NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.490 |
3.302 |
-0.188 |
-5.4% |
3.343 |
High |
3.526 |
3.388 |
-0.138 |
-3.9% |
3.526 |
Low |
3.282 |
3.302 |
0.020 |
0.6% |
3.282 |
Close |
3.299 |
3.381 |
0.082 |
2.5% |
3.299 |
Range |
0.244 |
0.086 |
-0.158 |
-64.8% |
0.244 |
ATR |
0.113 |
0.111 |
-0.002 |
-1.5% |
0.000 |
Volume |
10,534 |
19,835 |
9,301 |
88.3% |
52,009 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.615 |
3.584 |
3.428 |
|
R3 |
3.529 |
3.498 |
3.405 |
|
R2 |
3.443 |
3.443 |
3.397 |
|
R1 |
3.412 |
3.412 |
3.389 |
3.428 |
PP |
3.357 |
3.357 |
3.357 |
3.365 |
S1 |
3.326 |
3.326 |
3.373 |
3.342 |
S2 |
3.271 |
3.271 |
3.365 |
|
S3 |
3.185 |
3.240 |
3.357 |
|
S4 |
3.099 |
3.154 |
3.334 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.101 |
3.944 |
3.433 |
|
R3 |
3.857 |
3.700 |
3.366 |
|
R2 |
3.613 |
3.613 |
3.344 |
|
R1 |
3.456 |
3.456 |
3.321 |
3.413 |
PP |
3.369 |
3.369 |
3.369 |
3.347 |
S1 |
3.212 |
3.212 |
3.277 |
3.169 |
S2 |
3.125 |
3.125 |
3.254 |
|
S3 |
2.881 |
2.968 |
3.232 |
|
S4 |
2.637 |
2.724 |
3.165 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.526 |
3.282 |
0.244 |
7.2% |
0.117 |
3.5% |
41% |
False |
False |
14,368 |
10 |
3.526 |
3.240 |
0.286 |
8.5% |
0.118 |
3.5% |
49% |
False |
False |
15,581 |
20 |
3.526 |
2.962 |
0.564 |
16.7% |
0.113 |
3.3% |
74% |
False |
False |
15,733 |
40 |
3.526 |
2.962 |
0.564 |
16.7% |
0.104 |
3.1% |
74% |
False |
False |
13,810 |
60 |
3.526 |
2.909 |
0.617 |
18.2% |
0.093 |
2.7% |
76% |
False |
False |
12,335 |
80 |
3.526 |
2.909 |
0.617 |
18.2% |
0.086 |
2.5% |
76% |
False |
False |
10,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.754 |
2.618 |
3.613 |
1.618 |
3.527 |
1.000 |
3.474 |
0.618 |
3.441 |
HIGH |
3.388 |
0.618 |
3.355 |
0.500 |
3.345 |
0.382 |
3.335 |
LOW |
3.302 |
0.618 |
3.249 |
1.000 |
3.216 |
1.618 |
3.163 |
2.618 |
3.077 |
4.250 |
2.937 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.369 |
3.404 |
PP |
3.357 |
3.396 |
S1 |
3.345 |
3.389 |
|