NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.527 |
3.310 |
-0.217 |
-6.2% |
3.494 |
| High |
3.530 |
3.335 |
-0.195 |
-5.5% |
3.631 |
| Low |
3.300 |
3.240 |
-0.060 |
-1.8% |
3.240 |
| Close |
3.323 |
3.277 |
-0.046 |
-1.4% |
3.277 |
| Range |
0.230 |
0.095 |
-0.135 |
-58.7% |
0.391 |
| ATR |
0.113 |
0.112 |
-0.001 |
-1.1% |
0.000 |
| Volume |
24,745 |
39,974 |
15,229 |
61.5% |
121,900 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.569 |
3.518 |
3.329 |
|
| R3 |
3.474 |
3.423 |
3.303 |
|
| R2 |
3.379 |
3.379 |
3.294 |
|
| R1 |
3.328 |
3.328 |
3.286 |
3.306 |
| PP |
3.284 |
3.284 |
3.284 |
3.273 |
| S1 |
3.233 |
3.233 |
3.268 |
3.211 |
| S2 |
3.189 |
3.189 |
3.260 |
|
| S3 |
3.094 |
3.138 |
3.251 |
|
| S4 |
2.999 |
3.043 |
3.225 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.556 |
4.307 |
3.492 |
|
| R3 |
4.165 |
3.916 |
3.385 |
|
| R2 |
3.774 |
3.774 |
3.349 |
|
| R1 |
3.525 |
3.525 |
3.313 |
3.454 |
| PP |
3.383 |
3.383 |
3.383 |
3.347 |
| S1 |
3.134 |
3.134 |
3.241 |
3.063 |
| S2 |
2.992 |
2.992 |
3.205 |
|
| S3 |
2.601 |
2.743 |
3.169 |
|
| S4 |
2.210 |
2.352 |
3.062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.631 |
3.240 |
0.391 |
11.9% |
0.128 |
3.9% |
9% |
False |
True |
24,380 |
| 10 |
3.631 |
3.240 |
0.391 |
11.9% |
0.109 |
3.3% |
9% |
False |
True |
21,747 |
| 20 |
3.631 |
3.240 |
0.391 |
11.9% |
0.105 |
3.2% |
9% |
False |
True |
18,895 |
| 40 |
3.631 |
2.962 |
0.669 |
20.4% |
0.109 |
3.3% |
47% |
False |
False |
17,297 |
| 60 |
3.631 |
2.962 |
0.669 |
20.4% |
0.104 |
3.2% |
47% |
False |
False |
15,389 |
| 80 |
3.631 |
2.909 |
0.722 |
22.0% |
0.096 |
2.9% |
51% |
False |
False |
13,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.739 |
|
2.618 |
3.584 |
|
1.618 |
3.489 |
|
1.000 |
3.430 |
|
0.618 |
3.394 |
|
HIGH |
3.335 |
|
0.618 |
3.299 |
|
0.500 |
3.288 |
|
0.382 |
3.276 |
|
LOW |
3.240 |
|
0.618 |
3.181 |
|
1.000 |
3.145 |
|
1.618 |
3.086 |
|
2.618 |
2.991 |
|
4.250 |
2.836 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.288 |
3.417 |
| PP |
3.284 |
3.370 |
| S1 |
3.281 |
3.324 |
|