NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.239 |
3.221 |
-0.018 |
-0.6% |
3.088 |
| High |
3.281 |
3.239 |
-0.042 |
-1.3% |
3.188 |
| Low |
3.164 |
3.121 |
-0.043 |
-1.4% |
2.992 |
| Close |
3.212 |
3.171 |
-0.041 |
-1.3% |
3.039 |
| Range |
0.117 |
0.118 |
0.001 |
0.9% |
0.196 |
| ATR |
0.132 |
0.131 |
-0.001 |
-0.7% |
0.000 |
| Volume |
61,404 |
82,616 |
21,212 |
34.5% |
289,455 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.531 |
3.469 |
3.236 |
|
| R3 |
3.413 |
3.351 |
3.203 |
|
| R2 |
3.295 |
3.295 |
3.193 |
|
| R1 |
3.233 |
3.233 |
3.182 |
3.205 |
| PP |
3.177 |
3.177 |
3.177 |
3.163 |
| S1 |
3.115 |
3.115 |
3.160 |
3.087 |
| S2 |
3.059 |
3.059 |
3.149 |
|
| S3 |
2.941 |
2.997 |
3.139 |
|
| S4 |
2.823 |
2.879 |
3.106 |
|
|
| 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 |
8.7% |
0.124 |
3.9% |
60% |
False |
False |
58,795 |
| 10 |
3.281 |
2.929 |
0.352 |
11.1% |
0.119 |
3.8% |
69% |
False |
False |
62,762 |
| 20 |
3.281 |
2.741 |
0.540 |
17.0% |
0.133 |
4.2% |
80% |
False |
False |
52,799 |
| 40 |
3.281 |
2.357 |
0.924 |
29.1% |
0.132 |
4.2% |
88% |
False |
False |
50,901 |
| 60 |
3.281 |
2.357 |
0.924 |
29.1% |
0.127 |
4.0% |
88% |
False |
False |
46,465 |
| 80 |
3.281 |
2.300 |
0.981 |
30.9% |
0.114 |
3.6% |
89% |
False |
False |
41,752 |
| 100 |
3.281 |
2.300 |
0.981 |
30.9% |
0.107 |
3.4% |
89% |
False |
False |
37,415 |
| 120 |
3.281 |
2.300 |
0.981 |
30.9% |
0.105 |
3.3% |
89% |
False |
False |
35,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.741 |
|
2.618 |
3.548 |
|
1.618 |
3.430 |
|
1.000 |
3.357 |
|
0.618 |
3.312 |
|
HIGH |
3.239 |
|
0.618 |
3.194 |
|
0.500 |
3.180 |
|
0.382 |
3.166 |
|
LOW |
3.121 |
|
0.618 |
3.048 |
|
1.000 |
3.003 |
|
1.618 |
2.930 |
|
2.618 |
2.812 |
|
4.250 |
2.620 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.180 |
3.172 |
| PP |
3.177 |
3.172 |
| S1 |
3.174 |
3.171 |
|