NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.440 |
3.513 |
0.073 |
2.1% |
3.450 |
| High |
3.520 |
3.519 |
-0.001 |
0.0% |
3.535 |
| Low |
3.440 |
3.437 |
-0.003 |
-0.1% |
3.385 |
| Close |
3.516 |
3.468 |
-0.048 |
-1.4% |
3.468 |
| Range |
0.080 |
0.082 |
0.002 |
2.5% |
0.150 |
| ATR |
0.103 |
0.101 |
-0.001 |
-1.4% |
0.000 |
| Volume |
19,994 |
17,088 |
-2,906 |
-14.5% |
95,573 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.721 |
3.676 |
3.513 |
|
| R3 |
3.639 |
3.594 |
3.491 |
|
| R2 |
3.557 |
3.557 |
3.483 |
|
| R1 |
3.512 |
3.512 |
3.476 |
3.494 |
| PP |
3.475 |
3.475 |
3.475 |
3.465 |
| S1 |
3.430 |
3.430 |
3.460 |
3.412 |
| S2 |
3.393 |
3.393 |
3.453 |
|
| S3 |
3.311 |
3.348 |
3.445 |
|
| S4 |
3.229 |
3.266 |
3.423 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.913 |
3.840 |
3.551 |
|
| R3 |
3.763 |
3.690 |
3.509 |
|
| R2 |
3.613 |
3.613 |
3.496 |
|
| R1 |
3.540 |
3.540 |
3.482 |
3.577 |
| PP |
3.463 |
3.463 |
3.463 |
3.481 |
| S1 |
3.390 |
3.390 |
3.454 |
3.427 |
| S2 |
3.313 |
3.313 |
3.441 |
|
| S3 |
3.163 |
3.240 |
3.427 |
|
| S4 |
3.013 |
3.090 |
3.386 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.535 |
3.385 |
0.150 |
4.3% |
0.089 |
2.6% |
55% |
False |
False |
19,114 |
| 10 |
3.535 |
3.250 |
0.285 |
8.2% |
0.094 |
2.7% |
76% |
False |
False |
17,483 |
| 20 |
3.535 |
3.250 |
0.285 |
8.2% |
0.103 |
3.0% |
76% |
False |
False |
16,679 |
| 40 |
3.535 |
2.962 |
0.573 |
16.5% |
0.103 |
3.0% |
88% |
False |
False |
15,628 |
| 60 |
3.535 |
2.962 |
0.573 |
16.5% |
0.101 |
2.9% |
88% |
False |
False |
14,010 |
| 80 |
3.535 |
2.909 |
0.626 |
18.1% |
0.091 |
2.6% |
89% |
False |
False |
12,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.868 |
|
2.618 |
3.734 |
|
1.618 |
3.652 |
|
1.000 |
3.601 |
|
0.618 |
3.570 |
|
HIGH |
3.519 |
|
0.618 |
3.488 |
|
0.500 |
3.478 |
|
0.382 |
3.468 |
|
LOW |
3.437 |
|
0.618 |
3.386 |
|
1.000 |
3.355 |
|
1.618 |
3.304 |
|
2.618 |
3.222 |
|
4.250 |
3.089 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.478 |
3.486 |
| PP |
3.475 |
3.480 |
| S1 |
3.471 |
3.474 |
|