NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.368 |
3.297 |
-0.071 |
-2.1% |
3.225 |
| High |
3.368 |
3.297 |
-0.071 |
-2.1% |
3.305 |
| Low |
3.254 |
3.058 |
-0.196 |
-6.0% |
3.144 |
| Close |
3.297 |
3.066 |
-0.231 |
-7.0% |
3.208 |
| Range |
0.114 |
0.239 |
0.125 |
109.6% |
0.161 |
| ATR |
0.115 |
0.124 |
0.009 |
7.7% |
0.000 |
| Volume |
54,511 |
46,866 |
-7,645 |
-14.0% |
172,596 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.857 |
3.701 |
3.197 |
|
| R3 |
3.618 |
3.462 |
3.132 |
|
| R2 |
3.379 |
3.379 |
3.110 |
|
| R1 |
3.223 |
3.223 |
3.088 |
3.182 |
| PP |
3.140 |
3.140 |
3.140 |
3.120 |
| S1 |
2.984 |
2.984 |
3.044 |
2.943 |
| S2 |
2.901 |
2.901 |
3.022 |
|
| S3 |
2.662 |
2.745 |
3.000 |
|
| S4 |
2.423 |
2.506 |
2.935 |
|
|
| 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 |
3.058 |
0.349 |
11.4% |
0.140 |
4.6% |
2% |
False |
True |
39,380 |
| 10 |
3.407 |
3.058 |
0.349 |
11.4% |
0.121 |
4.0% |
2% |
False |
True |
38,090 |
| 20 |
3.407 |
2.968 |
0.439 |
14.3% |
0.126 |
4.1% |
22% |
False |
False |
32,874 |
| 40 |
3.407 |
2.650 |
0.757 |
24.7% |
0.119 |
3.9% |
55% |
False |
False |
28,762 |
| 60 |
3.407 |
2.650 |
0.757 |
24.7% |
0.112 |
3.7% |
55% |
False |
False |
24,785 |
| 80 |
3.407 |
2.566 |
0.841 |
27.4% |
0.101 |
3.3% |
59% |
False |
False |
21,397 |
| 100 |
3.407 |
2.566 |
0.841 |
27.4% |
0.095 |
3.1% |
59% |
False |
False |
18,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.313 |
|
2.618 |
3.923 |
|
1.618 |
3.684 |
|
1.000 |
3.536 |
|
0.618 |
3.445 |
|
HIGH |
3.297 |
|
0.618 |
3.206 |
|
0.500 |
3.178 |
|
0.382 |
3.149 |
|
LOW |
3.058 |
|
0.618 |
2.910 |
|
1.000 |
2.819 |
|
1.618 |
2.671 |
|
2.618 |
2.432 |
|
4.250 |
2.042 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.178 |
3.233 |
| PP |
3.140 |
3.177 |
| S1 |
3.103 |
3.122 |
|