NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.975 |
3.031 |
0.056 |
1.9% |
2.875 |
| High |
3.045 |
3.096 |
0.051 |
1.7% |
3.096 |
| Low |
2.925 |
2.984 |
0.059 |
2.0% |
2.720 |
| Close |
2.999 |
3.081 |
0.082 |
2.7% |
3.081 |
| Range |
0.120 |
0.112 |
-0.008 |
-6.7% |
0.376 |
| ATR |
0.148 |
0.145 |
-0.003 |
-1.7% |
0.000 |
| Volume |
162,405 |
127,991 |
-34,414 |
-21.2% |
671,985 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.390 |
3.347 |
3.143 |
|
| R3 |
3.278 |
3.235 |
3.112 |
|
| R2 |
3.166 |
3.166 |
3.102 |
|
| R1 |
3.123 |
3.123 |
3.091 |
3.145 |
| PP |
3.054 |
3.054 |
3.054 |
3.064 |
| S1 |
3.011 |
3.011 |
3.071 |
3.033 |
| S2 |
2.942 |
2.942 |
3.060 |
|
| S3 |
2.830 |
2.899 |
3.050 |
|
| S4 |
2.718 |
2.787 |
3.019 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.094 |
3.963 |
3.288 |
|
| R3 |
3.718 |
3.587 |
3.184 |
|
| R2 |
3.342 |
3.342 |
3.150 |
|
| R1 |
3.211 |
3.211 |
3.115 |
3.277 |
| PP |
2.966 |
2.966 |
2.966 |
2.998 |
| S1 |
2.835 |
2.835 |
3.047 |
2.901 |
| S2 |
2.590 |
2.590 |
3.012 |
|
| S3 |
2.214 |
2.459 |
2.978 |
|
| S4 |
1.838 |
2.083 |
2.874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.096 |
2.720 |
0.376 |
12.2% |
0.147 |
4.8% |
96% |
True |
False |
134,397 |
| 10 |
3.096 |
2.718 |
0.378 |
12.3% |
0.146 |
4.7% |
96% |
True |
False |
131,351 |
| 20 |
3.096 |
2.577 |
0.519 |
16.8% |
0.147 |
4.8% |
97% |
True |
False |
124,967 |
| 40 |
3.096 |
2.215 |
0.881 |
28.6% |
0.139 |
4.5% |
98% |
True |
False |
91,017 |
| 60 |
3.096 |
2.215 |
0.881 |
28.6% |
0.133 |
4.3% |
98% |
True |
False |
73,117 |
| 80 |
3.096 |
2.175 |
0.921 |
29.9% |
0.117 |
3.8% |
98% |
True |
False |
60,582 |
| 100 |
3.096 |
2.175 |
0.921 |
29.9% |
0.109 |
3.5% |
98% |
True |
False |
50,720 |
| 120 |
3.137 |
2.175 |
0.962 |
31.2% |
0.111 |
3.6% |
94% |
False |
False |
44,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.572 |
|
2.618 |
3.389 |
|
1.618 |
3.277 |
|
1.000 |
3.208 |
|
0.618 |
3.165 |
|
HIGH |
3.096 |
|
0.618 |
3.053 |
|
0.500 |
3.040 |
|
0.382 |
3.027 |
|
LOW |
2.984 |
|
0.618 |
2.915 |
|
1.000 |
2.872 |
|
1.618 |
2.803 |
|
2.618 |
2.691 |
|
4.250 |
2.508 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.067 |
3.033 |
| PP |
3.054 |
2.985 |
| S1 |
3.040 |
2.937 |
|