NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.299 |
3.384 |
0.085 |
2.6% |
3.302 |
| High |
3.430 |
3.418 |
-0.012 |
-0.3% |
3.423 |
| Low |
3.296 |
3.360 |
0.064 |
1.9% |
3.255 |
| Close |
3.404 |
3.378 |
-0.026 |
-0.8% |
3.399 |
| Range |
0.134 |
0.058 |
-0.076 |
-56.7% |
0.168 |
| ATR |
0.111 |
0.107 |
-0.004 |
-3.4% |
0.000 |
| Volume |
10,150 |
20,716 |
10,566 |
104.1% |
81,183 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.559 |
3.527 |
3.410 |
|
| R3 |
3.501 |
3.469 |
3.394 |
|
| R2 |
3.443 |
3.443 |
3.389 |
|
| R1 |
3.411 |
3.411 |
3.383 |
3.398 |
| PP |
3.385 |
3.385 |
3.385 |
3.379 |
| S1 |
3.353 |
3.353 |
3.373 |
3.340 |
| S2 |
3.327 |
3.327 |
3.367 |
|
| S3 |
3.269 |
3.295 |
3.362 |
|
| S4 |
3.211 |
3.237 |
3.346 |
|
|
| 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 |
3.430 |
3.250 |
0.180 |
5.3% |
0.092 |
2.7% |
71% |
False |
False |
14,387 |
| 10 |
3.526 |
3.250 |
0.276 |
8.2% |
0.117 |
3.5% |
46% |
False |
False |
14,386 |
| 20 |
3.526 |
3.198 |
0.328 |
9.7% |
0.111 |
3.3% |
55% |
False |
False |
15,602 |
| 40 |
3.526 |
2.962 |
0.564 |
16.7% |
0.104 |
3.1% |
74% |
False |
False |
14,152 |
| 60 |
3.526 |
2.962 |
0.564 |
16.7% |
0.101 |
3.0% |
74% |
False |
False |
12,978 |
| 80 |
3.526 |
2.909 |
0.617 |
18.3% |
0.089 |
2.6% |
76% |
False |
False |
11,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.665 |
|
2.618 |
3.570 |
|
1.618 |
3.512 |
|
1.000 |
3.476 |
|
0.618 |
3.454 |
|
HIGH |
3.418 |
|
0.618 |
3.396 |
|
0.500 |
3.389 |
|
0.382 |
3.382 |
|
LOW |
3.360 |
|
0.618 |
3.324 |
|
1.000 |
3.302 |
|
1.618 |
3.266 |
|
2.618 |
3.208 |
|
4.250 |
3.114 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.389 |
3.365 |
| PP |
3.385 |
3.353 |
| S1 |
3.382 |
3.340 |
|