NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.096 |
3.113 |
0.017 |
0.5% |
3.054 |
| High |
3.145 |
3.135 |
-0.010 |
-0.3% |
3.156 |
| Low |
3.080 |
3.023 |
-0.057 |
-1.9% |
2.986 |
| Close |
3.113 |
3.040 |
-0.073 |
-2.3% |
3.113 |
| Range |
0.065 |
0.112 |
0.047 |
72.3% |
0.170 |
| ATR |
0.118 |
0.117 |
0.000 |
-0.4% |
0.000 |
| Volume |
36,238 |
20,747 |
-15,491 |
-42.7% |
160,808 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.402 |
3.333 |
3.102 |
|
| R3 |
3.290 |
3.221 |
3.071 |
|
| R2 |
3.178 |
3.178 |
3.061 |
|
| R1 |
3.109 |
3.109 |
3.050 |
3.088 |
| PP |
3.066 |
3.066 |
3.066 |
3.055 |
| S1 |
2.997 |
2.997 |
3.030 |
2.976 |
| S2 |
2.954 |
2.954 |
3.019 |
|
| S3 |
2.842 |
2.885 |
3.009 |
|
| S4 |
2.730 |
2.773 |
2.978 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.595 |
3.524 |
3.207 |
|
| R3 |
3.425 |
3.354 |
3.160 |
|
| R2 |
3.255 |
3.255 |
3.144 |
|
| R1 |
3.184 |
3.184 |
3.129 |
3.220 |
| PP |
3.085 |
3.085 |
3.085 |
3.103 |
| S1 |
3.014 |
3.014 |
3.097 |
3.050 |
| S2 |
2.915 |
2.915 |
3.082 |
|
| S3 |
2.745 |
2.844 |
3.066 |
|
| S4 |
2.575 |
2.674 |
3.020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.156 |
2.986 |
0.170 |
5.6% |
0.117 |
3.9% |
32% |
False |
False |
27,717 |
| 10 |
3.321 |
2.986 |
0.335 |
11.0% |
0.121 |
4.0% |
16% |
False |
False |
28,399 |
| 20 |
3.321 |
2.872 |
0.449 |
14.8% |
0.122 |
4.0% |
37% |
False |
False |
25,940 |
| 40 |
3.321 |
2.650 |
0.671 |
22.1% |
0.111 |
3.7% |
58% |
False |
False |
22,481 |
| 60 |
3.321 |
2.566 |
0.755 |
24.8% |
0.104 |
3.4% |
63% |
False |
False |
19,762 |
| 80 |
3.321 |
2.566 |
0.755 |
24.8% |
0.092 |
3.0% |
63% |
False |
False |
16,738 |
| 100 |
3.361 |
2.566 |
0.795 |
26.2% |
0.089 |
2.9% |
60% |
False |
False |
14,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.611 |
|
2.618 |
3.428 |
|
1.618 |
3.316 |
|
1.000 |
3.247 |
|
0.618 |
3.204 |
|
HIGH |
3.135 |
|
0.618 |
3.092 |
|
0.500 |
3.079 |
|
0.382 |
3.066 |
|
LOW |
3.023 |
|
0.618 |
2.954 |
|
1.000 |
2.911 |
|
1.618 |
2.842 |
|
2.618 |
2.730 |
|
4.250 |
2.547 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.079 |
3.066 |
| PP |
3.066 |
3.057 |
| S1 |
3.053 |
3.049 |
|