NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.585 |
3.527 |
-0.058 |
-1.6% |
3.450 |
| High |
3.594 |
3.530 |
-0.064 |
-1.8% |
3.535 |
| Low |
3.491 |
3.300 |
-0.191 |
-5.5% |
3.385 |
| Close |
3.540 |
3.323 |
-0.217 |
-6.1% |
3.468 |
| Range |
0.103 |
0.230 |
0.127 |
123.3% |
0.150 |
| ATR |
0.103 |
0.113 |
0.010 |
9.5% |
0.000 |
| Volume |
22,326 |
24,745 |
2,419 |
10.8% |
95,573 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
3.929 |
3.450 |
|
| R3 |
3.844 |
3.699 |
3.386 |
|
| R2 |
3.614 |
3.614 |
3.365 |
|
| R1 |
3.469 |
3.469 |
3.344 |
3.427 |
| PP |
3.384 |
3.384 |
3.384 |
3.363 |
| S1 |
3.239 |
3.239 |
3.302 |
3.197 |
| S2 |
3.154 |
3.154 |
3.281 |
|
| S3 |
2.924 |
3.009 |
3.260 |
|
| S4 |
2.694 |
2.779 |
3.197 |
|
|
| 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 |
3.631 |
3.300 |
0.331 |
10.0% |
0.125 |
3.8% |
7% |
False |
True |
19,802 |
| 10 |
3.631 |
3.300 |
0.331 |
10.0% |
0.109 |
3.3% |
7% |
False |
True |
20,461 |
| 20 |
3.631 |
3.250 |
0.381 |
11.5% |
0.113 |
3.4% |
19% |
False |
False |
17,423 |
| 40 |
3.631 |
2.962 |
0.669 |
20.1% |
0.110 |
3.3% |
54% |
False |
False |
16,523 |
| 60 |
3.631 |
2.962 |
0.669 |
20.1% |
0.103 |
3.1% |
54% |
False |
False |
14,877 |
| 80 |
3.631 |
2.909 |
0.722 |
21.7% |
0.095 |
2.9% |
57% |
False |
False |
13,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.508 |
|
2.618 |
4.132 |
|
1.618 |
3.902 |
|
1.000 |
3.760 |
|
0.618 |
3.672 |
|
HIGH |
3.530 |
|
0.618 |
3.442 |
|
0.500 |
3.415 |
|
0.382 |
3.388 |
|
LOW |
3.300 |
|
0.618 |
3.158 |
|
1.000 |
3.070 |
|
1.618 |
2.928 |
|
2.618 |
2.698 |
|
4.250 |
2.323 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.415 |
3.466 |
| PP |
3.384 |
3.418 |
| S1 |
3.354 |
3.371 |
|