NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.880 |
2.878 |
-0.002 |
-0.1% |
2.828 |
| High |
2.931 |
2.925 |
-0.006 |
-0.2% |
2.940 |
| Low |
2.744 |
2.854 |
0.110 |
4.0% |
2.741 |
| Close |
2.894 |
2.894 |
0.000 |
0.0% |
2.894 |
| Range |
0.187 |
0.071 |
-0.116 |
-62.0% |
0.199 |
| ATR |
0.140 |
0.135 |
-0.005 |
-3.5% |
0.000 |
| Volume |
35,981 |
65,106 |
29,125 |
80.9% |
261,942 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.104 |
3.070 |
2.933 |
|
| R3 |
3.033 |
2.999 |
2.914 |
|
| R2 |
2.962 |
2.962 |
2.907 |
|
| R1 |
2.928 |
2.928 |
2.901 |
2.945 |
| PP |
2.891 |
2.891 |
2.891 |
2.900 |
| S1 |
2.857 |
2.857 |
2.887 |
2.874 |
| S2 |
2.820 |
2.820 |
2.881 |
|
| S3 |
2.749 |
2.786 |
2.874 |
|
| S4 |
2.678 |
2.715 |
2.855 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.455 |
3.374 |
3.003 |
|
| R3 |
3.256 |
3.175 |
2.949 |
|
| R2 |
3.057 |
3.057 |
2.930 |
|
| R1 |
2.976 |
2.976 |
2.912 |
3.017 |
| PP |
2.858 |
2.858 |
2.858 |
2.879 |
| S1 |
2.777 |
2.777 |
2.876 |
2.818 |
| S2 |
2.659 |
2.659 |
2.858 |
|
| S3 |
2.460 |
2.578 |
2.839 |
|
| S4 |
2.261 |
2.379 |
2.785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.940 |
2.741 |
0.199 |
6.9% |
0.134 |
4.6% |
77% |
False |
False |
52,388 |
| 10 |
3.100 |
2.741 |
0.359 |
12.4% |
0.137 |
4.7% |
43% |
False |
False |
49,452 |
| 20 |
3.100 |
2.613 |
0.487 |
16.8% |
0.139 |
4.8% |
58% |
False |
False |
51,150 |
| 40 |
3.100 |
2.357 |
0.743 |
25.7% |
0.130 |
4.5% |
72% |
False |
False |
45,359 |
| 60 |
3.100 |
2.300 |
0.800 |
27.6% |
0.119 |
4.1% |
74% |
False |
False |
40,813 |
| 80 |
3.100 |
2.300 |
0.800 |
27.6% |
0.106 |
3.7% |
74% |
False |
False |
35,953 |
| 100 |
3.198 |
2.300 |
0.898 |
31.0% |
0.103 |
3.6% |
66% |
False |
False |
32,879 |
| 120 |
3.210 |
2.300 |
0.910 |
31.4% |
0.108 |
3.7% |
65% |
False |
False |
32,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.227 |
|
2.618 |
3.111 |
|
1.618 |
3.040 |
|
1.000 |
2.996 |
|
0.618 |
2.969 |
|
HIGH |
2.925 |
|
0.618 |
2.898 |
|
0.500 |
2.890 |
|
0.382 |
2.881 |
|
LOW |
2.854 |
|
0.618 |
2.810 |
|
1.000 |
2.783 |
|
1.618 |
2.739 |
|
2.618 |
2.668 |
|
4.250 |
2.552 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.893 |
2.875 |
| PP |
2.891 |
2.855 |
| S1 |
2.890 |
2.836 |
|