NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.853 |
2.878 |
0.025 |
0.9% |
2.781 |
| High |
2.920 |
2.911 |
-0.009 |
-0.3% |
2.920 |
| Low |
2.720 |
2.829 |
0.109 |
4.0% |
2.718 |
| Close |
2.874 |
2.874 |
0.000 |
0.0% |
2.874 |
| Range |
0.200 |
0.082 |
-0.118 |
-59.0% |
0.202 |
| ATR |
0.149 |
0.145 |
-0.005 |
-3.2% |
0.000 |
| Volume |
202,567 |
85,353 |
-117,214 |
-57.9% |
641,528 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.117 |
3.078 |
2.919 |
|
| R3 |
3.035 |
2.996 |
2.897 |
|
| R2 |
2.953 |
2.953 |
2.889 |
|
| R1 |
2.914 |
2.914 |
2.882 |
2.893 |
| PP |
2.871 |
2.871 |
2.871 |
2.861 |
| S1 |
2.832 |
2.832 |
2.866 |
2.811 |
| S2 |
2.789 |
2.789 |
2.859 |
|
| S3 |
2.707 |
2.750 |
2.851 |
|
| S4 |
2.625 |
2.668 |
2.829 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.443 |
3.361 |
2.985 |
|
| R3 |
3.241 |
3.159 |
2.930 |
|
| R2 |
3.039 |
3.039 |
2.911 |
|
| R1 |
2.957 |
2.957 |
2.893 |
2.998 |
| PP |
2.837 |
2.837 |
2.837 |
2.858 |
| S1 |
2.755 |
2.755 |
2.855 |
2.796 |
| S2 |
2.635 |
2.635 |
2.837 |
|
| S3 |
2.433 |
2.553 |
2.818 |
|
| S4 |
2.231 |
2.351 |
2.763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.920 |
2.718 |
0.202 |
7.0% |
0.145 |
5.1% |
77% |
False |
False |
128,305 |
| 10 |
3.060 |
2.716 |
0.344 |
12.0% |
0.145 |
5.0% |
46% |
False |
False |
116,999 |
| 20 |
3.060 |
2.489 |
0.571 |
19.9% |
0.149 |
5.2% |
67% |
False |
False |
111,476 |
| 40 |
3.060 |
2.215 |
0.845 |
29.4% |
0.139 |
4.8% |
78% |
False |
False |
79,004 |
| 60 |
3.060 |
2.175 |
0.885 |
30.8% |
0.127 |
4.4% |
79% |
False |
False |
64,037 |
| 80 |
3.060 |
2.175 |
0.885 |
30.8% |
0.113 |
3.9% |
79% |
False |
False |
52,775 |
| 100 |
3.134 |
2.175 |
0.959 |
33.4% |
0.108 |
3.7% |
73% |
False |
False |
44,351 |
| 120 |
3.148 |
2.175 |
0.973 |
33.9% |
0.111 |
3.9% |
72% |
False |
False |
39,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.260 |
|
2.618 |
3.126 |
|
1.618 |
3.044 |
|
1.000 |
2.993 |
|
0.618 |
2.962 |
|
HIGH |
2.911 |
|
0.618 |
2.880 |
|
0.500 |
2.870 |
|
0.382 |
2.860 |
|
LOW |
2.829 |
|
0.618 |
2.778 |
|
1.000 |
2.747 |
|
1.618 |
2.696 |
|
2.618 |
2.614 |
|
4.250 |
2.481 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.873 |
2.856 |
| PP |
2.871 |
2.837 |
| S1 |
2.870 |
2.819 |
|