NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.220 |
3.217 |
-0.003 |
-0.1% |
3.081 |
| High |
3.277 |
3.241 |
-0.036 |
-1.1% |
3.186 |
| Low |
3.157 |
3.123 |
-0.034 |
-1.1% |
2.977 |
| Close |
3.209 |
3.171 |
-0.038 |
-1.2% |
3.015 |
| Range |
0.120 |
0.118 |
-0.002 |
-1.7% |
0.209 |
| ATR |
0.140 |
0.139 |
-0.002 |
-1.1% |
0.000 |
| Volume |
169,271 |
162,175 |
-7,096 |
-4.2% |
508,591 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.532 |
3.470 |
3.236 |
|
| R3 |
3.414 |
3.352 |
3.203 |
|
| R2 |
3.296 |
3.296 |
3.193 |
|
| R1 |
3.234 |
3.234 |
3.182 |
3.206 |
| PP |
3.178 |
3.178 |
3.178 |
3.165 |
| S1 |
3.116 |
3.116 |
3.160 |
3.088 |
| S2 |
3.060 |
3.060 |
3.149 |
|
| S3 |
2.942 |
2.998 |
3.139 |
|
| S4 |
2.824 |
2.880 |
3.106 |
|
|
| 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 |
9.4% |
0.133 |
4.2% |
64% |
False |
False |
141,378 |
| 10 |
3.277 |
2.907 |
0.370 |
11.7% |
0.129 |
4.1% |
71% |
False |
False |
120,679 |
| 20 |
3.277 |
2.706 |
0.571 |
18.0% |
0.143 |
4.5% |
81% |
False |
False |
91,961 |
| 40 |
3.277 |
2.259 |
1.018 |
32.1% |
0.140 |
4.4% |
90% |
False |
False |
77,000 |
| 60 |
3.277 |
2.259 |
1.018 |
32.1% |
0.133 |
4.2% |
90% |
False |
False |
63,249 |
| 80 |
3.277 |
2.222 |
1.055 |
33.3% |
0.120 |
3.8% |
90% |
False |
False |
53,156 |
| 100 |
3.277 |
2.222 |
1.055 |
33.3% |
0.111 |
3.5% |
90% |
False |
False |
44,988 |
| 120 |
3.277 |
2.222 |
1.055 |
33.3% |
0.107 |
3.4% |
90% |
False |
False |
39,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.743 |
|
2.618 |
3.550 |
|
1.618 |
3.432 |
|
1.000 |
3.359 |
|
0.618 |
3.314 |
|
HIGH |
3.241 |
|
0.618 |
3.196 |
|
0.500 |
3.182 |
|
0.382 |
3.168 |
|
LOW |
3.123 |
|
0.618 |
3.050 |
|
1.000 |
3.005 |
|
1.618 |
2.932 |
|
2.618 |
2.814 |
|
4.250 |
2.622 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.182 |
3.165 |
| PP |
3.178 |
3.159 |
| S1 |
3.175 |
3.154 |
|