NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.025 |
3.140 |
0.115 |
3.8% |
3.054 |
| High |
3.205 |
3.185 |
-0.020 |
-0.6% |
3.156 |
| Low |
3.021 |
3.117 |
0.096 |
3.2% |
2.986 |
| Close |
3.156 |
3.146 |
-0.010 |
-0.3% |
3.113 |
| Range |
0.184 |
0.068 |
-0.116 |
-63.0% |
0.170 |
| ATR |
0.121 |
0.117 |
-0.004 |
-3.1% |
0.000 |
| Volume |
19,122 |
34,668 |
15,546 |
81.3% |
160,808 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.353 |
3.318 |
3.183 |
|
| R3 |
3.285 |
3.250 |
3.165 |
|
| R2 |
3.217 |
3.217 |
3.158 |
|
| R1 |
3.182 |
3.182 |
3.152 |
3.200 |
| PP |
3.149 |
3.149 |
3.149 |
3.158 |
| S1 |
3.114 |
3.114 |
3.140 |
3.132 |
| S2 |
3.081 |
3.081 |
3.134 |
|
| S3 |
3.013 |
3.046 |
3.127 |
|
| S4 |
2.945 |
2.978 |
3.109 |
|
|
| 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% |
0.106 |
3.4% |
75% |
False |
False |
26,101 |
| 10 |
3.321 |
2.968 |
0.353 |
11.2% |
0.131 |
4.2% |
50% |
False |
False |
27,658 |
| 20 |
3.321 |
2.920 |
0.401 |
12.7% |
0.120 |
3.8% |
56% |
False |
False |
26,783 |
| 40 |
3.321 |
2.650 |
0.671 |
21.3% |
0.111 |
3.5% |
74% |
False |
False |
23,007 |
| 60 |
3.321 |
2.634 |
0.687 |
21.8% |
0.107 |
3.4% |
75% |
False |
False |
20,423 |
| 80 |
3.321 |
2.566 |
0.755 |
24.0% |
0.094 |
3.0% |
77% |
False |
False |
17,532 |
| 100 |
3.321 |
2.566 |
0.755 |
24.0% |
0.089 |
2.8% |
77% |
False |
False |
15,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.474 |
|
2.618 |
3.363 |
|
1.618 |
3.295 |
|
1.000 |
3.253 |
|
0.618 |
3.227 |
|
HIGH |
3.185 |
|
0.618 |
3.159 |
|
0.500 |
3.151 |
|
0.382 |
3.143 |
|
LOW |
3.117 |
|
0.618 |
3.075 |
|
1.000 |
3.049 |
|
1.618 |
3.007 |
|
2.618 |
2.939 |
|
4.250 |
2.828 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.151 |
3.126 |
| PP |
3.149 |
3.106 |
| S1 |
3.148 |
3.087 |
|