NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.113 |
3.038 |
-0.075 |
-2.4% |
3.054 |
| High |
3.135 |
3.067 |
-0.068 |
-2.2% |
3.156 |
| Low |
3.023 |
2.968 |
-0.055 |
-1.8% |
2.986 |
| Close |
3.040 |
3.039 |
-0.001 |
0.0% |
3.113 |
| Range |
0.112 |
0.099 |
-0.013 |
-11.6% |
0.170 |
| ATR |
0.117 |
0.116 |
-0.001 |
-1.1% |
0.000 |
| Volume |
20,747 |
19,734 |
-1,013 |
-4.9% |
160,808 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.322 |
3.279 |
3.093 |
|
| R3 |
3.223 |
3.180 |
3.066 |
|
| R2 |
3.124 |
3.124 |
3.057 |
|
| R1 |
3.081 |
3.081 |
3.048 |
3.103 |
| PP |
3.025 |
3.025 |
3.025 |
3.035 |
| S1 |
2.982 |
2.982 |
3.030 |
3.004 |
| S2 |
2.926 |
2.926 |
3.021 |
|
| S3 |
2.827 |
2.883 |
3.012 |
|
| S4 |
2.728 |
2.784 |
2.985 |
|
|
| 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 |
3.145 |
2.968 |
0.177 |
5.8% |
0.107 |
3.5% |
40% |
False |
True |
26,752 |
| 10 |
3.321 |
2.968 |
0.353 |
11.6% |
0.122 |
4.0% |
20% |
False |
True |
26,562 |
| 20 |
3.321 |
2.886 |
0.435 |
14.3% |
0.120 |
3.9% |
35% |
False |
False |
26,068 |
| 40 |
3.321 |
2.650 |
0.671 |
22.1% |
0.111 |
3.7% |
58% |
False |
False |
22,535 |
| 60 |
3.321 |
2.566 |
0.755 |
24.8% |
0.105 |
3.5% |
63% |
False |
False |
19,881 |
| 80 |
3.321 |
2.566 |
0.755 |
24.8% |
0.092 |
3.0% |
63% |
False |
False |
16,946 |
| 100 |
3.333 |
2.566 |
0.767 |
25.2% |
0.089 |
2.9% |
62% |
False |
False |
14,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.488 |
|
2.618 |
3.326 |
|
1.618 |
3.227 |
|
1.000 |
3.166 |
|
0.618 |
3.128 |
|
HIGH |
3.067 |
|
0.618 |
3.029 |
|
0.500 |
3.018 |
|
0.382 |
3.006 |
|
LOW |
2.968 |
|
0.618 |
2.907 |
|
1.000 |
2.869 |
|
1.618 |
2.808 |
|
2.618 |
2.709 |
|
4.250 |
2.547 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.032 |
3.057 |
| PP |
3.025 |
3.051 |
| S1 |
3.018 |
3.045 |
|