NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.810 |
2.959 |
0.149 |
5.3% |
2.828 |
| High |
3.004 |
3.026 |
0.022 |
0.7% |
2.940 |
| Low |
2.799 |
2.929 |
0.130 |
4.6% |
2.741 |
| Close |
2.970 |
2.995 |
0.025 |
0.8% |
2.894 |
| Range |
0.205 |
0.097 |
-0.108 |
-52.7% |
0.199 |
| ATR |
0.138 |
0.135 |
-0.003 |
-2.1% |
0.000 |
| Volume |
35,624 |
64,192 |
28,568 |
80.2% |
261,942 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.274 |
3.232 |
3.048 |
|
| R3 |
3.177 |
3.135 |
3.022 |
|
| R2 |
3.080 |
3.080 |
3.013 |
|
| R1 |
3.038 |
3.038 |
3.004 |
3.059 |
| PP |
2.983 |
2.983 |
2.983 |
2.994 |
| S1 |
2.941 |
2.941 |
2.986 |
2.962 |
| S2 |
2.886 |
2.886 |
2.977 |
|
| S3 |
2.789 |
2.844 |
2.968 |
|
| S4 |
2.692 |
2.747 |
2.942 |
|
|
| 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 |
3.026 |
2.744 |
0.282 |
9.4% |
0.122 |
4.1% |
89% |
True |
False |
45,374 |
| 10 |
3.100 |
2.741 |
0.359 |
12.0% |
0.150 |
5.0% |
71% |
False |
False |
45,576 |
| 20 |
3.100 |
2.655 |
0.445 |
14.9% |
0.137 |
4.6% |
76% |
False |
False |
48,295 |
| 40 |
3.100 |
2.357 |
0.743 |
24.8% |
0.129 |
4.3% |
86% |
False |
False |
44,890 |
| 60 |
3.100 |
2.357 |
0.743 |
24.8% |
0.124 |
4.2% |
86% |
False |
False |
41,601 |
| 80 |
3.100 |
2.300 |
0.800 |
26.7% |
0.109 |
3.6% |
87% |
False |
False |
37,147 |
| 100 |
3.100 |
2.300 |
0.800 |
26.7% |
0.103 |
3.4% |
87% |
False |
False |
33,764 |
| 120 |
3.210 |
2.300 |
0.910 |
30.4% |
0.107 |
3.6% |
76% |
False |
False |
32,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.438 |
|
2.618 |
3.280 |
|
1.618 |
3.183 |
|
1.000 |
3.123 |
|
0.618 |
3.086 |
|
HIGH |
3.026 |
|
0.618 |
2.989 |
|
0.500 |
2.978 |
|
0.382 |
2.966 |
|
LOW |
2.929 |
|
0.618 |
2.869 |
|
1.000 |
2.832 |
|
1.618 |
2.772 |
|
2.618 |
2.675 |
|
4.250 |
2.517 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.989 |
2.958 |
| PP |
2.983 |
2.922 |
| S1 |
2.978 |
2.885 |
|