NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.253 |
3.233 |
-0.020 |
-0.6% |
3.225 |
| High |
3.267 |
3.380 |
0.113 |
3.5% |
3.305 |
| Low |
3.171 |
3.229 |
0.058 |
1.8% |
3.144 |
| Close |
3.208 |
3.370 |
0.162 |
5.0% |
3.208 |
| Range |
0.096 |
0.151 |
0.055 |
57.3% |
0.161 |
| ATR |
0.111 |
0.116 |
0.004 |
3.9% |
0.000 |
| Volume |
30,128 |
23,545 |
-6,583 |
-21.9% |
172,596 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.779 |
3.726 |
3.453 |
|
| R3 |
3.628 |
3.575 |
3.412 |
|
| R2 |
3.477 |
3.477 |
3.398 |
|
| R1 |
3.424 |
3.424 |
3.384 |
3.451 |
| PP |
3.326 |
3.326 |
3.326 |
3.340 |
| S1 |
3.273 |
3.273 |
3.356 |
3.300 |
| S2 |
3.175 |
3.175 |
3.342 |
|
| S3 |
3.024 |
3.122 |
3.328 |
|
| S4 |
2.873 |
2.971 |
3.287 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.702 |
3.616 |
3.297 |
|
| R3 |
3.541 |
3.455 |
3.252 |
|
| R2 |
3.380 |
3.380 |
3.238 |
|
| R1 |
3.294 |
3.294 |
3.223 |
3.257 |
| PP |
3.219 |
3.219 |
3.219 |
3.200 |
| S1 |
3.133 |
3.133 |
3.193 |
3.096 |
| S2 |
3.058 |
3.058 |
3.178 |
|
| S3 |
2.897 |
2.972 |
3.164 |
|
| S4 |
2.736 |
2.811 |
3.119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.380 |
3.171 |
0.209 |
6.2% |
0.110 |
3.3% |
95% |
True |
False |
28,172 |
| 10 |
3.380 |
2.968 |
0.412 |
12.2% |
0.111 |
3.3% |
98% |
True |
False |
31,120 |
| 20 |
3.380 |
2.968 |
0.412 |
12.2% |
0.116 |
3.4% |
98% |
True |
False |
29,760 |
| 40 |
3.380 |
2.650 |
0.730 |
21.7% |
0.114 |
3.4% |
99% |
True |
False |
26,116 |
| 60 |
3.380 |
2.650 |
0.730 |
21.7% |
0.109 |
3.2% |
99% |
True |
False |
22,956 |
| 80 |
3.380 |
2.566 |
0.814 |
24.2% |
0.098 |
2.9% |
99% |
True |
False |
19,902 |
| 100 |
3.380 |
2.566 |
0.814 |
24.2% |
0.092 |
2.7% |
99% |
True |
False |
17,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.022 |
|
2.618 |
3.775 |
|
1.618 |
3.624 |
|
1.000 |
3.531 |
|
0.618 |
3.473 |
|
HIGH |
3.380 |
|
0.618 |
3.322 |
|
0.500 |
3.305 |
|
0.382 |
3.287 |
|
LOW |
3.229 |
|
0.618 |
3.136 |
|
1.000 |
3.078 |
|
1.618 |
2.985 |
|
2.618 |
2.834 |
|
4.250 |
2.587 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.348 |
3.339 |
| PP |
3.326 |
3.307 |
| S1 |
3.305 |
3.276 |
|