NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.217 |
3.156 |
-0.061 |
-1.9% |
3.081 |
| High |
3.241 |
3.171 |
-0.070 |
-2.2% |
3.186 |
| Low |
3.123 |
2.912 |
-0.211 |
-6.8% |
2.977 |
| Close |
3.171 |
2.920 |
-0.251 |
-7.9% |
3.015 |
| Range |
0.118 |
0.259 |
0.141 |
119.5% |
0.209 |
| ATR |
0.139 |
0.147 |
0.009 |
6.2% |
0.000 |
| Volume |
162,175 |
179,357 |
17,182 |
10.6% |
508,591 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.778 |
3.608 |
3.062 |
|
| R3 |
3.519 |
3.349 |
2.991 |
|
| R2 |
3.260 |
3.260 |
2.967 |
|
| R1 |
3.090 |
3.090 |
2.944 |
3.046 |
| PP |
3.001 |
3.001 |
3.001 |
2.979 |
| S1 |
2.831 |
2.831 |
2.896 |
2.787 |
| S2 |
2.742 |
2.742 |
2.873 |
|
| S3 |
2.483 |
2.572 |
2.849 |
|
| S4 |
2.224 |
2.313 |
2.778 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.686 |
3.560 |
3.130 |
|
| R3 |
3.477 |
3.351 |
3.072 |
|
| R2 |
3.268 |
3.268 |
3.053 |
|
| R1 |
3.142 |
3.142 |
3.034 |
3.101 |
| PP |
3.059 |
3.059 |
3.059 |
3.039 |
| S1 |
2.933 |
2.933 |
2.996 |
2.892 |
| S2 |
2.850 |
2.850 |
2.977 |
|
| S3 |
2.641 |
2.724 |
2.958 |
|
| S4 |
2.432 |
2.515 |
2.900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.277 |
2.912 |
0.365 |
12.5% |
0.162 |
5.6% |
2% |
False |
True |
153,613 |
| 10 |
3.277 |
2.912 |
0.365 |
12.5% |
0.143 |
4.9% |
2% |
False |
True |
128,767 |
| 20 |
3.277 |
2.706 |
0.571 |
19.6% |
0.153 |
5.2% |
37% |
False |
False |
98,660 |
| 40 |
3.277 |
2.259 |
1.018 |
34.9% |
0.145 |
5.0% |
65% |
False |
False |
80,369 |
| 60 |
3.277 |
2.259 |
1.018 |
34.9% |
0.135 |
4.6% |
65% |
False |
False |
65,764 |
| 80 |
3.277 |
2.222 |
1.055 |
36.1% |
0.122 |
4.2% |
66% |
False |
False |
55,190 |
| 100 |
3.277 |
2.222 |
1.055 |
36.1% |
0.113 |
3.9% |
66% |
False |
False |
46,625 |
| 120 |
3.277 |
2.222 |
1.055 |
36.1% |
0.109 |
3.7% |
66% |
False |
False |
40,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.272 |
|
2.618 |
3.849 |
|
1.618 |
3.590 |
|
1.000 |
3.430 |
|
0.618 |
3.331 |
|
HIGH |
3.171 |
|
0.618 |
3.072 |
|
0.500 |
3.042 |
|
0.382 |
3.011 |
|
LOW |
2.912 |
|
0.618 |
2.752 |
|
1.000 |
2.653 |
|
1.618 |
2.493 |
|
2.618 |
2.234 |
|
4.250 |
1.811 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.042 |
3.095 |
| PP |
3.001 |
3.036 |
| S1 |
2.961 |
2.978 |
|