NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.018 |
3.069 |
0.051 |
1.7% |
3.077 |
| High |
3.098 |
3.142 |
0.044 |
1.4% |
3.321 |
| Low |
2.996 |
2.986 |
-0.010 |
-0.3% |
3.028 |
| Close |
3.094 |
3.112 |
0.018 |
0.6% |
3.051 |
| Range |
0.102 |
0.156 |
0.054 |
52.9% |
0.293 |
| ATR |
0.119 |
0.122 |
0.003 |
2.2% |
0.000 |
| Volume |
31,847 |
25,195 |
-6,652 |
-20.9% |
102,444 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.548 |
3.486 |
3.198 |
|
| R3 |
3.392 |
3.330 |
3.155 |
|
| R2 |
3.236 |
3.236 |
3.141 |
|
| R1 |
3.174 |
3.174 |
3.126 |
3.205 |
| PP |
3.080 |
3.080 |
3.080 |
3.096 |
| S1 |
3.018 |
3.018 |
3.098 |
3.049 |
| S2 |
2.924 |
2.924 |
3.083 |
|
| S3 |
2.768 |
2.862 |
3.069 |
|
| S4 |
2.612 |
2.706 |
3.026 |
|
|
| 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 |
2.986 |
0.335 |
10.8% |
0.156 |
5.0% |
38% |
False |
True |
29,215 |
| 10 |
3.321 |
2.973 |
0.348 |
11.2% |
0.129 |
4.1% |
40% |
False |
False |
29,338 |
| 20 |
3.321 |
2.650 |
0.671 |
21.6% |
0.132 |
4.2% |
69% |
False |
False |
26,094 |
| 40 |
3.321 |
2.650 |
0.671 |
21.6% |
0.113 |
3.6% |
69% |
False |
False |
21,709 |
| 60 |
3.321 |
2.566 |
0.755 |
24.3% |
0.102 |
3.3% |
72% |
False |
False |
19,062 |
| 80 |
3.321 |
2.566 |
0.755 |
24.3% |
0.091 |
2.9% |
72% |
False |
False |
16,140 |
| 100 |
3.361 |
2.566 |
0.795 |
25.5% |
0.089 |
2.9% |
69% |
False |
False |
14,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.805 |
|
2.618 |
3.550 |
|
1.618 |
3.394 |
|
1.000 |
3.298 |
|
0.618 |
3.238 |
|
HIGH |
3.142 |
|
0.618 |
3.082 |
|
0.500 |
3.064 |
|
0.382 |
3.046 |
|
LOW |
2.986 |
|
0.618 |
2.890 |
|
1.000 |
2.830 |
|
1.618 |
2.734 |
|
2.618 |
2.578 |
|
4.250 |
2.323 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.096 |
3.098 |
| PP |
3.080 |
3.085 |
| S1 |
3.064 |
3.071 |
|