 60 |
3.277 |
2.259 |
1.018 |
31.7% |
0.132 |
4.1% |
93% |
True |
False |
61,009 |
| 80 |
3.277 |
2.222 |
1.055 |
32.9% |
0.119 |
3.7% |
94% |
True |
False |
51,403 |
| 100 |
3.277 |
2.222 |
1.055 |
32.9% |
0.110 |
3.4% |
94% |
True |
False |
43,525 |
| 120 |
3.277 |
2.222 |
1.055 |
32.9% |
0.108 |
3.4% |
94% |
True |
False |
38,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.787 |
|
2.618 |
3.591 |
|
1.618 |
3.471 |
|
1.000 |
3.397 |
|
0.618 |
3.351 |
|
HIGH |
3.277 |
|
0.618 |
3.231 |
|
0.500 |
3.217 |
|
0.382 |
3.203 |
|
LOW |
3.157 |
|
0.618 |
3.083 |
|
1.000 |
3.037 |
|
1.618 |
2.963 |
|
2.618 |
2.843 |
|
4.250 |
2.647 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.217 |
3.182 |
| PP |
3.214 |
3.155 |
| S1 |
3.212 |
3.129 |
|