NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.156 |
2.918 |
-0.238 |
-7.5% |
3.030 |
| High |
3.171 |
2.955 |
-0.216 |
-6.8% |
3.277 |
| Low |
2.912 |
2.840 |
-0.072 |
-2.5% |
2.840 |
| Close |
2.920 |
2.877 |
-0.043 |
-1.5% |
2.877 |
| Range |
0.259 |
0.115 |
-0.144 |
-55.6% |
0.437 |
| ATR |
0.147 |
0.145 |
-0.002 |
-1.6% |
0.000 |
| Volume |
179,357 |
106,758 |
-72,599 |
-40.5% |
761,836 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.236 |
3.171 |
2.940 |
|
| R3 |
3.121 |
3.056 |
2.909 |
|
| R2 |
3.006 |
3.006 |
2.898 |
|
| R1 |
2.941 |
2.941 |
2.888 |
2.916 |
| PP |
2.891 |
2.891 |
2.891 |
2.878 |
| S1 |
2.826 |
2.826 |
2.866 |
2.801 |
| S2 |
2.776 |
2.776 |
2.856 |
|
| S3 |
2.661 |
2.711 |
2.845 |
|
| S4 |
2.546 |
2.596 |
2.814 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.309 |
4.030 |
3.117 |
|
| R3 |
3.872 |
3.593 |
2.997 |
|
| R2 |
3.435 |
3.435 |
2.957 |
|
| R1 |
3.156 |
3.156 |
2.917 |
3.077 |
| PP |
2.998 |
2.998 |
2.998 |
2.959 |
| S1 |
2.719 |
2.719 |
2.837 |
2.640 |
| S2 |
2.561 |
2.561 |
2.797 |
|
| S3 |
2.124 |
2.282 |
2.757 |
|
| S4 |
1.687 |
1.845 |
2.637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.277 |
2.840 |
0.437 |
15.2% |
0.163 |
5.7% |
8% |
False |
True |
152,367 |
| 10 |
3.277 |
2.840 |
0.437 |
15.2% |
0.142 |
4.9% |
8% |
False |
True |
127,042 |
| 20 |
3.277 |
2.706 |
0.571 |
19.8% |
0.143 |
5.0% |
30% |
False |
False |
102,048 |
| 40 |
3.277 |
2.259 |
1.018 |
35.4% |
0.143 |
5.0% |
61% |
False |
False |
81,599 |
| 60 |
3.277 |
2.259 |
1.018 |
35.4% |
0.135 |
4.7% |
61% |
False |
False |
66,866 |
| 80 |
3.277 |
2.222 |
1.055 |
36.7% |
0.123 |
4.3% |
62% |
False |
False |
56,270 |
| 100 |
3.277 |
2.222 |
1.055 |
36.7% |
0.113 |
3.9% |
62% |
False |
False |
47,554 |
| 120 |
3.277 |
2.222 |
1.055 |
36.7% |
0.109 |
3.8% |
62% |
False |
False |
41,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.444 |
|
2.618 |
3.256 |
|
1.618 |
3.141 |
|
1.000 |
3.070 |
|
0.618 |
3.026 |
|
HIGH |
2.955 |
|
0.618 |
2.911 |
|
0.500 |
2.898 |
|
0.382 |
2.884 |
|
LOW |
2.840 |
|
0.618 |
2.769 |
|
1.000 |
2.725 |
|
1.618 |
2.654 |
|
2.618 |
2.539 |
|
4.250 |
2.351 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.898 |
3.041 |
| PP |
2.891 |
2.986 |
| S1 |
2.884 |
2.932 |
|