NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.501 |
3.486 |
-0.015 |
-0.4% |
3.453 |
| High |
3.501 |
3.486 |
-0.015 |
-0.4% |
3.551 |
| Low |
3.407 |
3.430 |
0.023 |
0.7% |
3.407 |
| Close |
3.425 |
3.478 |
0.053 |
1.5% |
3.478 |
| Range |
0.094 |
0.056 |
-0.038 |
-40.4% |
0.144 |
| ATR |
0.073 |
0.072 |
-0.001 |
-1.2% |
0.000 |
| Volume |
2,041 |
2,763 |
722 |
35.4% |
6,571 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.633 |
3.611 |
3.509 |
|
| R3 |
3.577 |
3.555 |
3.493 |
|
| R2 |
3.521 |
3.521 |
3.488 |
|
| R1 |
3.499 |
3.499 |
3.483 |
3.482 |
| PP |
3.465 |
3.465 |
3.465 |
3.456 |
| S1 |
3.443 |
3.443 |
3.473 |
3.426 |
| S2 |
3.409 |
3.409 |
3.468 |
|
| S3 |
3.353 |
3.387 |
3.463 |
|
| S4 |
3.297 |
3.331 |
3.447 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.911 |
3.838 |
3.557 |
|
| R3 |
3.767 |
3.694 |
3.518 |
|
| R2 |
3.623 |
3.623 |
3.504 |
|
| R1 |
3.550 |
3.550 |
3.491 |
3.587 |
| PP |
3.479 |
3.479 |
3.479 |
3.497 |
| S1 |
3.406 |
3.406 |
3.465 |
3.443 |
| S2 |
3.335 |
3.335 |
3.452 |
|
| S3 |
3.191 |
3.262 |
3.438 |
|
| S4 |
3.047 |
3.118 |
3.399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.551 |
3.407 |
0.144 |
4.1% |
0.067 |
1.9% |
49% |
False |
False |
1,314 |
| 10 |
3.551 |
3.331 |
0.220 |
6.3% |
0.068 |
2.0% |
67% |
False |
False |
1,246 |
| 20 |
3.551 |
3.170 |
0.381 |
11.0% |
0.063 |
1.8% |
81% |
False |
False |
1,044 |
| 40 |
3.600 |
3.170 |
0.430 |
12.4% |
0.063 |
1.8% |
72% |
False |
False |
1,090 |
| 60 |
3.600 |
3.072 |
0.528 |
15.2% |
0.059 |
1.7% |
77% |
False |
False |
1,016 |
| 80 |
3.600 |
3.072 |
0.528 |
15.2% |
0.056 |
1.6% |
77% |
False |
False |
886 |
| 100 |
3.750 |
3.072 |
0.678 |
19.5% |
0.056 |
1.6% |
60% |
False |
False |
849 |
| 120 |
3.851 |
3.072 |
0.779 |
22.4% |
0.061 |
1.8% |
52% |
False |
False |
841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.724 |
|
2.618 |
3.633 |
|
1.618 |
3.577 |
|
1.000 |
3.542 |
|
0.618 |
3.521 |
|
HIGH |
3.486 |
|
0.618 |
3.465 |
|
0.500 |
3.458 |
|
0.382 |
3.451 |
|
LOW |
3.430 |
|
0.618 |
3.395 |
|
1.000 |
3.374 |
|
1.618 |
3.339 |
|
2.618 |
3.283 |
|
4.250 |
3.192 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.471 |
3.479 |
| PP |
3.465 |
3.479 |
| S1 |
3.458 |
3.478 |
|