NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.960 |
3.007 |
0.047 |
1.6% |
2.855 |
| High |
3.014 |
3.100 |
0.086 |
2.9% |
3.100 |
| Low |
2.944 |
2.805 |
-0.139 |
-4.7% |
2.803 |
| Close |
2.990 |
2.825 |
-0.165 |
-5.5% |
2.825 |
| Range |
0.070 |
0.295 |
0.225 |
321.4% |
0.297 |
| ATR |
0.124 |
0.136 |
0.012 |
9.8% |
0.000 |
| Volume |
36,802 |
32,053 |
-4,749 |
-12.9% |
167,109 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.795 |
3.605 |
2.987 |
|
| R3 |
3.500 |
3.310 |
2.906 |
|
| R2 |
3.205 |
3.205 |
2.879 |
|
| R1 |
3.015 |
3.015 |
2.852 |
2.963 |
| PP |
2.910 |
2.910 |
2.910 |
2.884 |
| S1 |
2.720 |
2.720 |
2.798 |
2.668 |
| S2 |
2.615 |
2.615 |
2.771 |
|
| S3 |
2.320 |
2.425 |
2.744 |
|
| S4 |
2.025 |
2.130 |
2.663 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.800 |
3.610 |
2.988 |
|
| R3 |
3.503 |
3.313 |
2.907 |
|
| R2 |
3.206 |
3.206 |
2.879 |
|
| R1 |
3.016 |
3.016 |
2.852 |
2.963 |
| PP |
2.909 |
2.909 |
2.909 |
2.883 |
| S1 |
2.719 |
2.719 |
2.798 |
2.666 |
| S2 |
2.612 |
2.612 |
2.771 |
|
| S3 |
2.315 |
2.422 |
2.743 |
|
| S4 |
2.018 |
2.125 |
2.662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.100 |
2.778 |
0.322 |
11.4% |
0.139 |
4.9% |
15% |
True |
False |
46,515 |
| 10 |
3.100 |
2.687 |
0.413 |
14.6% |
0.140 |
5.0% |
33% |
True |
False |
49,413 |
| 20 |
3.100 |
2.357 |
0.743 |
26.3% |
0.138 |
4.9% |
63% |
True |
False |
49,185 |
| 40 |
3.100 |
2.357 |
0.743 |
26.3% |
0.126 |
4.5% |
63% |
True |
False |
43,344 |
| 60 |
3.100 |
2.300 |
0.800 |
28.3% |
0.112 |
4.0% |
66% |
True |
False |
38,510 |
| 80 |
3.100 |
2.300 |
0.800 |
28.3% |
0.103 |
3.6% |
66% |
True |
False |
33,993 |
| 100 |
3.198 |
2.300 |
0.898 |
31.8% |
0.102 |
3.6% |
58% |
False |
False |
31,798 |
| 120 |
3.210 |
2.300 |
0.910 |
32.2% |
0.109 |
3.9% |
58% |
False |
False |
30,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.354 |
|
2.618 |
3.872 |
|
1.618 |
3.577 |
|
1.000 |
3.395 |
|
0.618 |
3.282 |
|
HIGH |
3.100 |
|
0.618 |
2.987 |
|
0.500 |
2.953 |
|
0.382 |
2.918 |
|
LOW |
2.805 |
|
0.618 |
2.623 |
|
1.000 |
2.510 |
|
1.618 |
2.328 |
|
2.618 |
2.033 |
|
4.250 |
1.551 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.953 |
2.953 |
| PP |
2.910 |
2.910 |
| S1 |
2.868 |
2.868 |
|