NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.361 |
3.400 |
0.039 |
1.2% |
3.302 |
| High |
3.423 |
3.420 |
-0.003 |
-0.1% |
3.423 |
| Low |
3.361 |
3.310 |
-0.051 |
-1.5% |
3.255 |
| Close |
3.399 |
3.322 |
-0.077 |
-2.3% |
3.399 |
| Range |
0.062 |
0.110 |
0.048 |
77.4% |
0.168 |
| ATR |
0.111 |
0.111 |
0.000 |
0.0% |
0.000 |
| Volume |
19,787 |
10,927 |
-8,860 |
-44.8% |
81,183 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.681 |
3.611 |
3.383 |
|
| R3 |
3.571 |
3.501 |
3.352 |
|
| R2 |
3.461 |
3.461 |
3.342 |
|
| R1 |
3.391 |
3.391 |
3.332 |
3.371 |
| PP |
3.351 |
3.351 |
3.351 |
3.341 |
| S1 |
3.281 |
3.281 |
3.312 |
3.261 |
| S2 |
3.241 |
3.241 |
3.302 |
|
| S3 |
3.131 |
3.171 |
3.292 |
|
| S4 |
3.021 |
3.061 |
3.262 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.863 |
3.799 |
3.491 |
|
| R3 |
3.695 |
3.631 |
3.445 |
|
| R2 |
3.527 |
3.527 |
3.430 |
|
| R1 |
3.463 |
3.463 |
3.414 |
3.495 |
| PP |
3.359 |
3.359 |
3.359 |
3.375 |
| S1 |
3.295 |
3.295 |
3.384 |
3.327 |
| S2 |
3.191 |
3.191 |
3.368 |
|
| S3 |
3.023 |
3.127 |
3.353 |
|
| S4 |
2.855 |
2.959 |
3.307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.423 |
3.255 |
0.168 |
5.1% |
0.111 |
3.3% |
40% |
False |
False |
14,455 |
| 10 |
3.526 |
3.255 |
0.271 |
8.2% |
0.114 |
3.4% |
25% |
False |
False |
14,411 |
| 20 |
3.526 |
3.154 |
0.372 |
11.2% |
0.114 |
3.4% |
45% |
False |
False |
15,311 |
| 40 |
3.526 |
2.962 |
0.564 |
17.0% |
0.104 |
3.1% |
64% |
False |
False |
14,158 |
| 60 |
3.526 |
2.909 |
0.617 |
18.6% |
0.098 |
3.0% |
67% |
False |
False |
12,726 |
| 80 |
3.526 |
2.909 |
0.617 |
18.6% |
0.089 |
2.7% |
67% |
False |
False |
11,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.888 |
|
2.618 |
3.708 |
|
1.618 |
3.598 |
|
1.000 |
3.530 |
|
0.618 |
3.488 |
|
HIGH |
3.420 |
|
0.618 |
3.378 |
|
0.500 |
3.365 |
|
0.382 |
3.352 |
|
LOW |
3.310 |
|
0.618 |
3.242 |
|
1.000 |
3.200 |
|
1.618 |
3.132 |
|
2.618 |
3.022 |
|
4.250 |
2.843 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.365 |
3.339 |
| PP |
3.351 |
3.333 |
| S1 |
3.336 |
3.328 |
|