NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.007 |
2.828 |
-0.179 |
-6.0% |
2.855 |
| High |
3.100 |
2.925 |
-0.175 |
-5.6% |
3.100 |
| Low |
2.805 |
2.824 |
0.019 |
0.7% |
2.803 |
| Close |
2.825 |
2.908 |
0.083 |
2.9% |
2.825 |
| Range |
0.295 |
0.101 |
-0.194 |
-65.8% |
0.297 |
| ATR |
0.136 |
0.134 |
-0.003 |
-1.9% |
0.000 |
| Volume |
32,053 |
70,205 |
38,152 |
119.0% |
167,109 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.189 |
3.149 |
2.964 |
|
| R3 |
3.088 |
3.048 |
2.936 |
|
| R2 |
2.987 |
2.987 |
2.927 |
|
| R1 |
2.947 |
2.947 |
2.917 |
2.967 |
| PP |
2.886 |
2.886 |
2.886 |
2.896 |
| S1 |
2.846 |
2.846 |
2.899 |
2.866 |
| S2 |
2.785 |
2.785 |
2.889 |
|
| S3 |
2.684 |
2.745 |
2.880 |
|
| S4 |
2.583 |
2.644 |
2.852 |
|
|
| 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 |
2.803 |
0.297 |
10.2% |
0.137 |
4.7% |
35% |
False |
False |
47,462 |
| 10 |
3.100 |
2.735 |
0.365 |
12.6% |
0.139 |
4.8% |
47% |
False |
False |
49,620 |
| 20 |
3.100 |
2.357 |
0.743 |
25.6% |
0.139 |
4.8% |
74% |
False |
False |
50,451 |
| 40 |
3.100 |
2.357 |
0.743 |
25.6% |
0.127 |
4.4% |
74% |
False |
False |
43,841 |
| 60 |
3.100 |
2.300 |
0.800 |
27.5% |
0.112 |
3.9% |
76% |
False |
False |
39,255 |
| 80 |
3.100 |
2.300 |
0.800 |
27.5% |
0.103 |
3.5% |
76% |
False |
False |
34,552 |
| 100 |
3.198 |
2.300 |
0.898 |
30.9% |
0.102 |
3.5% |
68% |
False |
False |
32,231 |
| 120 |
3.210 |
2.300 |
0.910 |
31.3% |
0.109 |
3.7% |
67% |
False |
False |
31,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.354 |
|
2.618 |
3.189 |
|
1.618 |
3.088 |
|
1.000 |
3.026 |
|
0.618 |
2.987 |
|
HIGH |
2.925 |
|
0.618 |
2.886 |
|
0.500 |
2.875 |
|
0.382 |
2.863 |
|
LOW |
2.824 |
|
0.618 |
2.762 |
|
1.000 |
2.723 |
|
1.618 |
2.661 |
|
2.618 |
2.560 |
|
4.250 |
2.395 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.897 |
2.953 |
| PP |
2.886 |
2.938 |
| S1 |
2.875 |
2.923 |
|