NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.174 |
3.062 |
-0.112 |
-3.5% |
2.875 |
| High |
3.178 |
3.129 |
-0.049 |
-1.5% |
3.096 |
| Low |
3.050 |
3.018 |
-0.032 |
-1.0% |
2.720 |
| Close |
3.145 |
3.105 |
-0.040 |
-1.3% |
3.081 |
| Range |
0.128 |
0.111 |
-0.017 |
-13.3% |
0.376 |
| ATR |
0.142 |
0.141 |
-0.001 |
-0.8% |
0.000 |
| Volume |
95,548 |
64,611 |
-30,937 |
-32.4% |
671,985 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.417 |
3.372 |
3.166 |
|
| R3 |
3.306 |
3.261 |
3.136 |
|
| R2 |
3.195 |
3.195 |
3.125 |
|
| R1 |
3.150 |
3.150 |
3.115 |
3.173 |
| PP |
3.084 |
3.084 |
3.084 |
3.095 |
| S1 |
3.039 |
3.039 |
3.095 |
3.062 |
| S2 |
2.973 |
2.973 |
3.085 |
|
| S3 |
2.862 |
2.928 |
3.074 |
|
| S4 |
2.751 |
2.817 |
3.044 |
|
|
| 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 |
3.196 |
2.984 |
0.212 |
6.8% |
0.120 |
3.9% |
57% |
False |
False |
103,007 |
| 10 |
3.196 |
2.720 |
0.476 |
15.3% |
0.131 |
4.2% |
81% |
False |
False |
114,438 |
| 20 |
3.196 |
2.659 |
0.537 |
17.3% |
0.143 |
4.6% |
83% |
False |
False |
119,840 |
| 40 |
3.196 |
2.215 |
0.981 |
31.6% |
0.139 |
4.5% |
91% |
False |
False |
97,151 |
| 60 |
3.196 |
2.215 |
0.981 |
31.6% |
0.134 |
4.3% |
91% |
False |
False |
77,678 |
| 80 |
3.196 |
2.175 |
1.021 |
32.9% |
0.119 |
3.8% |
91% |
False |
False |
64,639 |
| 100 |
3.196 |
2.175 |
1.021 |
32.9% |
0.111 |
3.6% |
91% |
False |
False |
54,201 |
| 120 |
3.196 |
2.175 |
1.021 |
32.9% |
0.110 |
3.5% |
91% |
False |
False |
47,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.601 |
|
2.618 |
3.420 |
|
1.618 |
3.309 |
|
1.000 |
3.240 |
|
0.618 |
3.198 |
|
HIGH |
3.129 |
|
0.618 |
3.087 |
|
0.500 |
3.074 |
|
0.382 |
3.060 |
|
LOW |
3.018 |
|
0.618 |
2.949 |
|
1.000 |
2.907 |
|
1.618 |
2.838 |
|
2.618 |
2.727 |
|
4.250 |
2.546 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.095 |
3.107 |
| PP |
3.084 |
3.106 |
| S1 |
3.074 |
3.106 |
|