NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.163 |
3.058 |
-0.105 |
-3.3% |
2.911 |
| High |
3.172 |
3.128 |
-0.044 |
-1.4% |
3.095 |
| Low |
3.050 |
3.020 |
-0.030 |
-1.0% |
2.744 |
| Close |
3.064 |
3.106 |
0.042 |
1.4% |
3.083 |
| Range |
0.122 |
0.108 |
-0.014 |
-11.5% |
0.351 |
| ATR |
0.131 |
0.130 |
-0.002 |
-1.3% |
0.000 |
| Volume |
49,723 |
52,846 |
3,123 |
6.3% |
242,935 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.409 |
3.365 |
3.165 |
|
| R3 |
3.301 |
3.257 |
3.136 |
|
| R2 |
3.193 |
3.193 |
3.126 |
|
| R1 |
3.149 |
3.149 |
3.116 |
3.171 |
| PP |
3.085 |
3.085 |
3.085 |
3.096 |
| S1 |
3.041 |
3.041 |
3.096 |
3.063 |
| S2 |
2.977 |
2.977 |
3.086 |
|
| S3 |
2.869 |
2.933 |
3.076 |
|
| S4 |
2.761 |
2.825 |
3.047 |
|
|
| 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 |
2.986 |
0.202 |
6.5% |
0.116 |
3.7% |
59% |
False |
False |
64,459 |
| 10 |
3.188 |
2.744 |
0.444 |
14.3% |
0.119 |
3.8% |
82% |
False |
False |
54,917 |
| 20 |
3.188 |
2.735 |
0.453 |
14.6% |
0.133 |
4.3% |
82% |
False |
False |
52,744 |
| 40 |
3.188 |
2.357 |
0.831 |
26.8% |
0.129 |
4.2% |
90% |
False |
False |
48,711 |
| 60 |
3.188 |
2.357 |
0.831 |
26.8% |
0.125 |
4.0% |
90% |
False |
False |
44,459 |
| 80 |
3.188 |
2.300 |
0.888 |
28.6% |
0.111 |
3.6% |
91% |
False |
False |
39,821 |
| 100 |
3.188 |
2.300 |
0.888 |
28.6% |
0.105 |
3.4% |
91% |
False |
False |
35,957 |
| 120 |
3.198 |
2.300 |
0.898 |
28.9% |
0.105 |
3.4% |
90% |
False |
False |
34,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.587 |
|
2.618 |
3.411 |
|
1.618 |
3.303 |
|
1.000 |
3.236 |
|
0.618 |
3.195 |
|
HIGH |
3.128 |
|
0.618 |
3.087 |
|
0.500 |
3.074 |
|
0.382 |
3.061 |
|
LOW |
3.020 |
|
0.618 |
2.953 |
|
1.000 |
2.912 |
|
1.618 |
2.845 |
|
2.618 |
2.737 |
|
4.250 |
2.561 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.095 |
3.105 |
| PP |
3.085 |
3.105 |
| S1 |
3.074 |
3.104 |
|