NYMEX Natural Gas Future September 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 |
2.868 |
2.804 |
-0.064 |
-2.2% |
2.781 |
| High |
2.907 |
2.831 |
-0.076 |
-2.6% |
2.909 |
| Low |
2.774 |
2.711 |
-0.063 |
-2.3% |
2.706 |
| Close |
2.793 |
2.786 |
-0.007 |
-0.3% |
2.869 |
| Range |
0.133 |
0.120 |
-0.013 |
-9.8% |
0.203 |
| ATR |
0.141 |
0.140 |
-0.002 |
-1.1% |
0.000 |
| Volume |
46,224 |
57,783 |
11,559 |
25.0% |
337,514 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.136 |
3.081 |
2.852 |
|
| R3 |
3.016 |
2.961 |
2.819 |
|
| R2 |
2.896 |
2.896 |
2.808 |
|
| R1 |
2.841 |
2.841 |
2.797 |
2.809 |
| PP |
2.776 |
2.776 |
2.776 |
2.760 |
| S1 |
2.721 |
2.721 |
2.775 |
2.689 |
| S2 |
2.656 |
2.656 |
2.764 |
|
| S3 |
2.536 |
2.601 |
2.753 |
|
| S4 |
2.416 |
2.481 |
2.720 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.437 |
3.356 |
2.981 |
|
| R3 |
3.234 |
3.153 |
2.925 |
|
| R2 |
3.031 |
3.031 |
2.906 |
|
| R1 |
2.950 |
2.950 |
2.888 |
2.991 |
| PP |
2.828 |
2.828 |
2.828 |
2.848 |
| S1 |
2.747 |
2.747 |
2.850 |
2.788 |
| S2 |
2.625 |
2.625 |
2.832 |
|
| S3 |
2.422 |
2.544 |
2.813 |
|
| S4 |
2.219 |
2.341 |
2.757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.908 |
2.706 |
0.202 |
7.3% |
0.134 |
4.8% |
40% |
False |
False |
61,998 |
| 10 |
3.065 |
2.706 |
0.359 |
12.9% |
0.146 |
5.3% |
22% |
False |
False |
56,747 |
| 20 |
3.065 |
2.563 |
0.502 |
18.0% |
0.145 |
5.2% |
44% |
False |
False |
56,021 |
| 40 |
3.065 |
2.259 |
0.806 |
28.9% |
0.135 |
4.8% |
65% |
False |
False |
54,262 |
| 60 |
3.065 |
2.233 |
0.832 |
29.9% |
0.126 |
4.5% |
66% |
False |
False |
46,172 |
| 80 |
3.065 |
2.222 |
0.843 |
30.3% |
0.110 |
4.0% |
67% |
False |
False |
38,622 |
| 100 |
3.106 |
2.222 |
0.884 |
31.7% |
0.104 |
3.7% |
64% |
False |
False |
33,090 |
| 120 |
3.170 |
2.222 |
0.948 |
34.0% |
0.108 |
3.9% |
59% |
False |
False |
29,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.341 |
|
2.618 |
3.145 |
|
1.618 |
3.025 |
|
1.000 |
2.951 |
|
0.618 |
2.905 |
|
HIGH |
2.831 |
|
0.618 |
2.785 |
|
0.500 |
2.771 |
|
0.382 |
2.757 |
|
LOW |
2.711 |
|
0.618 |
2.637 |
|
1.000 |
2.591 |
|
1.618 |
2.517 |
|
2.618 |
2.397 |
|
4.250 |
2.201 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.781 |
2.809 |
| PP |
2.776 |
2.801 |
| S1 |
2.771 |
2.794 |
|