NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.221 |
3.164 |
-0.057 |
-1.8% |
3.088 |
| High |
3.239 |
3.170 |
-0.069 |
-2.1% |
3.188 |
| Low |
3.121 |
2.917 |
-0.204 |
-6.5% |
2.992 |
| Close |
3.171 |
2.926 |
-0.245 |
-7.7% |
3.039 |
| Range |
0.118 |
0.253 |
0.135 |
114.4% |
0.196 |
| ATR |
0.131 |
0.140 |
0.009 |
6.7% |
0.000 |
| Volume |
82,616 |
71,748 |
-10,868 |
-13.2% |
289,455 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.763 |
3.598 |
3.065 |
|
| R3 |
3.510 |
3.345 |
2.996 |
|
| R2 |
3.257 |
3.257 |
2.972 |
|
| R1 |
3.092 |
3.092 |
2.949 |
3.048 |
| PP |
3.004 |
3.004 |
3.004 |
2.983 |
| S1 |
2.839 |
2.839 |
2.903 |
2.795 |
| S2 |
2.751 |
2.751 |
2.880 |
|
| S3 |
2.498 |
2.586 |
2.856 |
|
| S4 |
2.245 |
2.333 |
2.787 |
|
|
| 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 |
2.917 |
0.364 |
12.4% |
0.153 |
5.2% |
2% |
False |
True |
62,576 |
| 10 |
3.281 |
2.917 |
0.364 |
12.4% |
0.135 |
4.6% |
2% |
False |
True |
63,517 |
| 20 |
3.281 |
2.741 |
0.540 |
18.5% |
0.143 |
4.9% |
34% |
False |
False |
54,547 |
| 40 |
3.281 |
2.357 |
0.924 |
31.6% |
0.137 |
4.7% |
62% |
False |
False |
51,928 |
| 60 |
3.281 |
2.357 |
0.924 |
31.6% |
0.128 |
4.4% |
62% |
False |
False |
47,240 |
| 80 |
3.281 |
2.300 |
0.981 |
33.5% |
0.117 |
4.0% |
64% |
False |
False |
42,406 |
| 100 |
3.281 |
2.300 |
0.981 |
33.5% |
0.109 |
3.7% |
64% |
False |
False |
37,940 |
| 120 |
3.281 |
2.300 |
0.981 |
33.5% |
0.106 |
3.6% |
64% |
False |
False |
35,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.245 |
|
2.618 |
3.832 |
|
1.618 |
3.579 |
|
1.000 |
3.423 |
|
0.618 |
3.326 |
|
HIGH |
3.170 |
|
0.618 |
3.073 |
|
0.500 |
3.044 |
|
0.382 |
3.014 |
|
LOW |
2.917 |
|
0.618 |
2.761 |
|
1.000 |
2.664 |
|
1.618 |
2.508 |
|
2.618 |
2.255 |
|
4.250 |
1.842 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.044 |
3.099 |
| PP |
3.004 |
3.041 |
| S1 |
2.965 |
2.984 |
|