NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.902 |
2.766 |
-0.136 |
-4.7% |
2.855 |
| High |
2.940 |
2.874 |
-0.066 |
-2.2% |
3.100 |
| Low |
2.761 |
2.741 |
-0.020 |
-0.7% |
2.803 |
| Close |
2.764 |
2.866 |
0.102 |
3.7% |
2.825 |
| Range |
0.179 |
0.133 |
-0.046 |
-25.7% |
0.297 |
| ATR |
0.137 |
0.137 |
0.000 |
-0.2% |
0.000 |
| Volume |
37,539 |
53,111 |
15,572 |
41.5% |
167,109 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.226 |
3.179 |
2.939 |
|
| R3 |
3.093 |
3.046 |
2.903 |
|
| R2 |
2.960 |
2.960 |
2.890 |
|
| R1 |
2.913 |
2.913 |
2.878 |
2.937 |
| PP |
2.827 |
2.827 |
2.827 |
2.839 |
| S1 |
2.780 |
2.780 |
2.854 |
2.804 |
| S2 |
2.694 |
2.694 |
2.842 |
|
| S3 |
2.561 |
2.647 |
2.829 |
|
| S4 |
2.428 |
2.514 |
2.793 |
|
|
| 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 |
2.741 |
0.359 |
12.5% |
0.156 |
5.4% |
35% |
False |
True |
45,942 |
| 10 |
3.100 |
2.735 |
0.365 |
12.7% |
0.149 |
5.2% |
36% |
False |
False |
50,952 |
| 20 |
3.100 |
2.357 |
0.743 |
25.9% |
0.145 |
5.1% |
69% |
False |
False |
50,762 |
| 40 |
3.100 |
2.357 |
0.743 |
25.9% |
0.130 |
4.5% |
69% |
False |
False |
43,943 |
| 60 |
3.100 |
2.300 |
0.800 |
27.9% |
0.116 |
4.1% |
71% |
False |
False |
39,793 |
| 80 |
3.100 |
2.300 |
0.800 |
27.9% |
0.105 |
3.7% |
71% |
False |
False |
35,047 |
| 100 |
3.198 |
2.300 |
0.898 |
31.3% |
0.103 |
3.6% |
63% |
False |
False |
32,548 |
| 120 |
3.210 |
2.300 |
0.910 |
31.8% |
0.110 |
3.8% |
62% |
False |
False |
31,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.439 |
|
2.618 |
3.222 |
|
1.618 |
3.089 |
|
1.000 |
3.007 |
|
0.618 |
2.956 |
|
HIGH |
2.874 |
|
0.618 |
2.823 |
|
0.500 |
2.808 |
|
0.382 |
2.792 |
|
LOW |
2.741 |
|
0.618 |
2.659 |
|
1.000 |
2.608 |
|
1.618 |
2.526 |
|
2.618 |
2.393 |
|
4.250 |
2.176 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.847 |
2.858 |
| PP |
2.827 |
2.849 |
| S1 |
2.808 |
2.841 |
|