NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.610 |
3.585 |
-0.025 |
-0.7% |
3.450 |
| High |
3.631 |
3.594 |
-0.037 |
-1.0% |
3.535 |
| Low |
3.535 |
3.491 |
-0.044 |
-1.2% |
3.385 |
| Close |
3.579 |
3.540 |
-0.039 |
-1.1% |
3.468 |
| Range |
0.096 |
0.103 |
0.007 |
7.3% |
0.150 |
| ATR |
0.103 |
0.103 |
0.000 |
0.0% |
0.000 |
| Volume |
19,663 |
22,326 |
2,663 |
13.5% |
95,573 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.851 |
3.798 |
3.597 |
|
| R3 |
3.748 |
3.695 |
3.568 |
|
| R2 |
3.645 |
3.645 |
3.559 |
|
| R1 |
3.592 |
3.592 |
3.549 |
3.567 |
| PP |
3.542 |
3.542 |
3.542 |
3.529 |
| S1 |
3.489 |
3.489 |
3.531 |
3.464 |
| S2 |
3.439 |
3.439 |
3.521 |
|
| S3 |
3.336 |
3.386 |
3.512 |
|
| S4 |
3.233 |
3.283 |
3.483 |
|
|
| 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 |
5.5% |
0.095 |
2.7% |
53% |
False |
False |
18,852 |
| 10 |
3.631 |
3.360 |
0.271 |
7.7% |
0.092 |
2.6% |
66% |
False |
False |
20,058 |
| 20 |
3.631 |
3.250 |
0.381 |
10.8% |
0.105 |
3.0% |
76% |
False |
False |
16,582 |
| 40 |
3.631 |
2.962 |
0.669 |
18.9% |
0.106 |
3.0% |
86% |
False |
False |
16,062 |
| 60 |
3.631 |
2.962 |
0.669 |
18.9% |
0.102 |
2.9% |
86% |
False |
False |
14,571 |
| 80 |
3.631 |
2.909 |
0.722 |
20.4% |
0.093 |
2.6% |
87% |
False |
False |
13,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.032 |
|
2.618 |
3.864 |
|
1.618 |
3.761 |
|
1.000 |
3.697 |
|
0.618 |
3.658 |
|
HIGH |
3.594 |
|
0.618 |
3.555 |
|
0.500 |
3.543 |
|
0.382 |
3.530 |
|
LOW |
3.491 |
|
0.618 |
3.427 |
|
1.000 |
3.388 |
|
1.618 |
3.324 |
|
2.618 |
3.221 |
|
4.250 |
3.053 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.543 |
3.560 |
| PP |
3.542 |
3.553 |
| S1 |
3.541 |
3.547 |
|