NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.828 |
2.902 |
0.074 |
2.6% |
2.855 |
| High |
2.925 |
2.940 |
0.015 |
0.5% |
3.100 |
| Low |
2.824 |
2.761 |
-0.063 |
-2.2% |
2.803 |
| Close |
2.908 |
2.764 |
-0.144 |
-5.0% |
2.825 |
| Range |
0.101 |
0.179 |
0.078 |
77.2% |
0.297 |
| ATR |
0.134 |
0.137 |
0.003 |
2.4% |
0.000 |
| Volume |
70,205 |
37,539 |
-32,666 |
-46.5% |
167,109 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.359 |
3.240 |
2.862 |
|
| R3 |
3.180 |
3.061 |
2.813 |
|
| R2 |
3.001 |
3.001 |
2.797 |
|
| R1 |
2.882 |
2.882 |
2.780 |
2.852 |
| PP |
2.822 |
2.822 |
2.822 |
2.807 |
| S1 |
2.703 |
2.703 |
2.748 |
2.673 |
| S2 |
2.643 |
2.643 |
2.731 |
|
| S3 |
2.464 |
2.524 |
2.715 |
|
| S4 |
2.285 |
2.345 |
2.666 |
|
|
| 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 |
2.761 |
0.339 |
12.3% |
0.152 |
5.5% |
1% |
False |
True |
41,631 |
| 10 |
3.100 |
2.735 |
0.365 |
13.2% |
0.147 |
5.3% |
8% |
False |
False |
49,947 |
| 20 |
3.100 |
2.357 |
0.743 |
26.9% |
0.144 |
5.2% |
55% |
False |
False |
50,223 |
| 40 |
3.100 |
2.357 |
0.743 |
26.9% |
0.129 |
4.7% |
55% |
False |
False |
43,715 |
| 60 |
3.100 |
2.300 |
0.800 |
28.9% |
0.115 |
4.1% |
58% |
False |
False |
39,339 |
| 80 |
3.100 |
2.300 |
0.800 |
28.9% |
0.104 |
3.8% |
58% |
False |
False |
34,714 |
| 100 |
3.198 |
2.300 |
0.898 |
32.5% |
0.102 |
3.7% |
52% |
False |
False |
32,249 |
| 120 |
3.210 |
2.300 |
0.910 |
32.9% |
0.110 |
4.0% |
51% |
False |
False |
31,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.701 |
|
2.618 |
3.409 |
|
1.618 |
3.230 |
|
1.000 |
3.119 |
|
0.618 |
3.051 |
|
HIGH |
2.940 |
|
0.618 |
2.872 |
|
0.500 |
2.851 |
|
0.382 |
2.829 |
|
LOW |
2.761 |
|
0.618 |
2.650 |
|
1.000 |
2.582 |
|
1.618 |
2.471 |
|
2.618 |
2.292 |
|
4.250 |
2.000 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.851 |
2.931 |
| PP |
2.822 |
2.875 |
| S1 |
2.793 |
2.820 |
|