NYMEX Natural Gas Future September 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 |
3.160 |
3.050 |
-0.110 |
-3.5% |
2.868 |
| High |
3.167 |
3.114 |
-0.053 |
-1.7% |
3.090 |
| Low |
3.036 |
3.003 |
-0.033 |
-1.1% |
2.711 |
| Close |
3.052 |
3.090 |
0.038 |
1.2% |
3.076 |
| Range |
0.131 |
0.111 |
-0.020 |
-15.3% |
0.379 |
| ATR |
0.140 |
0.138 |
-0.002 |
-1.5% |
0.000 |
| Volume |
108,205 |
118,183 |
9,978 |
9.2% |
433,026 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.402 |
3.357 |
3.151 |
|
| R3 |
3.291 |
3.246 |
3.121 |
|
| R2 |
3.180 |
3.180 |
3.110 |
|
| R1 |
3.135 |
3.135 |
3.100 |
3.158 |
| PP |
3.069 |
3.069 |
3.069 |
3.080 |
| S1 |
3.024 |
3.024 |
3.080 |
3.047 |
| S2 |
2.958 |
2.958 |
3.070 |
|
| S3 |
2.847 |
2.913 |
3.059 |
|
| S4 |
2.736 |
2.802 |
3.029 |
|
|
| 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 |
2.971 |
0.215 |
7.0% |
0.123 |
4.0% |
55% |
False |
False |
103,921 |
| 10 |
3.186 |
2.711 |
0.475 |
15.4% |
0.130 |
4.2% |
80% |
False |
False |
92,373 |
| 20 |
3.186 |
2.673 |
0.513 |
16.6% |
0.142 |
4.6% |
81% |
False |
False |
75,856 |
| 40 |
3.186 |
2.259 |
0.927 |
30.0% |
0.137 |
4.4% |
90% |
False |
False |
66,584 |
| 60 |
3.186 |
2.259 |
0.927 |
30.0% |
0.131 |
4.2% |
90% |
False |
False |
55,667 |
| 80 |
3.186 |
2.222 |
0.964 |
31.2% |
0.116 |
3.8% |
90% |
False |
False |
46,596 |
| 100 |
3.186 |
2.222 |
0.964 |
31.2% |
0.108 |
3.5% |
90% |
False |
False |
39,656 |
| 120 |
3.186 |
2.222 |
0.964 |
31.2% |
0.107 |
3.5% |
90% |
False |
False |
34,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.586 |
|
2.618 |
3.405 |
|
1.618 |
3.294 |
|
1.000 |
3.225 |
|
0.618 |
3.183 |
|
HIGH |
3.114 |
|
0.618 |
3.072 |
|
0.500 |
3.059 |
|
0.382 |
3.045 |
|
LOW |
3.003 |
|
0.618 |
2.934 |
|
1.000 |
2.892 |
|
1.618 |
2.823 |
|
2.618 |
2.712 |
|
4.250 |
2.531 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.080 |
3.095 |
| PP |
3.069 |
3.093 |
| S1 |
3.059 |
3.092 |
|