NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.810 |
0.010 |
0.4% |
2.828 |
| High |
2.852 |
3.004 |
0.152 |
5.3% |
2.940 |
| Low |
2.744 |
2.799 |
0.055 |
2.0% |
2.741 |
| Close |
2.819 |
2.970 |
0.151 |
5.4% |
2.894 |
| Range |
0.108 |
0.205 |
0.097 |
89.8% |
0.199 |
| ATR |
0.133 |
0.138 |
0.005 |
3.9% |
0.000 |
| Volume |
35,084 |
35,624 |
540 |
1.5% |
261,942 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.539 |
3.460 |
3.083 |
|
| R3 |
3.334 |
3.255 |
3.026 |
|
| R2 |
3.129 |
3.129 |
3.008 |
|
| R1 |
3.050 |
3.050 |
2.989 |
3.090 |
| PP |
2.924 |
2.924 |
2.924 |
2.944 |
| S1 |
2.845 |
2.845 |
2.951 |
2.885 |
| S2 |
2.719 |
2.719 |
2.932 |
|
| S3 |
2.514 |
2.640 |
2.914 |
|
| S4 |
2.309 |
2.435 |
2.857 |
|
|
| 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 |
3.004 |
2.744 |
0.260 |
8.8% |
0.140 |
4.7% |
87% |
True |
False |
39,732 |
| 10 |
3.100 |
2.741 |
0.359 |
12.1% |
0.148 |
5.0% |
64% |
False |
False |
42,837 |
| 20 |
3.100 |
2.655 |
0.445 |
15.0% |
0.140 |
4.7% |
71% |
False |
False |
47,362 |
| 40 |
3.100 |
2.357 |
0.743 |
25.0% |
0.130 |
4.4% |
83% |
False |
False |
44,161 |
| 60 |
3.100 |
2.357 |
0.743 |
25.0% |
0.123 |
4.2% |
83% |
False |
False |
41,317 |
| 80 |
3.100 |
2.300 |
0.800 |
26.9% |
0.109 |
3.7% |
84% |
False |
False |
36,522 |
| 100 |
3.104 |
2.300 |
0.804 |
27.1% |
0.104 |
3.5% |
83% |
False |
False |
33,270 |
| 120 |
3.210 |
2.300 |
0.910 |
30.6% |
0.107 |
3.6% |
74% |
False |
False |
32,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.875 |
|
2.618 |
3.541 |
|
1.618 |
3.336 |
|
1.000 |
3.209 |
|
0.618 |
3.131 |
|
HIGH |
3.004 |
|
0.618 |
2.926 |
|
0.500 |
2.902 |
|
0.382 |
2.877 |
|
LOW |
2.799 |
|
0.618 |
2.672 |
|
1.000 |
2.594 |
|
1.618 |
2.467 |
|
2.618 |
2.262 |
|
4.250 |
1.928 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.947 |
2.938 |
| PP |
2.924 |
2.906 |
| S1 |
2.902 |
2.874 |
|