NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.300 |
3.299 |
-0.001 |
0.0% |
3.302 |
| High |
3.344 |
3.430 |
0.086 |
2.6% |
3.423 |
| Low |
3.250 |
3.296 |
0.046 |
1.4% |
3.255 |
| Close |
3.316 |
3.404 |
0.088 |
2.7% |
3.399 |
| Range |
0.094 |
0.134 |
0.040 |
42.6% |
0.168 |
| ATR |
0.109 |
0.111 |
0.002 |
1.6% |
0.000 |
| Volume |
10,358 |
10,150 |
-208 |
-2.0% |
81,183 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.779 |
3.725 |
3.478 |
|
| R3 |
3.645 |
3.591 |
3.441 |
|
| R2 |
3.511 |
3.511 |
3.429 |
|
| R1 |
3.457 |
3.457 |
3.416 |
3.484 |
| PP |
3.377 |
3.377 |
3.377 |
3.390 |
| S1 |
3.323 |
3.323 |
3.392 |
3.350 |
| S2 |
3.243 |
3.243 |
3.379 |
|
| S3 |
3.109 |
3.189 |
3.367 |
|
| S4 |
2.975 |
3.055 |
3.330 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.863 |
3.799 |
3.491 |
|
| R3 |
3.695 |
3.631 |
3.445 |
|
| R2 |
3.527 |
3.527 |
3.430 |
|
| R1 |
3.463 |
3.463 |
3.414 |
3.495 |
| PP |
3.359 |
3.359 |
3.359 |
3.375 |
| S1 |
3.295 |
3.295 |
3.384 |
3.327 |
| S2 |
3.191 |
3.191 |
3.368 |
|
| S3 |
3.023 |
3.127 |
3.353 |
|
| S4 |
2.855 |
2.959 |
3.307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.430 |
3.250 |
0.180 |
5.3% |
0.112 |
3.3% |
86% |
True |
False |
12,792 |
| 10 |
3.526 |
3.250 |
0.276 |
8.1% |
0.119 |
3.5% |
56% |
False |
False |
13,107 |
| 20 |
3.526 |
3.193 |
0.333 |
9.8% |
0.114 |
3.4% |
63% |
False |
False |
15,138 |
| 40 |
3.526 |
2.962 |
0.564 |
16.6% |
0.105 |
3.1% |
78% |
False |
False |
13,924 |
| 60 |
3.526 |
2.955 |
0.571 |
16.8% |
0.101 |
3.0% |
79% |
False |
False |
12,812 |
| 80 |
3.526 |
2.909 |
0.617 |
18.1% |
0.089 |
2.6% |
80% |
False |
False |
11,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.000 |
|
2.618 |
3.781 |
|
1.618 |
3.647 |
|
1.000 |
3.564 |
|
0.618 |
3.513 |
|
HIGH |
3.430 |
|
0.618 |
3.379 |
|
0.500 |
3.363 |
|
0.382 |
3.347 |
|
LOW |
3.296 |
|
0.618 |
3.213 |
|
1.000 |
3.162 |
|
1.618 |
3.079 |
|
2.618 |
2.945 |
|
4.250 |
2.727 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.390 |
3.383 |
| PP |
3.377 |
3.361 |
| S1 |
3.363 |
3.340 |
|