NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2.988 |
3.070 |
0.082 |
2.7% |
3.233 |
| High |
3.086 |
3.167 |
0.081 |
2.6% |
3.407 |
| Low |
2.948 |
3.030 |
0.082 |
2.8% |
2.989 |
| Close |
3.063 |
3.150 |
0.087 |
2.8% |
3.022 |
| Range |
0.138 |
0.137 |
-0.001 |
-0.7% |
0.418 |
| ATR |
0.123 |
0.124 |
0.001 |
0.8% |
0.000 |
| Volume |
36,536 |
38,366 |
1,830 |
5.0% |
221,805 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.527 |
3.475 |
3.225 |
|
| R3 |
3.390 |
3.338 |
3.188 |
|
| R2 |
3.253 |
3.253 |
3.175 |
|
| R1 |
3.201 |
3.201 |
3.163 |
3.227 |
| PP |
3.116 |
3.116 |
3.116 |
3.129 |
| S1 |
3.064 |
3.064 |
3.137 |
3.090 |
| S2 |
2.979 |
2.979 |
3.125 |
|
| S3 |
2.842 |
2.927 |
3.112 |
|
| S4 |
2.705 |
2.790 |
3.075 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.393 |
4.126 |
3.252 |
|
| R3 |
3.975 |
3.708 |
3.137 |
|
| R2 |
3.557 |
3.557 |
3.099 |
|
| R1 |
3.290 |
3.290 |
3.060 |
3.215 |
| PP |
3.139 |
3.139 |
3.139 |
3.102 |
| S1 |
2.872 |
2.872 |
2.984 |
2.797 |
| S2 |
2.721 |
2.721 |
2.945 |
|
| S3 |
2.303 |
2.454 |
2.907 |
|
| S4 |
1.885 |
2.036 |
2.792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.368 |
2.948 |
0.420 |
13.3% |
0.146 |
4.6% |
48% |
False |
False |
46,261 |
| 10 |
3.407 |
2.948 |
0.459 |
14.6% |
0.128 |
4.1% |
44% |
False |
False |
38,737 |
| 20 |
3.407 |
2.948 |
0.459 |
14.6% |
0.119 |
3.8% |
44% |
False |
False |
34,919 |
| 40 |
3.407 |
2.650 |
0.757 |
24.0% |
0.122 |
3.9% |
66% |
False |
False |
30,402 |
| 60 |
3.407 |
2.650 |
0.757 |
24.0% |
0.114 |
3.6% |
66% |
False |
False |
25,758 |
| 80 |
3.407 |
2.566 |
0.841 |
26.7% |
0.104 |
3.3% |
69% |
False |
False |
22,528 |
| 100 |
3.407 |
2.566 |
0.841 |
26.7% |
0.095 |
3.0% |
69% |
False |
False |
19,433 |
| 120 |
3.407 |
2.566 |
0.841 |
26.7% |
0.094 |
3.0% |
69% |
False |
False |
17,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.749 |
|
2.618 |
3.526 |
|
1.618 |
3.389 |
|
1.000 |
3.304 |
|
0.618 |
3.252 |
|
HIGH |
3.167 |
|
0.618 |
3.115 |
|
0.500 |
3.099 |
|
0.382 |
3.082 |
|
LOW |
3.030 |
|
0.618 |
2.945 |
|
1.000 |
2.893 |
|
1.618 |
2.808 |
|
2.618 |
2.671 |
|
4.250 |
2.448 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.133 |
3.119 |
| PP |
3.116 |
3.088 |
| S1 |
3.099 |
3.058 |
|