NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.365 |
3.368 |
0.003 |
0.1% |
3.225 |
| High |
3.407 |
3.368 |
-0.039 |
-1.1% |
3.305 |
| Low |
3.305 |
3.254 |
-0.051 |
-1.5% |
3.144 |
| Close |
3.348 |
3.297 |
-0.051 |
-1.5% |
3.208 |
| Range |
0.102 |
0.114 |
0.012 |
11.8% |
0.161 |
| ATR |
0.115 |
0.115 |
0.000 |
0.0% |
0.000 |
| Volume |
41,853 |
54,511 |
12,658 |
30.2% |
172,596 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.648 |
3.587 |
3.360 |
|
| R3 |
3.534 |
3.473 |
3.328 |
|
| R2 |
3.420 |
3.420 |
3.318 |
|
| R1 |
3.359 |
3.359 |
3.307 |
3.333 |
| PP |
3.306 |
3.306 |
3.306 |
3.293 |
| S1 |
3.245 |
3.245 |
3.287 |
3.219 |
| S2 |
3.192 |
3.192 |
3.276 |
|
| S3 |
3.078 |
3.131 |
3.266 |
|
| S4 |
2.964 |
3.017 |
3.234 |
|
|
| 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 |
3.407 |
3.171 |
0.236 |
7.2% |
0.112 |
3.4% |
53% |
False |
False |
36,906 |
| 10 |
3.407 |
3.117 |
0.290 |
8.8% |
0.104 |
3.2% |
62% |
False |
False |
36,870 |
| 20 |
3.407 |
2.968 |
0.439 |
13.3% |
0.118 |
3.6% |
75% |
False |
False |
31,691 |
| 40 |
3.407 |
2.650 |
0.757 |
23.0% |
0.115 |
3.5% |
85% |
False |
False |
27,846 |
| 60 |
3.407 |
2.650 |
0.757 |
23.0% |
0.110 |
3.3% |
85% |
False |
False |
24,212 |
| 80 |
3.407 |
2.566 |
0.841 |
25.5% |
0.099 |
3.0% |
87% |
False |
False |
20,924 |
| 100 |
3.407 |
2.566 |
0.841 |
25.5% |
0.093 |
2.8% |
87% |
False |
False |
17,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.853 |
|
2.618 |
3.666 |
|
1.618 |
3.552 |
|
1.000 |
3.482 |
|
0.618 |
3.438 |
|
HIGH |
3.368 |
|
0.618 |
3.324 |
|
0.500 |
3.311 |
|
0.382 |
3.298 |
|
LOW |
3.254 |
|
0.618 |
3.184 |
|
1.000 |
3.140 |
|
1.618 |
3.070 |
|
2.618 |
2.956 |
|
4.250 |
2.770 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.311 |
3.318 |
| PP |
3.306 |
3.311 |
| S1 |
3.302 |
3.304 |
|