NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.230 |
3.054 |
-0.176 |
-5.4% |
3.077 |
| High |
3.321 |
3.136 |
-0.185 |
-5.6% |
3.321 |
| Low |
3.033 |
3.053 |
0.020 |
0.7% |
3.028 |
| Close |
3.051 |
3.127 |
0.076 |
2.5% |
3.051 |
| Range |
0.288 |
0.083 |
-0.205 |
-71.2% |
0.293 |
| ATR |
0.121 |
0.118 |
-0.003 |
-2.1% |
0.000 |
| Volume |
21,509 |
42,969 |
21,460 |
99.8% |
102,444 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.354 |
3.324 |
3.173 |
|
| R3 |
3.271 |
3.241 |
3.150 |
|
| R2 |
3.188 |
3.188 |
3.142 |
|
| R1 |
3.158 |
3.158 |
3.135 |
3.173 |
| PP |
3.105 |
3.105 |
3.105 |
3.113 |
| S1 |
3.075 |
3.075 |
3.119 |
3.090 |
| S2 |
3.022 |
3.022 |
3.112 |
|
| S3 |
2.939 |
2.992 |
3.104 |
|
| S4 |
2.856 |
2.909 |
3.081 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.012 |
3.825 |
3.212 |
|
| R3 |
3.719 |
3.532 |
3.132 |
|
| R2 |
3.426 |
3.426 |
3.105 |
|
| R1 |
3.239 |
3.239 |
3.078 |
3.186 |
| PP |
3.133 |
3.133 |
3.133 |
3.107 |
| S1 |
2.946 |
2.946 |
3.024 |
2.893 |
| S2 |
2.840 |
2.840 |
2.997 |
|
| S3 |
2.547 |
2.653 |
2.970 |
|
| S4 |
2.254 |
2.360 |
2.890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.321 |
3.028 |
0.293 |
9.4% |
0.125 |
4.0% |
34% |
False |
False |
29,082 |
| 10 |
3.321 |
2.973 |
0.348 |
11.1% |
0.124 |
4.0% |
44% |
False |
False |
26,938 |
| 20 |
3.321 |
2.650 |
0.671 |
21.5% |
0.120 |
3.8% |
71% |
False |
False |
25,766 |
| 40 |
3.321 |
2.650 |
0.671 |
21.5% |
0.111 |
3.5% |
71% |
False |
False |
21,216 |
| 60 |
3.321 |
2.566 |
0.755 |
24.1% |
0.097 |
3.1% |
74% |
False |
False |
18,199 |
| 80 |
3.321 |
2.566 |
0.755 |
24.1% |
0.088 |
2.8% |
74% |
False |
False |
15,320 |
| 100 |
3.364 |
2.566 |
0.798 |
25.5% |
0.088 |
2.8% |
70% |
False |
False |
13,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.489 |
|
2.618 |
3.353 |
|
1.618 |
3.270 |
|
1.000 |
3.219 |
|
0.618 |
3.187 |
|
HIGH |
3.136 |
|
0.618 |
3.104 |
|
0.500 |
3.095 |
|
0.382 |
3.085 |
|
LOW |
3.053 |
|
0.618 |
3.002 |
|
1.000 |
2.970 |
|
1.618 |
2.919 |
|
2.618 |
2.836 |
|
4.250 |
2.700 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.116 |
3.177 |
| PP |
3.105 |
3.160 |
| S1 |
3.095 |
3.144 |
|