NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 02-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.486 |
3.460 |
-0.026 |
-0.7% |
3.453 |
High |
3.486 |
3.490 |
0.004 |
0.1% |
3.551 |
Low |
3.430 |
3.445 |
0.015 |
0.4% |
3.407 |
Close |
3.478 |
3.477 |
-0.001 |
0.0% |
3.478 |
Range |
0.056 |
0.045 |
-0.011 |
-19.6% |
0.144 |
ATR |
0.072 |
0.070 |
-0.002 |
-2.7% |
0.000 |
Volume |
2,763 |
840 |
-1,923 |
-69.6% |
6,571 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.606 |
3.586 |
3.502 |
|
R3 |
3.561 |
3.541 |
3.489 |
|
R2 |
3.516 |
3.516 |
3.485 |
|
R1 |
3.496 |
3.496 |
3.481 |
3.506 |
PP |
3.471 |
3.471 |
3.471 |
3.476 |
S1 |
3.451 |
3.451 |
3.473 |
3.461 |
S2 |
3.426 |
3.426 |
3.469 |
|
S3 |
3.381 |
3.406 |
3.465 |
|
S4 |
3.336 |
3.361 |
3.452 |
|
|
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% |
0.070 |
2.0% |
49% |
False |
False |
1,363 |
10 |
3.551 |
3.331 |
0.220 |
6.3% |
0.066 |
1.9% |
66% |
False |
False |
1,248 |
20 |
3.551 |
3.170 |
0.381 |
11.0% |
0.062 |
1.8% |
81% |
False |
False |
1,039 |
40 |
3.600 |
3.170 |
0.430 |
12.4% |
0.063 |
1.8% |
71% |
False |
False |
1,086 |
60 |
3.600 |
3.072 |
0.528 |
15.2% |
0.059 |
1.7% |
77% |
False |
False |
1,014 |
80 |
3.600 |
3.072 |
0.528 |
15.2% |
0.056 |
1.6% |
77% |
False |
False |
891 |
100 |
3.750 |
3.072 |
0.678 |
19.5% |
0.056 |
1.6% |
60% |
False |
False |
855 |
120 |
3.750 |
3.072 |
0.678 |
19.5% |
0.061 |
1.7% |
60% |
False |
False |
847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.681 |
2.618 |
3.608 |
1.618 |
3.563 |
1.000 |
3.535 |
0.618 |
3.518 |
HIGH |
3.490 |
0.618 |
3.473 |
0.500 |
3.468 |
0.382 |
3.462 |
LOW |
3.445 |
0.618 |
3.417 |
1.000 |
3.400 |
1.618 |
3.372 |
2.618 |
3.327 |
4.250 |
3.254 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.474 |
3.469 |
PP |
3.471 |
3.462 |
S1 |
3.468 |
3.454 |
|