NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.445 |
3.510 |
0.065 |
1.9% |
3.400 |
| High |
3.525 |
3.535 |
0.010 |
0.3% |
3.459 |
| Low |
3.430 |
3.440 |
0.010 |
0.3% |
3.250 |
| Close |
3.525 |
3.464 |
-0.061 |
-1.7% |
3.451 |
| Range |
0.095 |
0.095 |
0.000 |
0.0% |
0.209 |
| ATR |
0.105 |
0.104 |
-0.001 |
-0.7% |
0.000 |
| Volume |
16,496 |
16,467 |
-29 |
-0.2% |
79,262 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.765 |
3.709 |
3.516 |
|
| R3 |
3.670 |
3.614 |
3.490 |
|
| R2 |
3.575 |
3.575 |
3.481 |
|
| R1 |
3.519 |
3.519 |
3.473 |
3.500 |
| PP |
3.480 |
3.480 |
3.480 |
3.470 |
| S1 |
3.424 |
3.424 |
3.455 |
3.405 |
| S2 |
3.385 |
3.385 |
3.447 |
|
| S3 |
3.290 |
3.329 |
3.438 |
|
| S4 |
3.195 |
3.234 |
3.412 |
|
|
| 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 |
3.535 |
3.360 |
0.175 |
5.1% |
0.088 |
2.5% |
59% |
True |
False |
21,263 |
| 10 |
3.535 |
3.250 |
0.285 |
8.2% |
0.100 |
2.9% |
75% |
True |
False |
17,027 |
| 20 |
3.535 |
3.240 |
0.295 |
8.5% |
0.110 |
3.2% |
76% |
True |
False |
16,484 |
| 40 |
3.535 |
2.962 |
0.573 |
16.5% |
0.105 |
3.0% |
88% |
True |
False |
15,160 |
| 60 |
3.535 |
2.962 |
0.573 |
16.5% |
0.101 |
2.9% |
88% |
True |
False |
13,719 |
| 80 |
3.535 |
2.909 |
0.626 |
18.1% |
0.091 |
2.6% |
89% |
True |
False |
12,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.939 |
|
2.618 |
3.784 |
|
1.618 |
3.689 |
|
1.000 |
3.630 |
|
0.618 |
3.594 |
|
HIGH |
3.535 |
|
0.618 |
3.499 |
|
0.500 |
3.488 |
|
0.382 |
3.476 |
|
LOW |
3.440 |
|
0.618 |
3.381 |
|
1.000 |
3.345 |
|
1.618 |
3.286 |
|
2.618 |
3.191 |
|
4.250 |
3.036 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.488 |
3.463 |
| PP |
3.480 |
3.461 |
| S1 |
3.472 |
3.460 |
|