NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.054 |
3.123 |
0.069 |
2.3% |
3.077 |
| High |
3.136 |
3.156 |
0.020 |
0.6% |
3.321 |
| Low |
3.053 |
3.005 |
-0.048 |
-1.6% |
3.028 |
| Close |
3.127 |
3.010 |
-0.117 |
-3.7% |
3.051 |
| Range |
0.083 |
0.151 |
0.068 |
81.9% |
0.293 |
| ATR |
0.118 |
0.121 |
0.002 |
2.0% |
0.000 |
| Volume |
42,969 |
24,559 |
-18,410 |
-42.8% |
102,444 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.411 |
3.093 |
|
| R3 |
3.359 |
3.260 |
3.052 |
|
| R2 |
3.208 |
3.208 |
3.038 |
|
| R1 |
3.109 |
3.109 |
3.024 |
3.083 |
| PP |
3.057 |
3.057 |
3.057 |
3.044 |
| S1 |
2.958 |
2.958 |
2.996 |
2.932 |
| S2 |
2.906 |
2.906 |
2.982 |
|
| S3 |
2.755 |
2.807 |
2.968 |
|
| S4 |
2.604 |
2.656 |
2.927 |
|
|
| 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 |
3.005 |
0.316 |
10.5% |
0.136 |
4.5% |
2% |
False |
True |
26,373 |
| 10 |
3.321 |
2.973 |
0.348 |
11.6% |
0.129 |
4.3% |
11% |
False |
False |
27,838 |
| 20 |
3.321 |
2.650 |
0.671 |
22.3% |
0.125 |
4.2% |
54% |
False |
False |
25,886 |
| 40 |
3.321 |
2.650 |
0.671 |
22.3% |
0.112 |
3.7% |
54% |
False |
False |
21,177 |
| 60 |
3.321 |
2.566 |
0.755 |
25.1% |
0.099 |
3.3% |
59% |
False |
False |
18,398 |
| 80 |
3.321 |
2.566 |
0.755 |
25.1% |
0.090 |
3.0% |
59% |
False |
False |
15,562 |
| 100 |
3.364 |
2.566 |
0.798 |
26.5% |
0.089 |
2.9% |
56% |
False |
False |
13,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.798 |
|
2.618 |
3.551 |
|
1.618 |
3.400 |
|
1.000 |
3.307 |
|
0.618 |
3.249 |
|
HIGH |
3.156 |
|
0.618 |
3.098 |
|
0.500 |
3.081 |
|
0.382 |
3.063 |
|
LOW |
3.005 |
|
0.618 |
2.912 |
|
1.000 |
2.854 |
|
1.618 |
2.761 |
|
2.618 |
2.610 |
|
4.250 |
2.363 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.081 |
3.163 |
| PP |
3.057 |
3.112 |
| S1 |
3.034 |
3.061 |
|