NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.878 |
2.911 |
0.033 |
1.1% |
2.828 |
| High |
2.925 |
2.929 |
0.004 |
0.1% |
2.940 |
| Low |
2.854 |
2.802 |
-0.052 |
-1.8% |
2.741 |
| Close |
2.894 |
2.820 |
-0.074 |
-2.6% |
2.894 |
| Range |
0.071 |
0.127 |
0.056 |
78.9% |
0.199 |
| ATR |
0.135 |
0.135 |
-0.001 |
-0.4% |
0.000 |
| Volume |
65,106 |
26,867 |
-38,239 |
-58.7% |
261,942 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.231 |
3.153 |
2.890 |
|
| R3 |
3.104 |
3.026 |
2.855 |
|
| R2 |
2.977 |
2.977 |
2.843 |
|
| R1 |
2.899 |
2.899 |
2.832 |
2.875 |
| PP |
2.850 |
2.850 |
2.850 |
2.838 |
| S1 |
2.772 |
2.772 |
2.808 |
2.748 |
| S2 |
2.723 |
2.723 |
2.797 |
|
| S3 |
2.596 |
2.645 |
2.785 |
|
| S4 |
2.469 |
2.518 |
2.750 |
|
|
| 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 |
7.1% |
0.139 |
4.9% |
40% |
False |
False |
43,720 |
| 10 |
3.100 |
2.741 |
0.359 |
12.7% |
0.138 |
4.9% |
22% |
False |
False |
45,591 |
| 20 |
3.100 |
2.633 |
0.467 |
16.6% |
0.140 |
5.0% |
40% |
False |
False |
48,473 |
| 40 |
3.100 |
2.357 |
0.743 |
26.3% |
0.129 |
4.6% |
62% |
False |
False |
45,051 |
| 60 |
3.100 |
2.300 |
0.800 |
28.4% |
0.120 |
4.3% |
65% |
False |
False |
40,820 |
| 80 |
3.100 |
2.300 |
0.800 |
28.4% |
0.107 |
3.8% |
65% |
False |
False |
36,059 |
| 100 |
3.198 |
2.300 |
0.898 |
31.8% |
0.103 |
3.6% |
58% |
False |
False |
32,980 |
| 120 |
3.210 |
2.300 |
0.910 |
32.3% |
0.108 |
3.8% |
57% |
False |
False |
32,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.469 |
|
2.618 |
3.261 |
|
1.618 |
3.134 |
|
1.000 |
3.056 |
|
0.618 |
3.007 |
|
HIGH |
2.929 |
|
0.618 |
2.880 |
|
0.500 |
2.866 |
|
0.382 |
2.851 |
|
LOW |
2.802 |
|
0.618 |
2.724 |
|
1.000 |
2.675 |
|
1.618 |
2.597 |
|
2.618 |
2.470 |
|
4.250 |
2.262 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.866 |
2.838 |
| PP |
2.850 |
2.832 |
| S1 |
2.835 |
2.826 |
|