NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.106 |
3.160 |
0.054 |
1.7% |
2.868 |
| High |
3.186 |
3.167 |
-0.019 |
-0.6% |
3.090 |
| Low |
3.075 |
3.036 |
-0.039 |
-1.3% |
2.711 |
| Close |
3.156 |
3.052 |
-0.104 |
-3.3% |
3.076 |
| Range |
0.111 |
0.131 |
0.020 |
18.0% |
0.379 |
| ATR |
0.141 |
0.140 |
-0.001 |
-0.5% |
0.000 |
| Volume |
89,874 |
108,205 |
18,331 |
20.4% |
433,026 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.478 |
3.396 |
3.124 |
|
| R3 |
3.347 |
3.265 |
3.088 |
|
| R2 |
3.216 |
3.216 |
3.076 |
|
| R1 |
3.134 |
3.134 |
3.064 |
3.110 |
| PP |
3.085 |
3.085 |
3.085 |
3.073 |
| S1 |
3.003 |
3.003 |
3.040 |
2.979 |
| S2 |
2.954 |
2.954 |
3.028 |
|
| S3 |
2.823 |
2.872 |
3.016 |
|
| S4 |
2.692 |
2.741 |
2.980 |
|
|
| 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 |
3.186 |
2.907 |
0.279 |
9.1% |
0.125 |
4.1% |
52% |
False |
False |
99,980 |
| 10 |
3.186 |
2.707 |
0.479 |
15.7% |
0.139 |
4.6% |
72% |
False |
False |
85,663 |
| 20 |
3.186 |
2.673 |
0.513 |
16.8% |
0.147 |
4.8% |
74% |
False |
False |
72,316 |
| 40 |
3.186 |
2.259 |
0.927 |
30.4% |
0.137 |
4.5% |
86% |
False |
False |
64,443 |
| 60 |
3.186 |
2.259 |
0.927 |
30.4% |
0.130 |
4.3% |
86% |
False |
False |
54,065 |
| 80 |
3.186 |
2.222 |
0.964 |
31.6% |
0.116 |
3.8% |
86% |
False |
False |
45,329 |
| 100 |
3.186 |
2.222 |
0.964 |
31.6% |
0.107 |
3.5% |
86% |
False |
False |
38,552 |
| 120 |
3.186 |
2.222 |
0.964 |
31.6% |
0.107 |
3.5% |
86% |
False |
False |
34,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.724 |
|
2.618 |
3.510 |
|
1.618 |
3.379 |
|
1.000 |
3.298 |
|
0.618 |
3.248 |
|
HIGH |
3.167 |
|
0.618 |
3.117 |
|
0.500 |
3.102 |
|
0.382 |
3.086 |
|
LOW |
3.036 |
|
0.618 |
2.955 |
|
1.000 |
2.905 |
|
1.618 |
2.824 |
|
2.618 |
2.693 |
|
4.250 |
2.479 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.102 |
3.082 |
| PP |
3.085 |
3.072 |
| S1 |
3.069 |
3.062 |
|