NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.494 |
3.610 |
0.116 |
3.3% |
3.450 |
| High |
3.605 |
3.631 |
0.026 |
0.7% |
3.535 |
| Low |
3.489 |
3.535 |
0.046 |
1.3% |
3.385 |
| Close |
3.602 |
3.579 |
-0.023 |
-0.6% |
3.468 |
| Range |
0.116 |
0.096 |
-0.020 |
-17.2% |
0.150 |
| ATR |
0.104 |
0.103 |
-0.001 |
-0.5% |
0.000 |
| Volume |
15,192 |
19,663 |
4,471 |
29.4% |
95,573 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.870 |
3.820 |
3.632 |
|
| R3 |
3.774 |
3.724 |
3.605 |
|
| R2 |
3.678 |
3.678 |
3.597 |
|
| R1 |
3.628 |
3.628 |
3.588 |
3.605 |
| PP |
3.582 |
3.582 |
3.582 |
3.570 |
| S1 |
3.532 |
3.532 |
3.570 |
3.509 |
| S2 |
3.486 |
3.486 |
3.561 |
|
| S3 |
3.390 |
3.436 |
3.553 |
|
| S4 |
3.294 |
3.340 |
3.526 |
|
|
| 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 |
3.631 |
3.437 |
0.194 |
5.4% |
0.094 |
2.6% |
73% |
True |
False |
17,680 |
| 10 |
3.631 |
3.296 |
0.335 |
9.4% |
0.095 |
2.6% |
84% |
True |
False |
18,840 |
| 20 |
3.631 |
3.250 |
0.381 |
10.6% |
0.105 |
2.9% |
86% |
True |
False |
16,066 |
| 40 |
3.631 |
2.962 |
0.669 |
18.7% |
0.105 |
2.9% |
92% |
True |
False |
15,715 |
| 60 |
3.631 |
2.962 |
0.669 |
18.7% |
0.101 |
2.8% |
92% |
True |
False |
14,294 |
| 80 |
3.631 |
2.909 |
0.722 |
20.2% |
0.092 |
2.6% |
93% |
True |
False |
13,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.039 |
|
2.618 |
3.882 |
|
1.618 |
3.786 |
|
1.000 |
3.727 |
|
0.618 |
3.690 |
|
HIGH |
3.631 |
|
0.618 |
3.594 |
|
0.500 |
3.583 |
|
0.382 |
3.572 |
|
LOW |
3.535 |
|
0.618 |
3.476 |
|
1.000 |
3.439 |
|
1.618 |
3.380 |
|
2.618 |
3.284 |
|
4.250 |
3.127 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.583 |
3.564 |
| PP |
3.582 |
3.549 |
| S1 |
3.580 |
3.534 |
|