NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.400 |
3.300 |
-0.100 |
-2.9% |
3.302 |
| High |
3.420 |
3.344 |
-0.076 |
-2.2% |
3.423 |
| Low |
3.310 |
3.250 |
-0.060 |
-1.8% |
3.255 |
| Close |
3.322 |
3.316 |
-0.006 |
-0.2% |
3.399 |
| Range |
0.110 |
0.094 |
-0.016 |
-14.5% |
0.168 |
| ATR |
0.111 |
0.109 |
-0.001 |
-1.1% |
0.000 |
| Volume |
10,927 |
10,358 |
-569 |
-5.2% |
81,183 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.585 |
3.545 |
3.368 |
|
| R3 |
3.491 |
3.451 |
3.342 |
|
| R2 |
3.397 |
3.397 |
3.333 |
|
| R1 |
3.357 |
3.357 |
3.325 |
3.377 |
| PP |
3.303 |
3.303 |
3.303 |
3.314 |
| S1 |
3.263 |
3.263 |
3.307 |
3.283 |
| S2 |
3.209 |
3.209 |
3.299 |
|
| S3 |
3.115 |
3.169 |
3.290 |
|
| S4 |
3.021 |
3.075 |
3.264 |
|
|
| 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 |
3.250 |
0.173 |
5.2% |
0.105 |
3.2% |
38% |
False |
True |
14,373 |
| 10 |
3.526 |
3.250 |
0.276 |
8.3% |
0.115 |
3.5% |
24% |
False |
True |
13,292 |
| 20 |
3.526 |
3.181 |
0.345 |
10.4% |
0.113 |
3.4% |
39% |
False |
False |
15,307 |
| 40 |
3.526 |
2.962 |
0.564 |
17.0% |
0.105 |
3.2% |
63% |
False |
False |
14,152 |
| 60 |
3.526 |
2.909 |
0.617 |
18.6% |
0.100 |
3.0% |
66% |
False |
False |
12,749 |
| 80 |
3.526 |
2.909 |
0.617 |
18.6% |
0.088 |
2.7% |
66% |
False |
False |
11,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.744 |
|
2.618 |
3.590 |
|
1.618 |
3.496 |
|
1.000 |
3.438 |
|
0.618 |
3.402 |
|
HIGH |
3.344 |
|
0.618 |
3.308 |
|
0.500 |
3.297 |
|
0.382 |
3.286 |
|
LOW |
3.250 |
|
0.618 |
3.192 |
|
1.000 |
3.156 |
|
1.618 |
3.098 |
|
2.618 |
3.004 |
|
4.250 |
2.851 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.310 |
3.337 |
| PP |
3.303 |
3.330 |
| S1 |
3.297 |
3.323 |
|