NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.310 |
3.250 |
-0.060 |
-1.8% |
3.494 |
High |
3.335 |
3.349 |
0.014 |
0.4% |
3.631 |
Low |
3.240 |
3.205 |
-0.035 |
-1.1% |
3.240 |
Close |
3.277 |
3.323 |
0.046 |
1.4% |
3.277 |
Range |
0.095 |
0.144 |
0.049 |
51.6% |
0.391 |
ATR |
0.112 |
0.114 |
0.002 |
2.1% |
0.000 |
Volume |
39,974 |
26,681 |
-13,293 |
-33.3% |
121,900 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.724 |
3.668 |
3.402 |
|
R3 |
3.580 |
3.524 |
3.363 |
|
R2 |
3.436 |
3.436 |
3.349 |
|
R1 |
3.380 |
3.380 |
3.336 |
3.408 |
PP |
3.292 |
3.292 |
3.292 |
3.307 |
S1 |
3.236 |
3.236 |
3.310 |
3.264 |
S2 |
3.148 |
3.148 |
3.297 |
|
S3 |
3.004 |
3.092 |
3.283 |
|
S4 |
2.860 |
2.948 |
3.244 |
|
|
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 |
3.205 |
0.426 |
12.8% |
0.134 |
4.0% |
28% |
False |
True |
26,677 |
10 |
3.631 |
3.205 |
0.426 |
12.8% |
0.114 |
3.4% |
28% |
False |
True |
21,862 |
20 |
3.631 |
3.205 |
0.426 |
12.8% |
0.108 |
3.3% |
28% |
False |
True |
19,238 |
40 |
3.631 |
2.962 |
0.669 |
20.1% |
0.111 |
3.3% |
54% |
False |
False |
17,485 |
60 |
3.631 |
2.962 |
0.669 |
20.1% |
0.105 |
3.2% |
54% |
False |
False |
15,619 |
80 |
3.631 |
2.909 |
0.722 |
21.7% |
0.096 |
2.9% |
57% |
False |
False |
14,061 |
100 |
3.631 |
2.909 |
0.722 |
21.7% |
0.090 |
2.7% |
57% |
False |
False |
12,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.961 |
2.618 |
3.726 |
1.618 |
3.582 |
1.000 |
3.493 |
0.618 |
3.438 |
HIGH |
3.349 |
0.618 |
3.294 |
0.500 |
3.277 |
0.382 |
3.260 |
LOW |
3.205 |
0.618 |
3.116 |
1.000 |
3.061 |
1.618 |
2.972 |
2.618 |
2.828 |
4.250 |
2.593 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.308 |
3.368 |
PP |
3.292 |
3.353 |
S1 |
3.277 |
3.338 |
|