NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.058 |
3.105 |
0.047 |
1.5% |
3.088 |
| High |
3.128 |
3.111 |
-0.017 |
-0.5% |
3.188 |
| Low |
3.020 |
3.005 |
-0.015 |
-0.5% |
2.992 |
| Close |
3.106 |
3.039 |
-0.067 |
-2.2% |
3.039 |
| Range |
0.108 |
0.106 |
-0.002 |
-1.9% |
0.196 |
| ATR |
0.130 |
0.128 |
-0.002 |
-1.3% |
0.000 |
| Volume |
52,846 |
48,326 |
-4,520 |
-8.6% |
289,455 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.370 |
3.310 |
3.097 |
|
| R3 |
3.264 |
3.204 |
3.068 |
|
| R2 |
3.158 |
3.158 |
3.058 |
|
| R1 |
3.098 |
3.098 |
3.049 |
3.075 |
| PP |
3.052 |
3.052 |
3.052 |
3.040 |
| S1 |
2.992 |
2.992 |
3.029 |
2.969 |
| S2 |
2.946 |
2.946 |
3.020 |
|
| S3 |
2.840 |
2.886 |
3.010 |
|
| S4 |
2.734 |
2.780 |
2.981 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.661 |
3.546 |
3.147 |
|
| R3 |
3.465 |
3.350 |
3.093 |
|
| R2 |
3.269 |
3.269 |
3.075 |
|
| R1 |
3.154 |
3.154 |
3.057 |
3.114 |
| PP |
3.073 |
3.073 |
3.073 |
3.053 |
| S1 |
2.958 |
2.958 |
3.021 |
2.918 |
| S2 |
2.877 |
2.877 |
3.003 |
|
| S3 |
2.681 |
2.762 |
2.985 |
|
| S4 |
2.485 |
2.566 |
2.931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.188 |
2.992 |
0.196 |
6.4% |
0.116 |
3.8% |
24% |
False |
False |
57,891 |
| 10 |
3.188 |
2.744 |
0.444 |
14.6% |
0.122 |
4.0% |
66% |
False |
False |
53,239 |
| 20 |
3.188 |
2.741 |
0.447 |
14.7% |
0.130 |
4.3% |
67% |
False |
False |
51,345 |
| 40 |
3.188 |
2.357 |
0.831 |
27.3% |
0.129 |
4.2% |
82% |
False |
False |
49,203 |
| 60 |
3.188 |
2.357 |
0.831 |
27.3% |
0.124 |
4.1% |
82% |
False |
False |
44,644 |
| 80 |
3.188 |
2.300 |
0.888 |
29.2% |
0.112 |
3.7% |
83% |
False |
False |
40,141 |
| 100 |
3.188 |
2.300 |
0.888 |
29.2% |
0.105 |
3.5% |
83% |
False |
False |
36,274 |
| 120 |
3.198 |
2.300 |
0.898 |
29.5% |
0.105 |
3.5% |
82% |
False |
False |
34,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.562 |
|
2.618 |
3.389 |
|
1.618 |
3.283 |
|
1.000 |
3.217 |
|
0.618 |
3.177 |
|
HIGH |
3.111 |
|
0.618 |
3.071 |
|
0.500 |
3.058 |
|
0.382 |
3.045 |
|
LOW |
3.005 |
|
0.618 |
2.939 |
|
1.000 |
2.899 |
|
1.618 |
2.833 |
|
2.618 |
2.727 |
|
4.250 |
2.555 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.058 |
3.089 |
| PP |
3.052 |
3.072 |
| S1 |
3.045 |
3.056 |
|