NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.889 |
2.960 |
0.071 |
2.5% |
2.805 |
| High |
2.958 |
3.014 |
0.056 |
1.9% |
3.028 |
| Low |
2.841 |
2.944 |
0.103 |
3.6% |
2.735 |
| Close |
2.955 |
2.990 |
0.035 |
1.2% |
2.877 |
| Range |
0.117 |
0.070 |
-0.047 |
-40.2% |
0.293 |
| ATR |
0.128 |
0.124 |
-0.004 |
-3.2% |
0.000 |
| Volume |
31,560 |
36,802 |
5,242 |
16.6% |
258,894 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.193 |
3.161 |
3.029 |
|
| R3 |
3.123 |
3.091 |
3.009 |
|
| R2 |
3.053 |
3.053 |
3.003 |
|
| R1 |
3.021 |
3.021 |
2.996 |
3.037 |
| PP |
2.983 |
2.983 |
2.983 |
2.991 |
| S1 |
2.951 |
2.951 |
2.984 |
2.967 |
| S2 |
2.913 |
2.913 |
2.977 |
|
| S3 |
2.843 |
2.881 |
2.971 |
|
| S4 |
2.773 |
2.811 |
2.952 |
|
|
| 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 |
3.014 |
2.735 |
0.279 |
9.3% |
0.117 |
3.9% |
91% |
True |
False |
55,367 |
| 10 |
3.028 |
2.655 |
0.373 |
12.5% |
0.123 |
4.1% |
90% |
False |
False |
51,014 |
| 20 |
3.028 |
2.357 |
0.671 |
22.4% |
0.131 |
4.4% |
94% |
False |
False |
49,310 |
| 40 |
3.028 |
2.357 |
0.671 |
22.4% |
0.121 |
4.0% |
94% |
False |
False |
43,587 |
| 60 |
3.028 |
2.300 |
0.728 |
24.3% |
0.108 |
3.6% |
95% |
False |
False |
38,359 |
| 80 |
3.028 |
2.300 |
0.728 |
24.3% |
0.101 |
3.4% |
95% |
False |
False |
33,788 |
| 100 |
3.198 |
2.300 |
0.898 |
30.0% |
0.099 |
3.3% |
77% |
False |
False |
31,709 |
| 120 |
3.210 |
2.300 |
0.910 |
30.4% |
0.107 |
3.6% |
76% |
False |
False |
30,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.312 |
|
2.618 |
3.197 |
|
1.618 |
3.127 |
|
1.000 |
3.084 |
|
0.618 |
3.057 |
|
HIGH |
3.014 |
|
0.618 |
2.987 |
|
0.500 |
2.979 |
|
0.382 |
2.971 |
|
LOW |
2.944 |
|
0.618 |
2.901 |
|
1.000 |
2.874 |
|
1.618 |
2.831 |
|
2.618 |
2.761 |
|
4.250 |
2.647 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.986 |
2.963 |
| PP |
2.983 |
2.936 |
| S1 |
2.979 |
2.909 |
|