NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.110 |
3.163 |
0.053 |
1.7% |
2.911 |
| High |
3.188 |
3.172 |
-0.016 |
-0.5% |
3.095 |
| Low |
3.082 |
3.050 |
-0.032 |
-1.0% |
2.744 |
| Close |
3.180 |
3.064 |
-0.116 |
-3.6% |
3.083 |
| Range |
0.106 |
0.122 |
0.016 |
15.1% |
0.351 |
| ATR |
0.132 |
0.131 |
0.000 |
-0.1% |
0.000 |
| Volume |
59,723 |
49,723 |
-10,000 |
-16.7% |
242,935 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.385 |
3.131 |
|
| R3 |
3.339 |
3.263 |
3.098 |
|
| R2 |
3.217 |
3.217 |
3.086 |
|
| R1 |
3.141 |
3.141 |
3.075 |
3.118 |
| PP |
3.095 |
3.095 |
3.095 |
3.084 |
| S1 |
3.019 |
3.019 |
3.053 |
2.996 |
| S2 |
2.973 |
2.973 |
3.042 |
|
| S3 |
2.851 |
2.897 |
3.030 |
|
| S4 |
2.729 |
2.775 |
2.997 |
|
|
| 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 |
2.929 |
0.259 |
8.5% |
0.114 |
3.7% |
52% |
False |
False |
66,728 |
| 10 |
3.188 |
2.744 |
0.444 |
14.5% |
0.127 |
4.1% |
72% |
False |
False |
53,230 |
| 20 |
3.188 |
2.735 |
0.453 |
14.8% |
0.138 |
4.5% |
73% |
False |
False |
52,091 |
| 40 |
3.188 |
2.357 |
0.831 |
27.1% |
0.129 |
4.2% |
85% |
False |
False |
48,113 |
| 60 |
3.188 |
2.357 |
0.831 |
27.1% |
0.124 |
4.0% |
85% |
False |
False |
44,005 |
| 80 |
3.188 |
2.300 |
0.888 |
29.0% |
0.111 |
3.6% |
86% |
False |
False |
39,507 |
| 100 |
3.188 |
2.300 |
0.888 |
29.0% |
0.104 |
3.4% |
86% |
False |
False |
35,615 |
| 120 |
3.198 |
2.300 |
0.898 |
29.3% |
0.105 |
3.4% |
85% |
False |
False |
33,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.691 |
|
2.618 |
3.491 |
|
1.618 |
3.369 |
|
1.000 |
3.294 |
|
0.618 |
3.247 |
|
HIGH |
3.172 |
|
0.618 |
3.125 |
|
0.500 |
3.111 |
|
0.382 |
3.097 |
|
LOW |
3.050 |
|
0.618 |
2.975 |
|
1.000 |
2.928 |
|
1.618 |
2.853 |
|
2.618 |
2.731 |
|
4.250 |
2.532 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.111 |
3.090 |
| PP |
3.095 |
3.081 |
| S1 |
3.080 |
3.073 |
|