NYMEX Natural Gas Future October 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.164 |
2.930 |
-0.234 |
-7.4% |
3.063 |
| High |
3.170 |
2.958 |
-0.212 |
-6.7% |
3.281 |
| Low |
2.917 |
2.846 |
-0.071 |
-2.4% |
2.846 |
| Close |
2.926 |
2.885 |
-0.041 |
-1.4% |
2.885 |
| Range |
0.253 |
0.112 |
-0.141 |
-55.7% |
0.435 |
| ATR |
0.140 |
0.138 |
-0.002 |
-1.4% |
0.000 |
| Volume |
71,748 |
78,047 |
6,299 |
8.8% |
342,602 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.232 |
3.171 |
2.947 |
|
| R3 |
3.120 |
3.059 |
2.916 |
|
| R2 |
3.008 |
3.008 |
2.906 |
|
| R1 |
2.947 |
2.947 |
2.895 |
2.922 |
| PP |
2.896 |
2.896 |
2.896 |
2.884 |
| S1 |
2.835 |
2.835 |
2.875 |
2.810 |
| S2 |
2.784 |
2.784 |
2.864 |
|
| S3 |
2.672 |
2.723 |
2.854 |
|
| S4 |
2.560 |
2.611 |
2.823 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.309 |
4.032 |
3.124 |
|
| R3 |
3.874 |
3.597 |
3.005 |
|
| R2 |
3.439 |
3.439 |
2.965 |
|
| R1 |
3.162 |
3.162 |
2.925 |
3.083 |
| PP |
3.004 |
3.004 |
3.004 |
2.965 |
| S1 |
2.727 |
2.727 |
2.845 |
2.648 |
| S2 |
2.569 |
2.569 |
2.805 |
|
| S3 |
2.134 |
2.292 |
2.765 |
|
| S4 |
1.699 |
1.857 |
2.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.281 |
2.846 |
0.435 |
15.1% |
0.155 |
5.4% |
9% |
False |
True |
68,520 |
| 10 |
3.281 |
2.846 |
0.435 |
15.1% |
0.135 |
4.7% |
9% |
False |
True |
63,205 |
| 20 |
3.281 |
2.741 |
0.540 |
18.7% |
0.133 |
4.6% |
27% |
False |
False |
56,846 |
| 40 |
3.281 |
2.357 |
0.924 |
32.0% |
0.135 |
4.7% |
57% |
False |
False |
53,016 |
| 60 |
3.281 |
2.357 |
0.924 |
32.0% |
0.129 |
4.5% |
57% |
False |
False |
47,845 |
| 80 |
3.281 |
2.300 |
0.981 |
34.0% |
0.117 |
4.1% |
60% |
False |
False |
43,094 |
| 100 |
3.281 |
2.300 |
0.981 |
34.0% |
0.109 |
3.8% |
60% |
False |
False |
38,564 |
| 120 |
3.281 |
2.300 |
0.981 |
34.0% |
0.107 |
3.7% |
60% |
False |
False |
35,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.434 |
|
2.618 |
3.251 |
|
1.618 |
3.139 |
|
1.000 |
3.070 |
|
0.618 |
3.027 |
|
HIGH |
2.958 |
|
0.618 |
2.915 |
|
0.500 |
2.902 |
|
0.382 |
2.889 |
|
LOW |
2.846 |
|
0.618 |
2.777 |
|
1.000 |
2.734 |
|
1.618 |
2.665 |
|
2.618 |
2.553 |
|
4.250 |
2.370 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.902 |
3.043 |
| PP |
2.896 |
2.990 |
| S1 |
2.891 |
2.938 |
|