NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.297 |
3.060 |
-0.237 |
-7.2% |
3.233 |
| High |
3.297 |
3.089 |
-0.208 |
-6.3% |
3.407 |
| Low |
3.058 |
2.989 |
-0.069 |
-2.3% |
2.989 |
| Close |
3.066 |
3.022 |
-0.044 |
-1.4% |
3.022 |
| Range |
0.239 |
0.100 |
-0.139 |
-58.2% |
0.418 |
| ATR |
0.124 |
0.122 |
-0.002 |
-1.4% |
0.000 |
| Volume |
46,866 |
55,030 |
8,164 |
17.4% |
221,805 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.278 |
3.077 |
|
| R3 |
3.233 |
3.178 |
3.050 |
|
| R2 |
3.133 |
3.133 |
3.040 |
|
| R1 |
3.078 |
3.078 |
3.031 |
3.056 |
| PP |
3.033 |
3.033 |
3.033 |
3.022 |
| S1 |
2.978 |
2.978 |
3.013 |
2.956 |
| S2 |
2.933 |
2.933 |
3.004 |
|
| S3 |
2.833 |
2.878 |
2.995 |
|
| S4 |
2.733 |
2.778 |
2.967 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.393 |
4.126 |
3.252 |
|
| R3 |
3.975 |
3.708 |
3.137 |
|
| R2 |
3.557 |
3.557 |
3.099 |
|
| R1 |
3.290 |
3.290 |
3.060 |
3.215 |
| PP |
3.139 |
3.139 |
3.139 |
3.102 |
| S1 |
2.872 |
2.872 |
2.984 |
2.797 |
| S2 |
2.721 |
2.721 |
2.945 |
|
| S3 |
2.303 |
2.454 |
2.907 |
|
| S4 |
1.885 |
2.036 |
2.792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.407 |
2.989 |
0.418 |
13.8% |
0.141 |
4.7% |
8% |
False |
True |
44,361 |
| 10 |
3.407 |
2.989 |
0.418 |
13.8% |
0.122 |
4.0% |
8% |
False |
True |
39,440 |
| 20 |
3.407 |
2.968 |
0.439 |
14.5% |
0.117 |
3.9% |
12% |
False |
False |
34,550 |
| 40 |
3.407 |
2.650 |
0.757 |
25.0% |
0.119 |
3.9% |
49% |
False |
False |
29,769 |
| 60 |
3.407 |
2.650 |
0.757 |
25.0% |
0.112 |
3.7% |
49% |
False |
False |
25,382 |
| 80 |
3.407 |
2.566 |
0.841 |
27.8% |
0.102 |
3.4% |
54% |
False |
False |
21,925 |
| 100 |
3.407 |
2.566 |
0.841 |
27.8% |
0.094 |
3.1% |
54% |
False |
False |
18,812 |
| 120 |
3.407 |
2.566 |
0.841 |
27.8% |
0.093 |
3.1% |
54% |
False |
False |
16,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.514 |
|
2.618 |
3.351 |
|
1.618 |
3.251 |
|
1.000 |
3.189 |
|
0.618 |
3.151 |
|
HIGH |
3.089 |
|
0.618 |
3.051 |
|
0.500 |
3.039 |
|
0.382 |
3.027 |
|
LOW |
2.989 |
|
0.618 |
2.927 |
|
1.000 |
2.889 |
|
1.618 |
2.827 |
|
2.618 |
2.727 |
|
4.250 |
2.564 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.039 |
3.179 |
| PP |
3.033 |
3.126 |
| S1 |
3.028 |
3.074 |
|