NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.225 |
3.225 |
0.000 |
0.0% |
3.113 |
| High |
3.255 |
3.301 |
0.046 |
1.4% |
3.234 |
| Low |
3.144 |
3.206 |
0.062 |
2.0% |
2.968 |
| Close |
3.233 |
3.299 |
0.066 |
2.0% |
3.219 |
| Range |
0.111 |
0.095 |
-0.016 |
-14.4% |
0.266 |
| ATR |
0.116 |
0.114 |
-0.001 |
-1.3% |
0.000 |
| Volume |
55,281 |
26,646 |
-28,635 |
-51.8% |
135,807 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.554 |
3.521 |
3.351 |
|
| R3 |
3.459 |
3.426 |
3.325 |
|
| R2 |
3.364 |
3.364 |
3.316 |
|
| R1 |
3.331 |
3.331 |
3.308 |
3.348 |
| PP |
3.269 |
3.269 |
3.269 |
3.277 |
| S1 |
3.236 |
3.236 |
3.290 |
3.253 |
| S2 |
3.174 |
3.174 |
3.282 |
|
| S3 |
3.079 |
3.141 |
3.273 |
|
| S4 |
2.984 |
3.046 |
3.247 |
|
|
| 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 |
3.301 |
3.021 |
0.280 |
8.5% |
0.111 |
3.4% |
99% |
True |
False |
35,450 |
| 10 |
3.301 |
2.968 |
0.333 |
10.1% |
0.109 |
3.3% |
99% |
True |
False |
31,101 |
| 20 |
3.321 |
2.968 |
0.353 |
10.7% |
0.119 |
3.6% |
94% |
False |
False |
29,469 |
| 40 |
3.321 |
2.650 |
0.671 |
20.3% |
0.112 |
3.4% |
97% |
False |
False |
24,803 |
| 60 |
3.321 |
2.650 |
0.671 |
20.3% |
0.108 |
3.3% |
97% |
False |
False |
21,840 |
| 80 |
3.321 |
2.566 |
0.755 |
22.9% |
0.095 |
2.9% |
97% |
False |
False |
18,895 |
| 100 |
3.321 |
2.566 |
0.755 |
22.9% |
0.089 |
2.7% |
97% |
False |
False |
16,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.705 |
|
2.618 |
3.550 |
|
1.618 |
3.455 |
|
1.000 |
3.396 |
|
0.618 |
3.360 |
|
HIGH |
3.301 |
|
0.618 |
3.265 |
|
0.500 |
3.254 |
|
0.382 |
3.242 |
|
LOW |
3.206 |
|
0.618 |
3.147 |
|
1.000 |
3.111 |
|
1.618 |
3.052 |
|
2.618 |
2.957 |
|
4.250 |
2.802 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.284 |
3.272 |
| PP |
3.269 |
3.245 |
| S1 |
3.254 |
3.218 |
|