NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.761 |
2.804 |
0.043 |
1.6% |
2.707 |
| High |
2.832 |
2.855 |
0.023 |
0.8% |
2.975 |
| Low |
2.716 |
2.742 |
0.026 |
1.0% |
2.659 |
| Close |
2.770 |
2.836 |
0.066 |
2.4% |
2.770 |
| Range |
0.116 |
0.113 |
-0.003 |
-2.6% |
0.316 |
| ATR |
0.140 |
0.138 |
-0.002 |
-1.4% |
0.000 |
| Volume |
141,539 |
87,618 |
-53,921 |
-38.1% |
715,595 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.150 |
3.106 |
2.898 |
|
| R3 |
3.037 |
2.993 |
2.867 |
|
| R2 |
2.924 |
2.924 |
2.857 |
|
| R1 |
2.880 |
2.880 |
2.846 |
2.902 |
| PP |
2.811 |
2.811 |
2.811 |
2.822 |
| S1 |
2.767 |
2.767 |
2.826 |
2.789 |
| S2 |
2.698 |
2.698 |
2.815 |
|
| S3 |
2.585 |
2.654 |
2.805 |
|
| S4 |
2.472 |
2.541 |
2.774 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.749 |
3.576 |
2.944 |
|
| R3 |
3.433 |
3.260 |
2.857 |
|
| R2 |
3.117 |
3.117 |
2.828 |
|
| R1 |
2.944 |
2.944 |
2.799 |
3.031 |
| PP |
2.801 |
2.801 |
2.801 |
2.845 |
| S1 |
2.628 |
2.628 |
2.741 |
2.715 |
| S2 |
2.485 |
2.485 |
2.712 |
|
| S3 |
2.169 |
2.312 |
2.683 |
|
| S4 |
1.853 |
1.996 |
2.596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.975 |
2.659 |
0.316 |
11.1% |
0.154 |
5.4% |
56% |
False |
False |
145,235 |
| 10 |
2.975 |
2.536 |
0.439 |
15.5% |
0.146 |
5.1% |
68% |
False |
False |
110,944 |
| 20 |
2.975 |
2.215 |
0.760 |
26.8% |
0.139 |
4.9% |
82% |
False |
False |
87,720 |
| 40 |
2.975 |
2.215 |
0.760 |
26.8% |
0.130 |
4.6% |
82% |
False |
False |
63,816 |
| 60 |
2.975 |
2.175 |
0.800 |
28.2% |
0.115 |
4.0% |
83% |
False |
False |
51,712 |
| 80 |
2.975 |
2.175 |
0.800 |
28.2% |
0.105 |
3.7% |
83% |
False |
False |
42,305 |
| 100 |
3.137 |
2.175 |
0.962 |
33.9% |
0.104 |
3.7% |
69% |
False |
False |
36,072 |
| 120 |
3.232 |
2.175 |
1.057 |
37.3% |
0.111 |
3.9% |
63% |
False |
False |
32,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.335 |
|
2.618 |
3.151 |
|
1.618 |
3.038 |
|
1.000 |
2.968 |
|
0.618 |
2.925 |
|
HIGH |
2.855 |
|
0.618 |
2.812 |
|
0.500 |
2.799 |
|
0.382 |
2.785 |
|
LOW |
2.742 |
|
0.618 |
2.672 |
|
1.000 |
2.629 |
|
1.618 |
2.559 |
|
2.618 |
2.446 |
|
4.250 |
2.262 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.824 |
2.810 |
| PP |
2.811 |
2.783 |
| S1 |
2.799 |
2.757 |
|