NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.766 |
2.880 |
0.114 |
4.1% |
2.855 |
| High |
2.874 |
2.931 |
0.057 |
2.0% |
3.100 |
| Low |
2.741 |
2.744 |
0.003 |
0.1% |
2.803 |
| Close |
2.866 |
2.894 |
0.028 |
1.0% |
2.825 |
| Range |
0.133 |
0.187 |
0.054 |
40.6% |
0.297 |
| ATR |
0.137 |
0.140 |
0.004 |
2.6% |
0.000 |
| Volume |
53,111 |
35,981 |
-17,130 |
-32.3% |
167,109 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.417 |
3.343 |
2.997 |
|
| R3 |
3.230 |
3.156 |
2.945 |
|
| R2 |
3.043 |
3.043 |
2.928 |
|
| R1 |
2.969 |
2.969 |
2.911 |
3.006 |
| PP |
2.856 |
2.856 |
2.856 |
2.875 |
| S1 |
2.782 |
2.782 |
2.877 |
2.819 |
| S2 |
2.669 |
2.669 |
2.860 |
|
| S3 |
2.482 |
2.595 |
2.843 |
|
| S4 |
2.295 |
2.408 |
2.791 |
|
|
| 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 |
12.4% |
0.179 |
6.2% |
43% |
False |
False |
45,777 |
| 10 |
3.100 |
2.735 |
0.365 |
12.6% |
0.148 |
5.1% |
44% |
False |
False |
50,572 |
| 20 |
3.100 |
2.357 |
0.743 |
25.7% |
0.152 |
5.3% |
72% |
False |
False |
49,850 |
| 40 |
3.100 |
2.357 |
0.743 |
25.7% |
0.132 |
4.5% |
72% |
False |
False |
44,305 |
| 60 |
3.100 |
2.300 |
0.800 |
27.6% |
0.118 |
4.1% |
74% |
False |
False |
40,057 |
| 80 |
3.100 |
2.300 |
0.800 |
27.6% |
0.106 |
3.7% |
74% |
False |
False |
35,317 |
| 100 |
3.198 |
2.300 |
0.898 |
31.0% |
0.103 |
3.6% |
66% |
False |
False |
32,555 |
| 120 |
3.210 |
2.300 |
0.910 |
31.4% |
0.110 |
3.8% |
65% |
False |
False |
31,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.726 |
|
2.618 |
3.421 |
|
1.618 |
3.234 |
|
1.000 |
3.118 |
|
0.618 |
3.047 |
|
HIGH |
2.931 |
|
0.618 |
2.860 |
|
0.500 |
2.838 |
|
0.382 |
2.815 |
|
LOW |
2.744 |
|
0.618 |
2.628 |
|
1.000 |
2.557 |
|
1.618 |
2.441 |
|
2.618 |
2.254 |
|
4.250 |
1.949 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.875 |
2.876 |
| PP |
2.856 |
2.858 |
| S1 |
2.838 |
2.841 |
|