NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.154 |
3.225 |
0.071 |
2.3% |
3.113 |
| High |
3.234 |
3.255 |
0.021 |
0.6% |
3.234 |
| Low |
3.135 |
3.144 |
0.009 |
0.3% |
2.968 |
| Close |
3.219 |
3.233 |
0.014 |
0.4% |
3.219 |
| Range |
0.099 |
0.111 |
0.012 |
12.1% |
0.266 |
| ATR |
0.116 |
0.116 |
0.000 |
-0.3% |
0.000 |
| Volume |
41,536 |
55,281 |
13,745 |
33.1% |
135,807 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.544 |
3.499 |
3.294 |
|
| R3 |
3.433 |
3.388 |
3.264 |
|
| R2 |
3.322 |
3.322 |
3.253 |
|
| R1 |
3.277 |
3.277 |
3.243 |
3.300 |
| PP |
3.211 |
3.211 |
3.211 |
3.222 |
| S1 |
3.166 |
3.166 |
3.223 |
3.189 |
| S2 |
3.100 |
3.100 |
3.213 |
|
| S3 |
2.989 |
3.055 |
3.202 |
|
| S4 |
2.878 |
2.944 |
3.172 |
|
|
| 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 |
3.255 |
2.968 |
0.287 |
8.9% |
0.112 |
3.5% |
92% |
True |
False |
34,068 |
| 10 |
3.255 |
2.968 |
0.287 |
8.9% |
0.115 |
3.5% |
92% |
True |
False |
30,892 |
| 20 |
3.321 |
2.968 |
0.353 |
10.9% |
0.119 |
3.7% |
75% |
False |
False |
28,915 |
| 40 |
3.321 |
2.650 |
0.671 |
20.8% |
0.112 |
3.5% |
87% |
False |
False |
24,590 |
| 60 |
3.321 |
2.650 |
0.671 |
20.8% |
0.107 |
3.3% |
87% |
False |
False |
21,717 |
| 80 |
3.321 |
2.566 |
0.755 |
23.4% |
0.095 |
2.9% |
88% |
False |
False |
18,634 |
| 100 |
3.321 |
2.566 |
0.755 |
23.4% |
0.089 |
2.8% |
88% |
False |
False |
16,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.727 |
|
2.618 |
3.546 |
|
1.618 |
3.435 |
|
1.000 |
3.366 |
|
0.618 |
3.324 |
|
HIGH |
3.255 |
|
0.618 |
3.213 |
|
0.500 |
3.200 |
|
0.382 |
3.186 |
|
LOW |
3.144 |
|
0.618 |
3.075 |
|
1.000 |
3.033 |
|
1.618 |
2.964 |
|
2.618 |
2.853 |
|
4.250 |
2.672 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.222 |
3.217 |
| PP |
3.211 |
3.202 |
| S1 |
3.200 |
3.186 |
|