NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.875 |
2.816 |
-0.059 |
-2.1% |
2.781 |
| High |
2.915 |
2.846 |
-0.069 |
-2.4% |
2.920 |
| Low |
2.781 |
2.720 |
-0.061 |
-2.2% |
2.718 |
| Close |
2.801 |
2.825 |
0.024 |
0.9% |
2.874 |
| Range |
0.134 |
0.126 |
-0.008 |
-6.0% |
0.202 |
| ATR |
0.144 |
0.143 |
-0.001 |
-0.9% |
0.000 |
| Volume |
99,560 |
103,543 |
3,983 |
4.0% |
641,528 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.175 |
3.126 |
2.894 |
|
| R3 |
3.049 |
3.000 |
2.860 |
|
| R2 |
2.923 |
2.923 |
2.848 |
|
| R1 |
2.874 |
2.874 |
2.837 |
2.899 |
| PP |
2.797 |
2.797 |
2.797 |
2.809 |
| S1 |
2.748 |
2.748 |
2.813 |
2.773 |
| S2 |
2.671 |
2.671 |
2.802 |
|
| S3 |
2.545 |
2.622 |
2.790 |
|
| S4 |
2.419 |
2.496 |
2.756 |
|
|
| 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% |
0.137 |
4.9% |
53% |
False |
False |
119,421 |
| 10 |
3.060 |
2.718 |
0.342 |
12.1% |
0.148 |
5.2% |
31% |
False |
False |
114,393 |
| 20 |
3.060 |
2.536 |
0.524 |
18.5% |
0.147 |
5.2% |
55% |
False |
False |
112,669 |
| 40 |
3.060 |
2.215 |
0.845 |
29.9% |
0.138 |
4.9% |
72% |
False |
False |
82,126 |
| 60 |
3.060 |
2.195 |
0.865 |
30.6% |
0.130 |
4.6% |
73% |
False |
False |
66,629 |
| 80 |
3.060 |
2.175 |
0.885 |
31.3% |
0.114 |
4.0% |
73% |
False |
False |
55,079 |
| 100 |
3.097 |
2.175 |
0.922 |
32.6% |
0.108 |
3.8% |
70% |
False |
False |
46,234 |
| 120 |
3.148 |
2.175 |
0.973 |
34.4% |
0.111 |
3.9% |
67% |
False |
False |
40,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.382 |
|
2.618 |
3.176 |
|
1.618 |
3.050 |
|
1.000 |
2.972 |
|
0.618 |
2.924 |
|
HIGH |
2.846 |
|
0.618 |
2.798 |
|
0.500 |
2.783 |
|
0.382 |
2.768 |
|
LOW |
2.720 |
|
0.618 |
2.642 |
|
1.000 |
2.594 |
|
1.618 |
2.516 |
|
2.618 |
2.390 |
|
4.250 |
2.185 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.811 |
2.823 |
| PP |
2.797 |
2.820 |
| S1 |
2.783 |
2.818 |
|