NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.000 |
3.081 |
0.081 |
2.7% |
2.868 |
| High |
3.090 |
3.121 |
0.031 |
1.0% |
3.090 |
| Low |
2.971 |
2.977 |
0.006 |
0.2% |
2.711 |
| Close |
3.076 |
3.111 |
0.035 |
1.1% |
3.076 |
| Range |
0.119 |
0.144 |
0.025 |
21.0% |
0.379 |
| ATR |
0.143 |
0.143 |
0.000 |
0.1% |
0.000 |
| Volume |
124,004 |
79,342 |
-44,662 |
-36.0% |
433,026 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.502 |
3.450 |
3.190 |
|
| R3 |
3.358 |
3.306 |
3.151 |
|
| R2 |
3.214 |
3.214 |
3.137 |
|
| R1 |
3.162 |
3.162 |
3.124 |
3.188 |
| PP |
3.070 |
3.070 |
3.070 |
3.083 |
| S1 |
3.018 |
3.018 |
3.098 |
3.044 |
| S2 |
2.926 |
2.926 |
3.085 |
|
| S3 |
2.782 |
2.874 |
3.071 |
|
| S4 |
2.638 |
2.730 |
3.032 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.096 |
3.965 |
3.284 |
|
| R3 |
3.717 |
3.586 |
3.180 |
|
| R2 |
3.338 |
3.338 |
3.145 |
|
| R1 |
3.207 |
3.207 |
3.111 |
3.273 |
| PP |
2.959 |
2.959 |
2.959 |
2.992 |
| S1 |
2.828 |
2.828 |
3.041 |
2.894 |
| S2 |
2.580 |
2.580 |
3.007 |
|
| S3 |
2.201 |
2.449 |
2.972 |
|
| S4 |
1.822 |
2.070 |
2.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.121 |
2.711 |
0.410 |
13.2% |
0.147 |
4.7% |
98% |
True |
False |
93,228 |
| 10 |
3.121 |
2.706 |
0.415 |
13.3% |
0.147 |
4.7% |
98% |
True |
False |
76,973 |
| 20 |
3.121 |
2.673 |
0.448 |
14.4% |
0.146 |
4.7% |
98% |
True |
False |
66,401 |
| 40 |
3.121 |
2.259 |
0.862 |
27.7% |
0.138 |
4.4% |
99% |
True |
False |
61,158 |
| 60 |
3.121 |
2.259 |
0.862 |
27.7% |
0.130 |
4.2% |
99% |
True |
False |
51,611 |
| 80 |
3.121 |
2.222 |
0.899 |
28.9% |
0.115 |
3.7% |
99% |
True |
False |
43,263 |
| 100 |
3.121 |
2.222 |
0.899 |
28.9% |
0.106 |
3.4% |
99% |
True |
False |
36,796 |
| 120 |
3.143 |
2.222 |
0.921 |
29.6% |
0.108 |
3.5% |
97% |
False |
False |
32,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.733 |
|
2.618 |
3.498 |
|
1.618 |
3.354 |
|
1.000 |
3.265 |
|
0.618 |
3.210 |
|
HIGH |
3.121 |
|
0.618 |
3.066 |
|
0.500 |
3.049 |
|
0.382 |
3.032 |
|
LOW |
2.977 |
|
0.618 |
2.888 |
|
1.000 |
2.833 |
|
1.618 |
2.744 |
|
2.618 |
2.600 |
|
4.250 |
2.365 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.090 |
3.079 |
| PP |
3.070 |
3.046 |
| S1 |
3.049 |
3.014 |
|