NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.460 |
3.511 |
0.051 |
1.5% |
3.453 |
| High |
3.490 |
3.533 |
0.043 |
1.2% |
3.551 |
| Low |
3.445 |
3.487 |
0.042 |
1.2% |
3.407 |
| Close |
3.477 |
3.533 |
0.056 |
1.6% |
3.478 |
| Range |
0.045 |
0.046 |
0.001 |
2.2% |
0.144 |
| ATR |
0.070 |
0.069 |
-0.001 |
-1.4% |
0.000 |
| Volume |
840 |
345 |
-495 |
-58.9% |
6,571 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.656 |
3.640 |
3.558 |
|
| R3 |
3.610 |
3.594 |
3.546 |
|
| R2 |
3.564 |
3.564 |
3.541 |
|
| R1 |
3.548 |
3.548 |
3.537 |
3.556 |
| PP |
3.518 |
3.518 |
3.518 |
3.522 |
| S1 |
3.502 |
3.502 |
3.529 |
3.510 |
| S2 |
3.472 |
3.472 |
3.525 |
|
| S3 |
3.426 |
3.456 |
3.520 |
|
| S4 |
3.380 |
3.410 |
3.508 |
|
|
| 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% |
88% |
False |
False |
1,341 |
| 10 |
3.551 |
3.331 |
0.220 |
6.2% |
0.066 |
1.9% |
92% |
False |
False |
1,102 |
| 20 |
3.551 |
3.170 |
0.381 |
10.8% |
0.063 |
1.8% |
95% |
False |
False |
1,036 |
| 40 |
3.600 |
3.170 |
0.430 |
12.2% |
0.063 |
1.8% |
84% |
False |
False |
1,077 |
| 60 |
3.600 |
3.072 |
0.528 |
14.9% |
0.059 |
1.7% |
87% |
False |
False |
1,009 |
| 80 |
3.600 |
3.072 |
0.528 |
14.9% |
0.056 |
1.6% |
87% |
False |
False |
890 |
| 100 |
3.750 |
3.072 |
0.678 |
19.2% |
0.056 |
1.6% |
68% |
False |
False |
856 |
| 120 |
3.750 |
3.072 |
0.678 |
19.2% |
0.061 |
1.7% |
68% |
False |
False |
846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.729 |
|
2.618 |
3.653 |
|
1.618 |
3.607 |
|
1.000 |
3.579 |
|
0.618 |
3.561 |
|
HIGH |
3.533 |
|
0.618 |
3.515 |
|
0.500 |
3.510 |
|
0.382 |
3.505 |
|
LOW |
3.487 |
|
0.618 |
3.459 |
|
1.000 |
3.441 |
|
1.618 |
3.413 |
|
2.618 |
3.367 |
|
4.250 |
3.292 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.525 |
3.516 |
| PP |
3.518 |
3.499 |
| S1 |
3.510 |
3.482 |
|