NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.959 |
3.026 |
0.067 |
2.3% |
2.911 |
| High |
3.026 |
3.095 |
0.069 |
2.3% |
3.095 |
| Low |
2.929 |
2.986 |
0.057 |
1.9% |
2.744 |
| Close |
2.995 |
3.083 |
0.088 |
2.9% |
3.083 |
| Range |
0.097 |
0.109 |
0.012 |
12.4% |
0.351 |
| ATR |
0.135 |
0.133 |
-0.002 |
-1.4% |
0.000 |
| Volume |
64,192 |
81,168 |
16,976 |
26.4% |
242,935 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.382 |
3.341 |
3.143 |
|
| R3 |
3.273 |
3.232 |
3.113 |
|
| R2 |
3.164 |
3.164 |
3.103 |
|
| R1 |
3.123 |
3.123 |
3.093 |
3.144 |
| PP |
3.055 |
3.055 |
3.055 |
3.065 |
| S1 |
3.014 |
3.014 |
3.073 |
3.035 |
| S2 |
2.946 |
2.946 |
3.063 |
|
| S3 |
2.837 |
2.905 |
3.053 |
|
| S4 |
2.728 |
2.796 |
3.023 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.906 |
3.276 |
|
| R3 |
3.676 |
3.555 |
3.180 |
|
| R2 |
3.325 |
3.325 |
3.147 |
|
| R1 |
3.204 |
3.204 |
3.115 |
3.265 |
| PP |
2.974 |
2.974 |
2.974 |
3.004 |
| S1 |
2.853 |
2.853 |
3.051 |
2.914 |
| S2 |
2.623 |
2.623 |
3.019 |
|
| S3 |
2.272 |
2.502 |
2.986 |
|
| S4 |
1.921 |
2.151 |
2.890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.095 |
2.744 |
0.351 |
11.4% |
0.129 |
4.2% |
97% |
True |
False |
48,587 |
| 10 |
3.095 |
2.741 |
0.354 |
11.5% |
0.132 |
4.3% |
97% |
True |
False |
50,487 |
| 20 |
3.100 |
2.687 |
0.413 |
13.4% |
0.136 |
4.4% |
96% |
False |
False |
49,950 |
| 40 |
3.100 |
2.357 |
0.743 |
24.1% |
0.129 |
4.2% |
98% |
False |
False |
45,993 |
| 60 |
3.100 |
2.357 |
0.743 |
24.1% |
0.124 |
4.0% |
98% |
False |
False |
42,518 |
| 80 |
3.100 |
2.300 |
0.800 |
25.9% |
0.110 |
3.6% |
98% |
False |
False |
37,983 |
| 100 |
3.100 |
2.300 |
0.800 |
25.9% |
0.103 |
3.3% |
98% |
False |
False |
34,335 |
| 120 |
3.198 |
2.300 |
0.898 |
29.1% |
0.106 |
3.5% |
87% |
False |
False |
32,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.558 |
|
2.618 |
3.380 |
|
1.618 |
3.271 |
|
1.000 |
3.204 |
|
0.618 |
3.162 |
|
HIGH |
3.095 |
|
0.618 |
3.053 |
|
0.500 |
3.041 |
|
0.382 |
3.028 |
|
LOW |
2.986 |
|
0.618 |
2.919 |
|
1.000 |
2.877 |
|
1.618 |
2.810 |
|
2.618 |
2.701 |
|
4.250 |
2.523 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.069 |
3.038 |
| PP |
3.055 |
2.992 |
| S1 |
3.041 |
2.947 |
|