NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.318 |
3.392 |
0.074 |
2.2% |
3.343 |
| High |
3.376 |
3.414 |
0.038 |
1.1% |
3.526 |
| Low |
3.277 |
3.255 |
-0.022 |
-0.7% |
3.282 |
| Close |
3.372 |
3.392 |
0.020 |
0.6% |
3.299 |
| Range |
0.099 |
0.159 |
0.060 |
60.6% |
0.244 |
| ATR |
0.111 |
0.114 |
0.003 |
3.1% |
0.000 |
| Volume |
18,055 |
12,738 |
-5,317 |
-29.4% |
52,009 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.831 |
3.770 |
3.479 |
|
| R3 |
3.672 |
3.611 |
3.436 |
|
| R2 |
3.513 |
3.513 |
3.421 |
|
| R1 |
3.452 |
3.452 |
3.407 |
3.472 |
| PP |
3.354 |
3.354 |
3.354 |
3.363 |
| S1 |
3.293 |
3.293 |
3.377 |
3.313 |
| S2 |
3.195 |
3.195 |
3.363 |
|
| S3 |
3.036 |
3.134 |
3.348 |
|
| S4 |
2.877 |
2.975 |
3.305 |
|
|
| 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 |
3.255 |
0.271 |
8.0% |
0.142 |
4.2% |
51% |
False |
True |
14,386 |
| 10 |
3.526 |
3.240 |
0.286 |
8.4% |
0.120 |
3.5% |
53% |
False |
False |
16,243 |
| 20 |
3.526 |
2.962 |
0.564 |
16.6% |
0.122 |
3.6% |
76% |
False |
False |
15,532 |
| 40 |
3.526 |
2.962 |
0.564 |
16.6% |
0.106 |
3.1% |
76% |
False |
False |
13,939 |
| 60 |
3.526 |
2.909 |
0.617 |
18.2% |
0.097 |
2.9% |
78% |
False |
False |
12,507 |
| 80 |
3.526 |
2.909 |
0.617 |
18.2% |
0.088 |
2.6% |
78% |
False |
False |
11,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.090 |
|
2.618 |
3.830 |
|
1.618 |
3.671 |
|
1.000 |
3.573 |
|
0.618 |
3.512 |
|
HIGH |
3.414 |
|
0.618 |
3.353 |
|
0.500 |
3.335 |
|
0.382 |
3.316 |
|
LOW |
3.255 |
|
0.618 |
3.157 |
|
1.000 |
3.096 |
|
1.618 |
2.998 |
|
2.618 |
2.839 |
|
4.250 |
2.579 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.373 |
3.373 |
| PP |
3.354 |
3.354 |
| S1 |
3.335 |
3.335 |
|