NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.120 |
3.182 |
0.062 |
2.0% |
3.045 |
| High |
3.179 |
3.239 |
0.060 |
1.9% |
3.215 |
| Low |
3.097 |
3.162 |
0.065 |
2.1% |
2.973 |
| Close |
3.177 |
3.209 |
0.032 |
1.0% |
3.091 |
| Range |
0.082 |
0.077 |
-0.005 |
-6.1% |
0.242 |
| ATR |
0.110 |
0.108 |
-0.002 |
-2.2% |
0.000 |
| Volume |
19,624 |
23,204 |
3,580 |
18.2% |
123,974 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.434 |
3.399 |
3.251 |
|
| R3 |
3.357 |
3.322 |
3.230 |
|
| R2 |
3.280 |
3.280 |
3.223 |
|
| R1 |
3.245 |
3.245 |
3.216 |
3.263 |
| PP |
3.203 |
3.203 |
3.203 |
3.212 |
| S1 |
3.168 |
3.168 |
3.202 |
3.186 |
| S2 |
3.126 |
3.126 |
3.195 |
|
| S3 |
3.049 |
3.091 |
3.188 |
|
| S4 |
2.972 |
3.014 |
3.167 |
|
|
| 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 |
3.239 |
2.973 |
0.266 |
8.3% |
0.102 |
3.2% |
89% |
True |
False |
29,460 |
| 10 |
3.239 |
2.920 |
0.319 |
9.9% |
0.108 |
3.4% |
91% |
True |
False |
25,908 |
| 20 |
3.239 |
2.650 |
0.589 |
18.4% |
0.112 |
3.5% |
95% |
True |
False |
24,650 |
| 40 |
3.239 |
2.650 |
0.589 |
18.4% |
0.105 |
3.3% |
95% |
True |
False |
20,741 |
| 60 |
3.239 |
2.566 |
0.673 |
21.0% |
0.093 |
2.9% |
96% |
True |
False |
17,571 |
| 80 |
3.239 |
2.566 |
0.673 |
21.0% |
0.087 |
2.7% |
96% |
True |
False |
14,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.566 |
|
2.618 |
3.441 |
|
1.618 |
3.364 |
|
1.000 |
3.316 |
|
0.618 |
3.287 |
|
HIGH |
3.239 |
|
0.618 |
3.210 |
|
0.500 |
3.201 |
|
0.382 |
3.191 |
|
LOW |
3.162 |
|
0.618 |
3.114 |
|
1.000 |
3.085 |
|
1.618 |
3.037 |
|
2.618 |
2.960 |
|
4.250 |
2.835 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.206 |
3.184 |
| PP |
3.203 |
3.159 |
| S1 |
3.201 |
3.134 |
|