NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.513 |
3.494 |
-0.019 |
-0.5% |
3.450 |
| High |
3.519 |
3.605 |
0.086 |
2.4% |
3.535 |
| Low |
3.437 |
3.489 |
0.052 |
1.5% |
3.385 |
| Close |
3.468 |
3.602 |
0.134 |
3.9% |
3.468 |
| Range |
0.082 |
0.116 |
0.034 |
41.5% |
0.150 |
| ATR |
0.101 |
0.104 |
0.003 |
2.5% |
0.000 |
| Volume |
17,088 |
15,192 |
-1,896 |
-11.1% |
95,573 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.913 |
3.874 |
3.666 |
|
| R3 |
3.797 |
3.758 |
3.634 |
|
| R2 |
3.681 |
3.681 |
3.623 |
|
| R1 |
3.642 |
3.642 |
3.613 |
3.662 |
| PP |
3.565 |
3.565 |
3.565 |
3.575 |
| S1 |
3.526 |
3.526 |
3.591 |
3.546 |
| S2 |
3.449 |
3.449 |
3.581 |
|
| S3 |
3.333 |
3.410 |
3.570 |
|
| S4 |
3.217 |
3.294 |
3.538 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.913 |
3.840 |
3.551 |
|
| R3 |
3.763 |
3.690 |
3.509 |
|
| R2 |
3.613 |
3.613 |
3.496 |
|
| R1 |
3.540 |
3.540 |
3.482 |
3.577 |
| PP |
3.463 |
3.463 |
3.463 |
3.481 |
| S1 |
3.390 |
3.390 |
3.454 |
3.427 |
| S2 |
3.313 |
3.313 |
3.441 |
|
| S3 |
3.163 |
3.240 |
3.427 |
|
| S4 |
3.013 |
3.090 |
3.386 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.605 |
3.430 |
0.175 |
4.9% |
0.094 |
2.6% |
98% |
True |
False |
17,047 |
| 10 |
3.605 |
3.250 |
0.355 |
9.9% |
0.095 |
2.6% |
99% |
True |
False |
17,910 |
| 20 |
3.605 |
3.250 |
0.355 |
9.9% |
0.104 |
2.9% |
99% |
True |
False |
16,160 |
| 40 |
3.605 |
2.962 |
0.643 |
17.9% |
0.105 |
2.9% |
100% |
True |
False |
15,564 |
| 60 |
3.605 |
2.962 |
0.643 |
17.9% |
0.101 |
2.8% |
100% |
True |
False |
14,105 |
| 80 |
3.605 |
2.909 |
0.696 |
19.3% |
0.092 |
2.6% |
100% |
True |
False |
12,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.098 |
|
2.618 |
3.909 |
|
1.618 |
3.793 |
|
1.000 |
3.721 |
|
0.618 |
3.677 |
|
HIGH |
3.605 |
|
0.618 |
3.561 |
|
0.500 |
3.547 |
|
0.382 |
3.533 |
|
LOW |
3.489 |
|
0.618 |
3.417 |
|
1.000 |
3.373 |
|
1.618 |
3.301 |
|
2.618 |
3.185 |
|
4.250 |
2.996 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.584 |
3.575 |
| PP |
3.565 |
3.548 |
| S1 |
3.547 |
3.521 |
|