NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.063 |
3.239 |
0.176 |
5.7% |
3.088 |
| High |
3.236 |
3.281 |
0.045 |
1.4% |
3.188 |
| Low |
3.063 |
3.164 |
0.101 |
3.3% |
2.992 |
| Close |
3.222 |
3.212 |
-0.010 |
-0.3% |
3.039 |
| Range |
0.173 |
0.117 |
-0.056 |
-32.4% |
0.196 |
| ATR |
0.133 |
0.132 |
-0.001 |
-0.9% |
0.000 |
| Volume |
48,787 |
61,404 |
12,617 |
25.9% |
289,455 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.570 |
3.508 |
3.276 |
|
| R3 |
3.453 |
3.391 |
3.244 |
|
| R2 |
3.336 |
3.336 |
3.233 |
|
| R1 |
3.274 |
3.274 |
3.223 |
3.247 |
| PP |
3.219 |
3.219 |
3.219 |
3.205 |
| S1 |
3.157 |
3.157 |
3.201 |
3.130 |
| S2 |
3.102 |
3.102 |
3.191 |
|
| S3 |
2.985 |
3.040 |
3.180 |
|
| S4 |
2.868 |
2.923 |
3.148 |
|
|
| 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 |
3.281 |
3.005 |
0.276 |
8.6% |
0.125 |
3.9% |
75% |
True |
False |
52,217 |
| 10 |
3.281 |
2.799 |
0.482 |
15.0% |
0.128 |
4.0% |
86% |
True |
False |
58,063 |
| 20 |
3.281 |
2.741 |
0.540 |
16.8% |
0.133 |
4.2% |
87% |
True |
False |
50,246 |
| 40 |
3.281 |
2.357 |
0.924 |
28.8% |
0.131 |
4.1% |
93% |
True |
False |
49,676 |
| 60 |
3.281 |
2.357 |
0.924 |
28.8% |
0.126 |
3.9% |
93% |
True |
False |
45,467 |
| 80 |
3.281 |
2.300 |
0.981 |
30.5% |
0.114 |
3.5% |
93% |
True |
False |
41,081 |
| 100 |
3.281 |
2.300 |
0.981 |
30.5% |
0.107 |
3.3% |
93% |
True |
False |
36,857 |
| 120 |
3.281 |
2.300 |
0.981 |
30.5% |
0.105 |
3.3% |
93% |
True |
False |
34,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.778 |
|
2.618 |
3.587 |
|
1.618 |
3.470 |
|
1.000 |
3.398 |
|
0.618 |
3.353 |
|
HIGH |
3.281 |
|
0.618 |
3.236 |
|
0.500 |
3.223 |
|
0.382 |
3.209 |
|
LOW |
3.164 |
|
0.618 |
3.092 |
|
1.000 |
3.047 |
|
1.618 |
2.975 |
|
2.618 |
2.858 |
|
4.250 |
2.667 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.223 |
3.189 |
| PP |
3.219 |
3.166 |
| S1 |
3.216 |
3.143 |
|