NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.088 |
3.110 |
0.022 |
0.7% |
2.911 |
| High |
3.128 |
3.188 |
0.060 |
1.9% |
3.095 |
| Low |
2.992 |
3.082 |
0.090 |
3.0% |
2.744 |
| Close |
3.116 |
3.180 |
0.064 |
2.1% |
3.083 |
| Range |
0.136 |
0.106 |
-0.030 |
-22.1% |
0.351 |
| ATR |
0.133 |
0.132 |
-0.002 |
-1.5% |
0.000 |
| Volume |
78,837 |
59,723 |
-19,114 |
-24.2% |
242,935 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.468 |
3.430 |
3.238 |
|
| R3 |
3.362 |
3.324 |
3.209 |
|
| R2 |
3.256 |
3.256 |
3.199 |
|
| R1 |
3.218 |
3.218 |
3.190 |
3.237 |
| PP |
3.150 |
3.150 |
3.150 |
3.160 |
| S1 |
3.112 |
3.112 |
3.170 |
3.131 |
| S2 |
3.044 |
3.044 |
3.161 |
|
| S3 |
2.938 |
3.006 |
3.151 |
|
| S4 |
2.832 |
2.900 |
3.122 |
|
|
| 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 |
3.188 |
2.799 |
0.389 |
12.2% |
0.131 |
4.1% |
98% |
True |
False |
63,908 |
| 10 |
3.188 |
2.741 |
0.447 |
14.1% |
0.128 |
4.0% |
98% |
True |
False |
53,569 |
| 20 |
3.188 |
2.735 |
0.453 |
14.2% |
0.137 |
4.3% |
98% |
True |
False |
51,758 |
| 40 |
3.188 |
2.357 |
0.831 |
26.1% |
0.129 |
4.1% |
99% |
True |
False |
47,528 |
| 60 |
3.188 |
2.357 |
0.831 |
26.1% |
0.124 |
3.9% |
99% |
True |
False |
43,522 |
| 80 |
3.188 |
2.300 |
0.888 |
27.9% |
0.110 |
3.5% |
99% |
True |
False |
39,189 |
| 100 |
3.188 |
2.300 |
0.888 |
27.9% |
0.104 |
3.3% |
99% |
True |
False |
35,347 |
| 120 |
3.198 |
2.300 |
0.898 |
28.2% |
0.106 |
3.3% |
98% |
False |
False |
33,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.639 |
|
2.618 |
3.466 |
|
1.618 |
3.360 |
|
1.000 |
3.294 |
|
0.618 |
3.254 |
|
HIGH |
3.188 |
|
0.618 |
3.148 |
|
0.500 |
3.135 |
|
0.382 |
3.122 |
|
LOW |
3.082 |
|
0.618 |
3.016 |
|
1.000 |
2.976 |
|
1.618 |
2.910 |
|
2.618 |
2.804 |
|
4.250 |
2.632 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.165 |
3.149 |
| PP |
3.150 |
3.118 |
| S1 |
3.135 |
3.087 |
|