NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.123 |
3.018 |
-0.105 |
-3.4% |
3.077 |
| High |
3.156 |
3.098 |
-0.058 |
-1.8% |
3.321 |
| Low |
3.005 |
2.996 |
-0.009 |
-0.3% |
3.028 |
| Close |
3.010 |
3.094 |
0.084 |
2.8% |
3.051 |
| Range |
0.151 |
0.102 |
-0.049 |
-32.5% |
0.293 |
| ATR |
0.121 |
0.119 |
-0.001 |
-1.1% |
0.000 |
| Volume |
24,559 |
31,847 |
7,288 |
29.7% |
102,444 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.369 |
3.333 |
3.150 |
|
| R3 |
3.267 |
3.231 |
3.122 |
|
| R2 |
3.165 |
3.165 |
3.113 |
|
| R1 |
3.129 |
3.129 |
3.103 |
3.147 |
| PP |
3.063 |
3.063 |
3.063 |
3.072 |
| S1 |
3.027 |
3.027 |
3.085 |
3.045 |
| S2 |
2.961 |
2.961 |
3.075 |
|
| S3 |
2.859 |
2.925 |
3.066 |
|
| S4 |
2.757 |
2.823 |
3.038 |
|
|
| 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 |
2.996 |
0.325 |
10.5% |
0.140 |
4.5% |
30% |
False |
True |
28,817 |
| 10 |
3.321 |
2.973 |
0.348 |
11.2% |
0.131 |
4.2% |
35% |
False |
False |
28,855 |
| 20 |
3.321 |
2.650 |
0.671 |
21.7% |
0.126 |
4.1% |
66% |
False |
False |
26,451 |
| 40 |
3.321 |
2.650 |
0.671 |
21.7% |
0.112 |
3.6% |
66% |
False |
False |
21,282 |
| 60 |
3.321 |
2.566 |
0.755 |
24.4% |
0.100 |
3.2% |
70% |
False |
False |
18,750 |
| 80 |
3.321 |
2.566 |
0.755 |
24.4% |
0.090 |
2.9% |
70% |
False |
False |
15,884 |
| 100 |
3.364 |
2.566 |
0.798 |
25.8% |
0.089 |
2.9% |
66% |
False |
False |
13,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.532 |
|
2.618 |
3.365 |
|
1.618 |
3.263 |
|
1.000 |
3.200 |
|
0.618 |
3.161 |
|
HIGH |
3.098 |
|
0.618 |
3.059 |
|
0.500 |
3.047 |
|
0.382 |
3.035 |
|
LOW |
2.996 |
|
0.618 |
2.933 |
|
1.000 |
2.894 |
|
1.618 |
2.831 |
|
2.618 |
2.729 |
|
4.250 |
2.563 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.078 |
3.088 |
| PP |
3.063 |
3.082 |
| S1 |
3.047 |
3.076 |
|