NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.855 |
2.889 |
0.034 |
1.2% |
2.805 |
| High |
2.906 |
2.958 |
0.052 |
1.8% |
3.028 |
| Low |
2.803 |
2.841 |
0.038 |
1.4% |
2.735 |
| Close |
2.877 |
2.955 |
0.078 |
2.7% |
2.877 |
| Range |
0.103 |
0.117 |
0.014 |
13.6% |
0.293 |
| ATR |
0.129 |
0.128 |
-0.001 |
-0.7% |
0.000 |
| Volume |
66,694 |
31,560 |
-35,134 |
-52.7% |
258,894 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.269 |
3.229 |
3.019 |
|
| R3 |
3.152 |
3.112 |
2.987 |
|
| R2 |
3.035 |
3.035 |
2.976 |
|
| R1 |
2.995 |
2.995 |
2.966 |
3.015 |
| PP |
2.918 |
2.918 |
2.918 |
2.928 |
| S1 |
2.878 |
2.878 |
2.944 |
2.898 |
| S2 |
2.801 |
2.801 |
2.934 |
|
| S3 |
2.684 |
2.761 |
2.923 |
|
| S4 |
2.567 |
2.644 |
2.891 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.759 |
3.611 |
3.038 |
|
| R3 |
3.466 |
3.318 |
2.958 |
|
| R2 |
3.173 |
3.173 |
2.931 |
|
| R1 |
3.025 |
3.025 |
2.904 |
3.099 |
| PP |
2.880 |
2.880 |
2.880 |
2.917 |
| S1 |
2.732 |
2.732 |
2.850 |
2.806 |
| S2 |
2.587 |
2.587 |
2.823 |
|
| S3 |
2.294 |
2.439 |
2.796 |
|
| S4 |
2.001 |
2.146 |
2.716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.028 |
2.735 |
0.293 |
9.9% |
0.143 |
4.8% |
75% |
False |
False |
55,963 |
| 10 |
3.028 |
2.655 |
0.373 |
12.6% |
0.132 |
4.5% |
80% |
False |
False |
51,887 |
| 20 |
3.028 |
2.357 |
0.671 |
22.7% |
0.131 |
4.4% |
89% |
False |
False |
49,003 |
| 40 |
3.028 |
2.357 |
0.671 |
22.7% |
0.123 |
4.2% |
89% |
False |
False |
43,299 |
| 60 |
3.028 |
2.300 |
0.728 |
24.6% |
0.108 |
3.6% |
90% |
False |
False |
38,069 |
| 80 |
3.028 |
2.300 |
0.728 |
24.6% |
0.100 |
3.4% |
90% |
False |
False |
33,568 |
| 100 |
3.198 |
2.300 |
0.898 |
30.4% |
0.099 |
3.4% |
73% |
False |
False |
31,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.455 |
|
2.618 |
3.264 |
|
1.618 |
3.147 |
|
1.000 |
3.075 |
|
0.618 |
3.030 |
|
HIGH |
2.958 |
|
0.618 |
2.913 |
|
0.500 |
2.900 |
|
0.382 |
2.886 |
|
LOW |
2.841 |
|
0.618 |
2.769 |
|
1.000 |
2.724 |
|
1.618 |
2.652 |
|
2.618 |
2.535 |
|
4.250 |
2.344 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.937 |
2.926 |
| PP |
2.918 |
2.897 |
| S1 |
2.900 |
2.868 |
|