NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.450 |
3.445 |
-0.005 |
-0.1% |
3.400 |
| High |
3.480 |
3.525 |
0.045 |
1.3% |
3.459 |
| Low |
3.385 |
3.430 |
0.045 |
1.3% |
3.250 |
| Close |
3.463 |
3.525 |
0.062 |
1.8% |
3.451 |
| Range |
0.095 |
0.095 |
0.000 |
0.0% |
0.209 |
| ATR |
0.106 |
0.105 |
-0.001 |
-0.7% |
0.000 |
| Volume |
25,528 |
16,496 |
-9,032 |
-35.4% |
79,262 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.778 |
3.747 |
3.577 |
|
| R3 |
3.683 |
3.652 |
3.551 |
|
| R2 |
3.588 |
3.588 |
3.542 |
|
| R1 |
3.557 |
3.557 |
3.534 |
3.573 |
| PP |
3.493 |
3.493 |
3.493 |
3.501 |
| S1 |
3.462 |
3.462 |
3.516 |
3.478 |
| S2 |
3.398 |
3.398 |
3.508 |
|
| S3 |
3.303 |
3.367 |
3.499 |
|
| S4 |
3.208 |
3.272 |
3.473 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.014 |
3.941 |
3.566 |
|
| R3 |
3.805 |
3.732 |
3.508 |
|
| R2 |
3.596 |
3.596 |
3.489 |
|
| R1 |
3.523 |
3.523 |
3.470 |
3.560 |
| PP |
3.387 |
3.387 |
3.387 |
3.405 |
| S1 |
3.314 |
3.314 |
3.432 |
3.351 |
| S2 |
3.178 |
3.178 |
3.413 |
|
| S3 |
2.969 |
3.105 |
3.394 |
|
| S4 |
2.760 |
2.896 |
3.336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.525 |
3.296 |
0.229 |
6.5% |
0.096 |
2.7% |
100% |
True |
False |
20,000 |
| 10 |
3.525 |
3.250 |
0.275 |
7.8% |
0.100 |
2.8% |
100% |
True |
False |
17,186 |
| 20 |
3.526 |
3.240 |
0.286 |
8.1% |
0.110 |
3.1% |
100% |
False |
False |
16,444 |
| 40 |
3.526 |
2.962 |
0.564 |
16.0% |
0.105 |
3.0% |
100% |
False |
False |
15,008 |
| 60 |
3.526 |
2.962 |
0.564 |
16.0% |
0.101 |
2.9% |
100% |
False |
False |
13,537 |
| 80 |
3.526 |
2.909 |
0.617 |
17.5% |
0.090 |
2.6% |
100% |
False |
False |
12,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.929 |
|
2.618 |
3.774 |
|
1.618 |
3.679 |
|
1.000 |
3.620 |
|
0.618 |
3.584 |
|
HIGH |
3.525 |
|
0.618 |
3.489 |
|
0.500 |
3.478 |
|
0.382 |
3.466 |
|
LOW |
3.430 |
|
0.618 |
3.371 |
|
1.000 |
3.335 |
|
1.618 |
3.276 |
|
2.618 |
3.181 |
|
4.250 |
3.026 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.509 |
3.498 |
| PP |
3.493 |
3.471 |
| S1 |
3.478 |
3.444 |
|