NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.302 |
3.370 |
0.068 |
2.1% |
3.343 |
| High |
3.388 |
3.412 |
0.024 |
0.7% |
3.526 |
| Low |
3.302 |
3.289 |
-0.013 |
-0.4% |
3.282 |
| Close |
3.381 |
3.293 |
-0.088 |
-2.6% |
3.299 |
| Range |
0.086 |
0.123 |
0.037 |
43.0% |
0.244 |
| ATR |
0.111 |
0.112 |
0.001 |
0.8% |
0.000 |
| Volume |
19,835 |
10,768 |
-9,067 |
-45.7% |
52,009 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.700 |
3.620 |
3.361 |
|
| R3 |
3.577 |
3.497 |
3.327 |
|
| R2 |
3.454 |
3.454 |
3.316 |
|
| R1 |
3.374 |
3.374 |
3.304 |
3.353 |
| PP |
3.331 |
3.331 |
3.331 |
3.321 |
| S1 |
3.251 |
3.251 |
3.282 |
3.230 |
| S2 |
3.208 |
3.208 |
3.270 |
|
| S3 |
3.085 |
3.128 |
3.259 |
|
| S4 |
2.962 |
3.005 |
3.225 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.101 |
3.944 |
3.433 |
|
| R3 |
3.857 |
3.700 |
3.366 |
|
| R2 |
3.613 |
3.613 |
3.344 |
|
| R1 |
3.456 |
3.456 |
3.321 |
3.413 |
| PP |
3.369 |
3.369 |
3.369 |
3.347 |
| S1 |
3.212 |
3.212 |
3.277 |
3.169 |
| S2 |
3.125 |
3.125 |
3.254 |
|
| S3 |
2.881 |
2.968 |
3.232 |
|
| S4 |
2.637 |
2.724 |
3.165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.526 |
3.282 |
0.244 |
7.4% |
0.125 |
3.8% |
5% |
False |
False |
12,211 |
| 10 |
3.526 |
3.240 |
0.286 |
8.7% |
0.120 |
3.7% |
19% |
False |
False |
15,701 |
| 20 |
3.526 |
2.962 |
0.564 |
17.1% |
0.116 |
3.5% |
59% |
False |
False |
15,717 |
| 40 |
3.526 |
2.962 |
0.564 |
17.1% |
0.105 |
3.2% |
59% |
False |
False |
13,657 |
| 60 |
3.526 |
2.909 |
0.617 |
18.7% |
0.094 |
2.9% |
62% |
False |
False |
12,307 |
| 80 |
3.526 |
2.909 |
0.617 |
18.7% |
0.086 |
2.6% |
62% |
False |
False |
10,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.935 |
|
2.618 |
3.734 |
|
1.618 |
3.611 |
|
1.000 |
3.535 |
|
0.618 |
3.488 |
|
HIGH |
3.412 |
|
0.618 |
3.365 |
|
0.500 |
3.351 |
|
0.382 |
3.336 |
|
LOW |
3.289 |
|
0.618 |
3.213 |
|
1.000 |
3.166 |
|
1.618 |
3.090 |
|
2.618 |
2.967 |
|
4.250 |
2.766 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.351 |
3.404 |
| PP |
3.331 |
3.367 |
| S1 |
3.312 |
3.330 |
|