NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.105 |
3.063 |
-0.042 |
-1.4% |
3.088 |
| High |
3.111 |
3.236 |
0.125 |
4.0% |
3.188 |
| Low |
3.005 |
3.063 |
0.058 |
1.9% |
2.992 |
| Close |
3.039 |
3.222 |
0.183 |
6.0% |
3.039 |
| Range |
0.106 |
0.173 |
0.067 |
63.2% |
0.196 |
| ATR |
0.128 |
0.133 |
0.005 |
3.8% |
0.000 |
| Volume |
48,326 |
48,787 |
461 |
1.0% |
289,455 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.693 |
3.630 |
3.317 |
|
| R3 |
3.520 |
3.457 |
3.270 |
|
| R2 |
3.347 |
3.347 |
3.254 |
|
| R1 |
3.284 |
3.284 |
3.238 |
3.316 |
| PP |
3.174 |
3.174 |
3.174 |
3.189 |
| S1 |
3.111 |
3.111 |
3.206 |
3.143 |
| S2 |
3.001 |
3.001 |
3.190 |
|
| S3 |
2.828 |
2.938 |
3.174 |
|
| S4 |
2.655 |
2.765 |
3.127 |
|
|
| 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 |
3.236 |
3.005 |
0.231 |
7.2% |
0.123 |
3.8% |
94% |
True |
False |
51,881 |
| 10 |
3.236 |
2.744 |
0.492 |
15.3% |
0.127 |
3.9% |
97% |
True |
False |
55,431 |
| 20 |
3.236 |
2.741 |
0.495 |
15.4% |
0.133 |
4.1% |
97% |
True |
False |
50,511 |
| 40 |
3.236 |
2.357 |
0.879 |
27.3% |
0.131 |
4.1% |
98% |
True |
False |
49,282 |
| 60 |
3.236 |
2.357 |
0.879 |
27.3% |
0.126 |
3.9% |
98% |
True |
False |
44,944 |
| 80 |
3.236 |
2.300 |
0.936 |
29.1% |
0.113 |
3.5% |
99% |
True |
False |
40,489 |
| 100 |
3.236 |
2.300 |
0.936 |
29.1% |
0.106 |
3.3% |
99% |
True |
False |
36,483 |
| 120 |
3.236 |
2.300 |
0.936 |
29.1% |
0.105 |
3.3% |
99% |
True |
False |
34,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.971 |
|
2.618 |
3.689 |
|
1.618 |
3.516 |
|
1.000 |
3.409 |
|
0.618 |
3.343 |
|
HIGH |
3.236 |
|
0.618 |
3.170 |
|
0.500 |
3.150 |
|
0.382 |
3.129 |
|
LOW |
3.063 |
|
0.618 |
2.956 |
|
1.000 |
2.890 |
|
1.618 |
2.783 |
|
2.618 |
2.610 |
|
4.250 |
2.328 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.198 |
3.188 |
| PP |
3.174 |
3.154 |
| S1 |
3.150 |
3.121 |
|