NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.370 |
3.318 |
-0.052 |
-1.5% |
3.343 |
| High |
3.412 |
3.376 |
-0.036 |
-1.1% |
3.526 |
| Low |
3.289 |
3.277 |
-0.012 |
-0.4% |
3.282 |
| Close |
3.293 |
3.372 |
0.079 |
2.4% |
3.299 |
| Range |
0.123 |
0.099 |
-0.024 |
-19.5% |
0.244 |
| ATR |
0.112 |
0.111 |
-0.001 |
-0.8% |
0.000 |
| Volume |
10,768 |
18,055 |
7,287 |
67.7% |
52,009 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.639 |
3.604 |
3.426 |
|
| R3 |
3.540 |
3.505 |
3.399 |
|
| R2 |
3.441 |
3.441 |
3.390 |
|
| R1 |
3.406 |
3.406 |
3.381 |
3.424 |
| PP |
3.342 |
3.342 |
3.342 |
3.350 |
| S1 |
3.307 |
3.307 |
3.363 |
3.325 |
| S2 |
3.243 |
3.243 |
3.354 |
|
| S3 |
3.144 |
3.208 |
3.345 |
|
| S4 |
3.045 |
3.109 |
3.318 |
|
|
| 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 |
3.277 |
0.249 |
7.4% |
0.127 |
3.8% |
38% |
False |
True |
13,422 |
| 10 |
3.526 |
3.240 |
0.286 |
8.5% |
0.121 |
3.6% |
46% |
False |
False |
15,940 |
| 20 |
3.526 |
2.962 |
0.564 |
16.7% |
0.117 |
3.5% |
73% |
False |
False |
15,729 |
| 40 |
3.526 |
2.962 |
0.564 |
16.7% |
0.104 |
3.1% |
73% |
False |
False |
13,829 |
| 60 |
3.526 |
2.909 |
0.617 |
18.3% |
0.095 |
2.8% |
75% |
False |
False |
12,462 |
| 80 |
3.526 |
2.909 |
0.617 |
18.3% |
0.087 |
2.6% |
75% |
False |
False |
11,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.797 |
|
2.618 |
3.635 |
|
1.618 |
3.536 |
|
1.000 |
3.475 |
|
0.618 |
3.437 |
|
HIGH |
3.376 |
|
0.618 |
3.338 |
|
0.500 |
3.327 |
|
0.382 |
3.315 |
|
LOW |
3.277 |
|
0.618 |
3.216 |
|
1.000 |
3.178 |
|
1.618 |
3.117 |
|
2.618 |
3.018 |
|
4.250 |
2.856 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.357 |
3.363 |
| PP |
3.342 |
3.354 |
| S1 |
3.327 |
3.345 |
|