NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.384 |
3.381 |
-0.003 |
-0.1% |
3.400 |
| High |
3.418 |
3.459 |
0.041 |
1.2% |
3.459 |
| Low |
3.360 |
3.362 |
0.002 |
0.1% |
3.250 |
| Close |
3.378 |
3.451 |
0.073 |
2.2% |
3.451 |
| Range |
0.058 |
0.097 |
0.039 |
67.2% |
0.209 |
| ATR |
0.107 |
0.107 |
-0.001 |
-0.7% |
0.000 |
| Volume |
20,716 |
27,111 |
6,395 |
30.9% |
79,262 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.715 |
3.680 |
3.504 |
|
| R3 |
3.618 |
3.583 |
3.478 |
|
| R2 |
3.521 |
3.521 |
3.469 |
|
| R1 |
3.486 |
3.486 |
3.460 |
3.504 |
| PP |
3.424 |
3.424 |
3.424 |
3.433 |
| S1 |
3.389 |
3.389 |
3.442 |
3.407 |
| S2 |
3.327 |
3.327 |
3.433 |
|
| S3 |
3.230 |
3.292 |
3.424 |
|
| S4 |
3.133 |
3.195 |
3.398 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.014 |
3.941 |
3.566 |
|
| R3 |
3.805 |
3.732 |
3.508 |
|
| R2 |
3.596 |
3.596 |
3.489 |
|
| R1 |
3.523 |
3.523 |
3.470 |
3.560 |
| PP |
3.387 |
3.387 |
3.387 |
3.405 |
| S1 |
3.314 |
3.314 |
3.432 |
3.351 |
| S2 |
3.178 |
3.178 |
3.413 |
|
| S3 |
2.969 |
3.105 |
3.394 |
|
| S4 |
2.760 |
2.896 |
3.336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.459 |
3.250 |
0.209 |
6.1% |
0.099 |
2.9% |
96% |
True |
False |
15,852 |
| 10 |
3.459 |
3.250 |
0.209 |
6.1% |
0.102 |
3.0% |
96% |
True |
False |
16,044 |
| 20 |
3.526 |
3.198 |
0.328 |
9.5% |
0.111 |
3.2% |
77% |
False |
False |
16,001 |
| 40 |
3.526 |
2.962 |
0.564 |
16.3% |
0.105 |
3.0% |
87% |
False |
False |
14,553 |
| 60 |
3.526 |
2.962 |
0.564 |
16.3% |
0.101 |
2.9% |
87% |
False |
False |
13,291 |
| 80 |
3.526 |
2.909 |
0.617 |
17.9% |
0.090 |
2.6% |
88% |
False |
False |
12,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.871 |
|
2.618 |
3.713 |
|
1.618 |
3.616 |
|
1.000 |
3.556 |
|
0.618 |
3.519 |
|
HIGH |
3.459 |
|
0.618 |
3.422 |
|
0.500 |
3.411 |
|
0.382 |
3.399 |
|
LOW |
3.362 |
|
0.618 |
3.302 |
|
1.000 |
3.265 |
|
1.618 |
3.205 |
|
2.618 |
3.108 |
|
4.250 |
2.950 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.438 |
3.427 |
| PP |
3.424 |
3.402 |
| S1 |
3.411 |
3.378 |
|