NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.225 |
3.284 |
0.059 |
1.8% |
3.113 |
| High |
3.301 |
3.305 |
0.004 |
0.1% |
3.234 |
| Low |
3.206 |
3.193 |
-0.013 |
-0.4% |
2.968 |
| Close |
3.299 |
3.217 |
-0.082 |
-2.5% |
3.219 |
| Range |
0.095 |
0.112 |
0.017 |
17.9% |
0.266 |
| ATR |
0.114 |
0.114 |
0.000 |
-0.1% |
0.000 |
| Volume |
26,646 |
26,048 |
-598 |
-2.2% |
135,807 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.574 |
3.508 |
3.279 |
|
| R3 |
3.462 |
3.396 |
3.248 |
|
| R2 |
3.350 |
3.350 |
3.238 |
|
| R1 |
3.284 |
3.284 |
3.227 |
3.261 |
| PP |
3.238 |
3.238 |
3.238 |
3.227 |
| S1 |
3.172 |
3.172 |
3.207 |
3.149 |
| S2 |
3.126 |
3.126 |
3.196 |
|
| S3 |
3.014 |
3.060 |
3.186 |
|
| S4 |
2.902 |
2.948 |
3.155 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.938 |
3.845 |
3.365 |
|
| R3 |
3.672 |
3.579 |
3.292 |
|
| R2 |
3.406 |
3.406 |
3.268 |
|
| R1 |
3.313 |
3.313 |
3.243 |
3.360 |
| PP |
3.140 |
3.140 |
3.140 |
3.164 |
| S1 |
3.047 |
3.047 |
3.195 |
3.094 |
| S2 |
2.874 |
2.874 |
3.170 |
|
| S3 |
2.608 |
2.781 |
3.146 |
|
| S4 |
2.342 |
2.515 |
3.073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.305 |
3.117 |
0.188 |
5.8% |
0.097 |
3.0% |
53% |
True |
False |
36,835 |
| 10 |
3.305 |
2.968 |
0.337 |
10.5% |
0.110 |
3.4% |
74% |
True |
False |
30,521 |
| 20 |
3.321 |
2.968 |
0.353 |
11.0% |
0.120 |
3.7% |
71% |
False |
False |
29,688 |
| 40 |
3.321 |
2.650 |
0.671 |
20.9% |
0.112 |
3.5% |
85% |
False |
False |
25,118 |
| 60 |
3.321 |
2.650 |
0.671 |
20.9% |
0.107 |
3.3% |
85% |
False |
False |
22,076 |
| 80 |
3.321 |
2.566 |
0.755 |
23.5% |
0.096 |
3.0% |
86% |
False |
False |
19,110 |
| 100 |
3.321 |
2.566 |
0.755 |
23.5% |
0.090 |
2.8% |
86% |
False |
False |
16,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.781 |
|
2.618 |
3.598 |
|
1.618 |
3.486 |
|
1.000 |
3.417 |
|
0.618 |
3.374 |
|
HIGH |
3.305 |
|
0.618 |
3.262 |
|
0.500 |
3.249 |
|
0.382 |
3.236 |
|
LOW |
3.193 |
|
0.618 |
3.124 |
|
1.000 |
3.081 |
|
1.618 |
3.012 |
|
2.618 |
2.900 |
|
4.250 |
2.717 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.249 |
3.225 |
| PP |
3.238 |
3.222 |
| S1 |
3.228 |
3.220 |
|