NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.233 |
3.365 |
0.132 |
4.1% |
3.225 |
| High |
3.380 |
3.407 |
0.027 |
0.8% |
3.305 |
| Low |
3.229 |
3.305 |
0.076 |
2.4% |
3.144 |
| Close |
3.370 |
3.348 |
-0.022 |
-0.7% |
3.208 |
| Range |
0.151 |
0.102 |
-0.049 |
-32.5% |
0.161 |
| ATR |
0.116 |
0.115 |
-0.001 |
-0.8% |
0.000 |
| Volume |
23,545 |
41,853 |
18,308 |
77.8% |
172,596 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.659 |
3.606 |
3.404 |
|
| R3 |
3.557 |
3.504 |
3.376 |
|
| R2 |
3.455 |
3.455 |
3.367 |
|
| R1 |
3.402 |
3.402 |
3.357 |
3.378 |
| PP |
3.353 |
3.353 |
3.353 |
3.341 |
| S1 |
3.300 |
3.300 |
3.339 |
3.276 |
| S2 |
3.251 |
3.251 |
3.329 |
|
| S3 |
3.149 |
3.198 |
3.320 |
|
| S4 |
3.047 |
3.096 |
3.292 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.702 |
3.616 |
3.297 |
|
| R3 |
3.541 |
3.455 |
3.252 |
|
| R2 |
3.380 |
3.380 |
3.238 |
|
| R1 |
3.294 |
3.294 |
3.223 |
3.257 |
| PP |
3.219 |
3.219 |
3.219 |
3.200 |
| S1 |
3.133 |
3.133 |
3.193 |
3.096 |
| S2 |
3.058 |
3.058 |
3.178 |
|
| S3 |
2.897 |
2.972 |
3.164 |
|
| S4 |
2.736 |
2.811 |
3.119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.407 |
3.171 |
0.236 |
7.0% |
0.111 |
3.3% |
75% |
True |
False |
31,213 |
| 10 |
3.407 |
3.021 |
0.386 |
11.5% |
0.111 |
3.3% |
85% |
True |
False |
33,332 |
| 20 |
3.407 |
2.968 |
0.439 |
13.1% |
0.116 |
3.5% |
87% |
True |
False |
29,947 |
| 40 |
3.407 |
2.650 |
0.757 |
22.6% |
0.114 |
3.4% |
92% |
True |
False |
26,745 |
| 60 |
3.407 |
2.650 |
0.757 |
22.6% |
0.109 |
3.3% |
92% |
True |
False |
23,430 |
| 80 |
3.407 |
2.566 |
0.841 |
25.1% |
0.099 |
2.9% |
93% |
True |
False |
20,372 |
| 100 |
3.407 |
2.566 |
0.841 |
25.1% |
0.092 |
2.8% |
93% |
True |
False |
17,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.841 |
|
2.618 |
3.674 |
|
1.618 |
3.572 |
|
1.000 |
3.509 |
|
0.618 |
3.470 |
|
HIGH |
3.407 |
|
0.618 |
3.368 |
|
0.500 |
3.356 |
|
0.382 |
3.344 |
|
LOW |
3.305 |
|
0.618 |
3.242 |
|
1.000 |
3.203 |
|
1.618 |
3.140 |
|
2.618 |
3.038 |
|
4.250 |
2.872 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.356 |
3.328 |
| PP |
3.353 |
3.309 |
| S1 |
3.351 |
3.289 |
|