NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.284 |
3.208 |
-0.076 |
-2.3% |
3.113 |
| High |
3.305 |
3.274 |
-0.031 |
-0.9% |
3.234 |
| Low |
3.193 |
3.179 |
-0.014 |
-0.4% |
2.968 |
| Close |
3.217 |
3.262 |
0.045 |
1.4% |
3.219 |
| Range |
0.112 |
0.095 |
-0.017 |
-15.2% |
0.266 |
| ATR |
0.114 |
0.113 |
-0.001 |
-1.2% |
0.000 |
| Volume |
26,048 |
34,493 |
8,445 |
32.4% |
135,807 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.523 |
3.488 |
3.314 |
|
| R3 |
3.428 |
3.393 |
3.288 |
|
| R2 |
3.333 |
3.333 |
3.279 |
|
| R1 |
3.298 |
3.298 |
3.271 |
3.316 |
| PP |
3.238 |
3.238 |
3.238 |
3.247 |
| S1 |
3.203 |
3.203 |
3.253 |
3.221 |
| S2 |
3.143 |
3.143 |
3.245 |
|
| S3 |
3.048 |
3.108 |
3.236 |
|
| S4 |
2.953 |
3.013 |
3.210 |
|
|
| 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 |
3.305 |
3.135 |
0.170 |
5.2% |
0.102 |
3.1% |
75% |
False |
False |
36,800 |
| 10 |
3.305 |
2.968 |
0.337 |
10.3% |
0.104 |
3.2% |
87% |
False |
False |
31,451 |
| 20 |
3.321 |
2.968 |
0.353 |
10.8% |
0.117 |
3.6% |
83% |
False |
False |
30,394 |
| 40 |
3.321 |
2.650 |
0.671 |
20.6% |
0.112 |
3.4% |
91% |
False |
False |
25,622 |
| 60 |
3.321 |
2.650 |
0.671 |
20.6% |
0.108 |
3.3% |
91% |
False |
False |
22,457 |
| 80 |
3.321 |
2.566 |
0.755 |
23.1% |
0.096 |
2.9% |
92% |
False |
False |
19,423 |
| 100 |
3.321 |
2.566 |
0.755 |
23.1% |
0.090 |
2.8% |
92% |
False |
False |
16,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.678 |
|
2.618 |
3.523 |
|
1.618 |
3.428 |
|
1.000 |
3.369 |
|
0.618 |
3.333 |
|
HIGH |
3.274 |
|
0.618 |
3.238 |
|
0.500 |
3.227 |
|
0.382 |
3.215 |
|
LOW |
3.179 |
|
0.618 |
3.120 |
|
1.000 |
3.084 |
|
1.618 |
3.025 |
|
2.618 |
2.930 |
|
4.250 |
2.775 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.250 |
3.255 |
| PP |
3.238 |
3.249 |
| S1 |
3.227 |
3.242 |
|