NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.038 |
3.025 |
-0.013 |
-0.4% |
3.054 |
| High |
3.067 |
3.205 |
0.138 |
4.5% |
3.156 |
| Low |
2.968 |
3.021 |
0.053 |
1.8% |
2.986 |
| Close |
3.039 |
3.156 |
0.117 |
3.8% |
3.113 |
| Range |
0.099 |
0.184 |
0.085 |
85.9% |
0.170 |
| ATR |
0.116 |
0.121 |
0.005 |
4.2% |
0.000 |
| Volume |
19,734 |
19,122 |
-612 |
-3.1% |
160,808 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.679 |
3.602 |
3.257 |
|
| R3 |
3.495 |
3.418 |
3.207 |
|
| R2 |
3.311 |
3.311 |
3.190 |
|
| R1 |
3.234 |
3.234 |
3.173 |
3.273 |
| PP |
3.127 |
3.127 |
3.127 |
3.147 |
| S1 |
3.050 |
3.050 |
3.139 |
3.089 |
| S2 |
2.943 |
2.943 |
3.122 |
|
| S3 |
2.759 |
2.866 |
3.105 |
|
| S4 |
2.575 |
2.682 |
3.055 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.595 |
3.524 |
3.207 |
|
| R3 |
3.425 |
3.354 |
3.160 |
|
| R2 |
3.255 |
3.255 |
3.144 |
|
| R1 |
3.184 |
3.184 |
3.129 |
3.220 |
| PP |
3.085 |
3.085 |
3.085 |
3.103 |
| S1 |
3.014 |
3.014 |
3.097 |
3.050 |
| S2 |
2.915 |
2.915 |
3.082 |
|
| S3 |
2.745 |
2.844 |
3.066 |
|
| S4 |
2.575 |
2.674 |
3.020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.205 |
2.968 |
0.237 |
7.5% |
0.123 |
3.9% |
79% |
True |
False |
24,207 |
| 10 |
3.321 |
2.968 |
0.353 |
11.2% |
0.132 |
4.2% |
53% |
False |
False |
26,512 |
| 20 |
3.321 |
2.899 |
0.422 |
13.4% |
0.122 |
3.9% |
61% |
False |
False |
25,925 |
| 40 |
3.321 |
2.650 |
0.671 |
21.3% |
0.113 |
3.6% |
75% |
False |
False |
22,484 |
| 60 |
3.321 |
2.622 |
0.699 |
22.1% |
0.107 |
3.4% |
76% |
False |
False |
20,075 |
| 80 |
3.321 |
2.566 |
0.755 |
23.9% |
0.094 |
3.0% |
78% |
False |
False |
17,139 |
| 100 |
3.321 |
2.566 |
0.755 |
23.9% |
0.090 |
2.9% |
78% |
False |
False |
14,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.987 |
|
2.618 |
3.687 |
|
1.618 |
3.503 |
|
1.000 |
3.389 |
|
0.618 |
3.319 |
|
HIGH |
3.205 |
|
0.618 |
3.135 |
|
0.500 |
3.113 |
|
0.382 |
3.091 |
|
LOW |
3.021 |
|
0.618 |
2.907 |
|
1.000 |
2.837 |
|
1.618 |
2.723 |
|
2.618 |
2.539 |
|
4.250 |
2.239 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.142 |
3.133 |
| PP |
3.127 |
3.110 |
| S1 |
3.113 |
3.087 |
|