NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.878 |
2.875 |
-0.003 |
-0.1% |
2.781 |
| High |
2.911 |
2.915 |
0.004 |
0.1% |
2.920 |
| Low |
2.829 |
2.781 |
-0.048 |
-1.7% |
2.718 |
| Close |
2.874 |
2.801 |
-0.073 |
-2.5% |
2.874 |
| Range |
0.082 |
0.134 |
0.052 |
63.4% |
0.202 |
| ATR |
0.145 |
0.144 |
-0.001 |
-0.5% |
0.000 |
| Volume |
85,353 |
99,560 |
14,207 |
16.6% |
641,528 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.234 |
3.152 |
2.875 |
|
| R3 |
3.100 |
3.018 |
2.838 |
|
| R2 |
2.966 |
2.966 |
2.826 |
|
| R1 |
2.884 |
2.884 |
2.813 |
2.858 |
| PP |
2.832 |
2.832 |
2.832 |
2.820 |
| S1 |
2.750 |
2.750 |
2.789 |
2.724 |
| S2 |
2.698 |
2.698 |
2.776 |
|
| S3 |
2.564 |
2.616 |
2.764 |
|
| S4 |
2.430 |
2.482 |
2.727 |
|
|
| 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 |
7.2% |
0.148 |
5.3% |
41% |
False |
False |
126,224 |
| 10 |
3.060 |
2.718 |
0.342 |
12.2% |
0.147 |
5.2% |
24% |
False |
False |
112,801 |
| 20 |
3.060 |
2.508 |
0.552 |
19.7% |
0.150 |
5.3% |
53% |
False |
False |
111,183 |
| 40 |
3.060 |
2.215 |
0.845 |
30.2% |
0.138 |
4.9% |
69% |
False |
False |
80,480 |
| 60 |
3.060 |
2.175 |
0.885 |
31.6% |
0.128 |
4.6% |
71% |
False |
False |
65,343 |
| 80 |
3.060 |
2.175 |
0.885 |
31.6% |
0.114 |
4.1% |
71% |
False |
False |
53,892 |
| 100 |
3.134 |
2.175 |
0.959 |
34.2% |
0.108 |
3.8% |
65% |
False |
False |
45,264 |
| 120 |
3.148 |
2.175 |
0.973 |
34.7% |
0.111 |
4.0% |
64% |
False |
False |
40,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.485 |
|
2.618 |
3.266 |
|
1.618 |
3.132 |
|
1.000 |
3.049 |
|
0.618 |
2.998 |
|
HIGH |
2.915 |
|
0.618 |
2.864 |
|
0.500 |
2.848 |
|
0.382 |
2.832 |
|
LOW |
2.781 |
|
0.618 |
2.698 |
|
1.000 |
2.647 |
|
1.618 |
2.564 |
|
2.618 |
2.430 |
|
4.250 |
2.212 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.848 |
2.820 |
| PP |
2.832 |
2.814 |
| S1 |
2.817 |
2.807 |
|