NYMEX Natural Gas Future October 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 |
3.026 |
3.088 |
0.062 |
2.0% |
2.911 |
| High |
3.095 |
3.128 |
0.033 |
1.1% |
3.095 |
| Low |
2.986 |
2.992 |
0.006 |
0.2% |
2.744 |
| Close |
3.083 |
3.116 |
0.033 |
1.1% |
3.083 |
| Range |
0.109 |
0.136 |
0.027 |
24.8% |
0.351 |
| ATR |
0.133 |
0.133 |
0.000 |
0.1% |
0.000 |
| Volume |
81,168 |
78,837 |
-2,331 |
-2.9% |
242,935 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.487 |
3.437 |
3.191 |
|
| R3 |
3.351 |
3.301 |
3.153 |
|
| R2 |
3.215 |
3.215 |
3.141 |
|
| R1 |
3.165 |
3.165 |
3.128 |
3.190 |
| PP |
3.079 |
3.079 |
3.079 |
3.091 |
| S1 |
3.029 |
3.029 |
3.104 |
3.054 |
| S2 |
2.943 |
2.943 |
3.091 |
|
| S3 |
2.807 |
2.893 |
3.079 |
|
| S4 |
2.671 |
2.757 |
3.041 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.906 |
3.276 |
|
| R3 |
3.676 |
3.555 |
3.180 |
|
| R2 |
3.325 |
3.325 |
3.147 |
|
| R1 |
3.204 |
3.204 |
3.115 |
3.265 |
| PP |
2.974 |
2.974 |
2.974 |
3.004 |
| S1 |
2.853 |
2.853 |
3.051 |
2.914 |
| S2 |
2.623 |
2.623 |
3.019 |
|
| S3 |
2.272 |
2.502 |
2.986 |
|
| S4 |
1.921 |
2.151 |
2.890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.128 |
2.744 |
0.384 |
12.3% |
0.131 |
4.2% |
97% |
True |
False |
58,981 |
| 10 |
3.128 |
2.741 |
0.387 |
12.4% |
0.135 |
4.3% |
97% |
True |
False |
51,350 |
| 20 |
3.128 |
2.735 |
0.393 |
12.6% |
0.137 |
4.4% |
97% |
True |
False |
50,485 |
| 40 |
3.128 |
2.357 |
0.771 |
24.7% |
0.130 |
4.2% |
98% |
True |
False |
47,034 |
| 60 |
3.128 |
2.357 |
0.771 |
24.7% |
0.124 |
4.0% |
98% |
True |
False |
43,271 |
| 80 |
3.128 |
2.300 |
0.828 |
26.6% |
0.111 |
3.6% |
99% |
True |
False |
38,669 |
| 100 |
3.128 |
2.300 |
0.828 |
26.6% |
0.104 |
3.3% |
99% |
True |
False |
34,974 |
| 120 |
3.198 |
2.300 |
0.898 |
28.8% |
0.106 |
3.4% |
91% |
False |
False |
33,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.706 |
|
2.618 |
3.484 |
|
1.618 |
3.348 |
|
1.000 |
3.264 |
|
0.618 |
3.212 |
|
HIGH |
3.128 |
|
0.618 |
3.076 |
|
0.500 |
3.060 |
|
0.382 |
3.044 |
|
LOW |
2.992 |
|
0.618 |
2.908 |
|
1.000 |
2.856 |
|
1.618 |
2.772 |
|
2.618 |
2.636 |
|
4.250 |
2.414 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.097 |
3.087 |
| PP |
3.079 |
3.058 |
| S1 |
3.060 |
3.029 |
|