NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.140 |
3.154 |
0.014 |
0.4% |
3.113 |
| High |
3.185 |
3.234 |
0.049 |
1.5% |
3.234 |
| Low |
3.117 |
3.135 |
0.018 |
0.6% |
2.968 |
| Close |
3.146 |
3.219 |
0.073 |
2.3% |
3.219 |
| Range |
0.068 |
0.099 |
0.031 |
45.6% |
0.266 |
| ATR |
0.117 |
0.116 |
-0.001 |
-1.1% |
0.000 |
| Volume |
34,668 |
41,536 |
6,868 |
19.8% |
135,807 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.493 |
3.455 |
3.273 |
|
| R3 |
3.394 |
3.356 |
3.246 |
|
| R2 |
3.295 |
3.295 |
3.237 |
|
| R1 |
3.257 |
3.257 |
3.228 |
3.276 |
| PP |
3.196 |
3.196 |
3.196 |
3.206 |
| S1 |
3.158 |
3.158 |
3.210 |
3.177 |
| S2 |
3.097 |
3.097 |
3.201 |
|
| S3 |
2.998 |
3.059 |
3.192 |
|
| S4 |
2.899 |
2.960 |
3.165 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.938 |
3.845 |
3.365 |
|
| R3 |
3.672 |
3.579 |
3.292 |
|
| R2 |
3.406 |
3.406 |
3.268 |
|
| R1 |
3.313 |
3.313 |
3.243 |
3.360 |
| PP |
3.140 |
3.140 |
3.140 |
3.164 |
| S1 |
3.047 |
3.047 |
3.195 |
3.094 |
| S2 |
2.874 |
2.874 |
3.170 |
|
| S3 |
2.608 |
2.781 |
3.146 |
|
| S4 |
2.342 |
2.515 |
3.073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.234 |
2.968 |
0.266 |
8.3% |
0.112 |
3.5% |
94% |
True |
False |
27,161 |
| 10 |
3.234 |
2.968 |
0.266 |
8.3% |
0.112 |
3.5% |
94% |
True |
False |
29,661 |
| 20 |
3.321 |
2.920 |
0.401 |
12.5% |
0.120 |
3.7% |
75% |
False |
False |
27,847 |
| 40 |
3.321 |
2.650 |
0.671 |
20.8% |
0.112 |
3.5% |
85% |
False |
False |
23,662 |
| 60 |
3.321 |
2.650 |
0.671 |
20.8% |
0.107 |
3.3% |
85% |
False |
False |
20,966 |
| 80 |
3.321 |
2.566 |
0.755 |
23.5% |
0.095 |
2.9% |
86% |
False |
False |
18,007 |
| 100 |
3.321 |
2.566 |
0.755 |
23.5% |
0.089 |
2.8% |
86% |
False |
False |
15,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.655 |
|
2.618 |
3.493 |
|
1.618 |
3.394 |
|
1.000 |
3.333 |
|
0.618 |
3.295 |
|
HIGH |
3.234 |
|
0.618 |
3.196 |
|
0.500 |
3.185 |
|
0.382 |
3.173 |
|
LOW |
3.135 |
|
0.618 |
3.074 |
|
1.000 |
3.036 |
|
1.618 |
2.975 |
|
2.618 |
2.876 |
|
4.250 |
2.714 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.208 |
3.189 |
| PP |
3.196 |
3.158 |
| S1 |
3.185 |
3.128 |
|