NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.077 |
3.120 |
0.043 |
1.4% |
3.045 |
| High |
3.123 |
3.179 |
0.056 |
1.8% |
3.215 |
| Low |
3.028 |
3.097 |
0.069 |
2.3% |
2.973 |
| Close |
3.100 |
3.177 |
0.077 |
2.5% |
3.091 |
| Range |
0.095 |
0.082 |
-0.013 |
-13.7% |
0.242 |
| ATR |
0.113 |
0.110 |
-0.002 |
-1.9% |
0.000 |
| Volume |
38,107 |
19,624 |
-18,483 |
-48.5% |
123,974 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.397 |
3.369 |
3.222 |
|
| R3 |
3.315 |
3.287 |
3.200 |
|
| R2 |
3.233 |
3.233 |
3.192 |
|
| R1 |
3.205 |
3.205 |
3.185 |
3.219 |
| PP |
3.151 |
3.151 |
3.151 |
3.158 |
| S1 |
3.123 |
3.123 |
3.169 |
3.137 |
| S2 |
3.069 |
3.069 |
3.162 |
|
| S3 |
2.987 |
3.041 |
3.154 |
|
| S4 |
2.905 |
2.959 |
3.132 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.819 |
3.697 |
3.224 |
|
| R3 |
3.577 |
3.455 |
3.158 |
|
| R2 |
3.335 |
3.335 |
3.135 |
|
| R1 |
3.213 |
3.213 |
3.113 |
3.274 |
| PP |
3.093 |
3.093 |
3.093 |
3.124 |
| S1 |
2.971 |
2.971 |
3.069 |
3.032 |
| S2 |
2.851 |
2.851 |
3.047 |
|
| S3 |
2.609 |
2.729 |
3.024 |
|
| S4 |
2.367 |
2.487 |
2.958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.215 |
2.973 |
0.242 |
7.6% |
0.121 |
3.8% |
84% |
False |
False |
28,893 |
| 10 |
3.215 |
2.899 |
0.316 |
9.9% |
0.113 |
3.5% |
88% |
False |
False |
25,338 |
| 20 |
3.215 |
2.650 |
0.565 |
17.8% |
0.112 |
3.5% |
93% |
False |
False |
24,002 |
| 40 |
3.215 |
2.650 |
0.565 |
17.8% |
0.107 |
3.4% |
93% |
False |
False |
20,472 |
| 60 |
3.215 |
2.566 |
0.649 |
20.4% |
0.093 |
2.9% |
94% |
False |
False |
17,335 |
| 80 |
3.215 |
2.566 |
0.649 |
20.4% |
0.086 |
2.7% |
94% |
False |
False |
14,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.528 |
|
2.618 |
3.394 |
|
1.618 |
3.312 |
|
1.000 |
3.261 |
|
0.618 |
3.230 |
|
HIGH |
3.179 |
|
0.618 |
3.148 |
|
0.500 |
3.138 |
|
0.382 |
3.128 |
|
LOW |
3.097 |
|
0.618 |
3.046 |
|
1.000 |
3.015 |
|
1.618 |
2.964 |
|
2.618 |
2.882 |
|
4.250 |
2.749 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.164 |
3.149 |
| PP |
3.151 |
3.121 |
| S1 |
3.138 |
3.094 |
|