NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.911 |
2.800 |
-0.111 |
-3.8% |
2.828 |
| High |
2.929 |
2.852 |
-0.077 |
-2.6% |
2.940 |
| Low |
2.802 |
2.744 |
-0.058 |
-2.1% |
2.741 |
| Close |
2.820 |
2.819 |
-0.001 |
0.0% |
2.894 |
| Range |
0.127 |
0.108 |
-0.019 |
-15.0% |
0.199 |
| ATR |
0.135 |
0.133 |
-0.002 |
-1.4% |
0.000 |
| Volume |
26,867 |
35,084 |
8,217 |
30.6% |
261,942 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.129 |
3.082 |
2.878 |
|
| R3 |
3.021 |
2.974 |
2.849 |
|
| R2 |
2.913 |
2.913 |
2.839 |
|
| R1 |
2.866 |
2.866 |
2.829 |
2.890 |
| PP |
2.805 |
2.805 |
2.805 |
2.817 |
| S1 |
2.758 |
2.758 |
2.809 |
2.782 |
| S2 |
2.697 |
2.697 |
2.799 |
|
| S3 |
2.589 |
2.650 |
2.789 |
|
| S4 |
2.481 |
2.542 |
2.760 |
|
|
| 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 |
2.931 |
2.741 |
0.190 |
6.7% |
0.125 |
4.4% |
41% |
False |
False |
43,229 |
| 10 |
3.100 |
2.741 |
0.359 |
12.7% |
0.139 |
4.9% |
22% |
False |
False |
42,430 |
| 20 |
3.100 |
2.649 |
0.451 |
16.0% |
0.138 |
4.9% |
38% |
False |
False |
48,032 |
| 40 |
3.100 |
2.357 |
0.743 |
26.4% |
0.128 |
4.6% |
62% |
False |
False |
45,046 |
| 60 |
3.100 |
2.314 |
0.786 |
27.9% |
0.121 |
4.3% |
64% |
False |
False |
41,043 |
| 80 |
3.100 |
2.300 |
0.800 |
28.4% |
0.107 |
3.8% |
65% |
False |
False |
36,319 |
| 100 |
3.155 |
2.300 |
0.855 |
30.3% |
0.103 |
3.6% |
61% |
False |
False |
33,165 |
| 120 |
3.210 |
2.300 |
0.910 |
32.3% |
0.108 |
3.8% |
57% |
False |
False |
32,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.311 |
|
2.618 |
3.135 |
|
1.618 |
3.027 |
|
1.000 |
2.960 |
|
0.618 |
2.919 |
|
HIGH |
2.852 |
|
0.618 |
2.811 |
|
0.500 |
2.798 |
|
0.382 |
2.785 |
|
LOW |
2.744 |
|
0.618 |
2.677 |
|
1.000 |
2.636 |
|
1.618 |
2.569 |
|
2.618 |
2.461 |
|
4.250 |
2.285 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.812 |
2.837 |
| PP |
2.805 |
2.831 |
| S1 |
2.798 |
2.825 |
|