NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.182 |
3.230 |
0.048 |
1.5% |
3.077 |
| High |
3.239 |
3.321 |
0.082 |
2.5% |
3.321 |
| Low |
3.162 |
3.033 |
-0.129 |
-4.1% |
3.028 |
| Close |
3.209 |
3.051 |
-0.158 |
-4.9% |
3.051 |
| Range |
0.077 |
0.288 |
0.211 |
274.0% |
0.293 |
| ATR |
0.108 |
0.121 |
0.013 |
11.9% |
0.000 |
| Volume |
23,204 |
21,509 |
-1,695 |
-7.3% |
102,444 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.999 |
3.813 |
3.209 |
|
| R3 |
3.711 |
3.525 |
3.130 |
|
| R2 |
3.423 |
3.423 |
3.104 |
|
| R1 |
3.237 |
3.237 |
3.077 |
3.186 |
| PP |
3.135 |
3.135 |
3.135 |
3.110 |
| S1 |
2.949 |
2.949 |
3.025 |
2.898 |
| S2 |
2.847 |
2.847 |
2.998 |
|
| S3 |
2.559 |
2.661 |
2.972 |
|
| S4 |
2.271 |
2.373 |
2.893 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.012 |
3.825 |
3.212 |
|
| R3 |
3.719 |
3.532 |
3.132 |
|
| R2 |
3.426 |
3.426 |
3.105 |
|
| R1 |
3.239 |
3.239 |
3.078 |
3.186 |
| PP |
3.133 |
3.133 |
3.133 |
3.107 |
| S1 |
2.946 |
2.946 |
3.024 |
2.893 |
| S2 |
2.840 |
2.840 |
2.997 |
|
| S3 |
2.547 |
2.653 |
2.970 |
|
| S4 |
2.254 |
2.360 |
2.890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.321 |
3.008 |
0.313 |
10.3% |
0.127 |
4.2% |
14% |
True |
False |
27,164 |
| 10 |
3.321 |
2.920 |
0.401 |
13.1% |
0.127 |
4.2% |
33% |
True |
False |
26,033 |
| 20 |
3.321 |
2.650 |
0.671 |
22.0% |
0.120 |
3.9% |
60% |
True |
False |
24,987 |
| 40 |
3.321 |
2.650 |
0.671 |
22.0% |
0.110 |
3.6% |
60% |
True |
False |
20,798 |
| 60 |
3.321 |
2.566 |
0.755 |
24.7% |
0.097 |
3.2% |
64% |
True |
False |
17,717 |
| 80 |
3.321 |
2.566 |
0.755 |
24.7% |
0.089 |
2.9% |
64% |
True |
False |
14,877 |
| 100 |
3.364 |
2.566 |
0.798 |
26.2% |
0.088 |
2.9% |
61% |
False |
False |
13,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.545 |
|
2.618 |
4.075 |
|
1.618 |
3.787 |
|
1.000 |
3.609 |
|
0.618 |
3.499 |
|
HIGH |
3.321 |
|
0.618 |
3.211 |
|
0.500 |
3.177 |
|
0.382 |
3.143 |
|
LOW |
3.033 |
|
0.618 |
2.855 |
|
1.000 |
2.745 |
|
1.618 |
2.567 |
|
2.618 |
2.279 |
|
4.250 |
1.809 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.177 |
3.177 |
| PP |
3.135 |
3.135 |
| S1 |
3.093 |
3.093 |
|