NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.510 |
3.440 |
-0.070 |
-2.0% |
3.400 |
| High |
3.535 |
3.520 |
-0.015 |
-0.4% |
3.459 |
| Low |
3.440 |
3.440 |
0.000 |
0.0% |
3.250 |
| Close |
3.464 |
3.516 |
0.052 |
1.5% |
3.451 |
| Range |
0.095 |
0.080 |
-0.015 |
-15.8% |
0.209 |
| ATR |
0.104 |
0.103 |
-0.002 |
-1.7% |
0.000 |
| Volume |
16,467 |
19,994 |
3,527 |
21.4% |
79,262 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.732 |
3.704 |
3.560 |
|
| R3 |
3.652 |
3.624 |
3.538 |
|
| R2 |
3.572 |
3.572 |
3.531 |
|
| R1 |
3.544 |
3.544 |
3.523 |
3.558 |
| PP |
3.492 |
3.492 |
3.492 |
3.499 |
| S1 |
3.464 |
3.464 |
3.509 |
3.478 |
| S2 |
3.412 |
3.412 |
3.501 |
|
| S3 |
3.332 |
3.384 |
3.494 |
|
| S4 |
3.252 |
3.304 |
3.472 |
|
|
| 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 |
3.535 |
3.362 |
0.173 |
4.9% |
0.092 |
2.6% |
89% |
False |
False |
21,119 |
| 10 |
3.535 |
3.250 |
0.285 |
8.1% |
0.092 |
2.6% |
93% |
False |
False |
17,753 |
| 20 |
3.535 |
3.240 |
0.295 |
8.4% |
0.106 |
3.0% |
94% |
False |
False |
16,998 |
| 40 |
3.535 |
2.962 |
0.573 |
16.3% |
0.104 |
3.0% |
97% |
False |
False |
15,469 |
| 60 |
3.535 |
2.962 |
0.573 |
16.3% |
0.101 |
2.9% |
97% |
False |
False |
13,903 |
| 80 |
3.535 |
2.909 |
0.626 |
17.8% |
0.091 |
2.6% |
97% |
False |
False |
12,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.860 |
|
2.618 |
3.729 |
|
1.618 |
3.649 |
|
1.000 |
3.600 |
|
0.618 |
3.569 |
|
HIGH |
3.520 |
|
0.618 |
3.489 |
|
0.500 |
3.480 |
|
0.382 |
3.471 |
|
LOW |
3.440 |
|
0.618 |
3.391 |
|
1.000 |
3.360 |
|
1.618 |
3.311 |
|
2.618 |
3.231 |
|
4.250 |
3.100 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.504 |
3.505 |
| PP |
3.492 |
3.494 |
| S1 |
3.480 |
3.483 |
|