NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.511 |
3.570 |
0.059 |
1.7% |
3.453 |
| High |
3.533 |
3.570 |
0.037 |
1.0% |
3.551 |
| Low |
3.487 |
3.510 |
0.023 |
0.7% |
3.407 |
| Close |
3.533 |
3.547 |
0.014 |
0.4% |
3.478 |
| Range |
0.046 |
0.060 |
0.014 |
30.4% |
0.144 |
| ATR |
0.069 |
0.068 |
-0.001 |
-0.9% |
0.000 |
| Volume |
345 |
511 |
166 |
48.1% |
6,571 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.722 |
3.695 |
3.580 |
|
| R3 |
3.662 |
3.635 |
3.564 |
|
| R2 |
3.602 |
3.602 |
3.558 |
|
| R1 |
3.575 |
3.575 |
3.553 |
3.559 |
| PP |
3.542 |
3.542 |
3.542 |
3.534 |
| S1 |
3.515 |
3.515 |
3.542 |
3.499 |
| S2 |
3.482 |
3.482 |
3.536 |
|
| S3 |
3.422 |
3.455 |
3.531 |
|
| S4 |
3.362 |
3.395 |
3.514 |
|
|
| 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 |
3.570 |
3.407 |
0.163 |
4.6% |
0.060 |
1.7% |
86% |
True |
False |
1,300 |
| 10 |
3.570 |
3.331 |
0.239 |
6.7% |
0.066 |
1.8% |
90% |
True |
False |
992 |
| 20 |
3.570 |
3.170 |
0.400 |
11.3% |
0.064 |
1.8% |
94% |
True |
False |
1,019 |
| 40 |
3.600 |
3.170 |
0.430 |
12.1% |
0.062 |
1.8% |
88% |
False |
False |
1,078 |
| 60 |
3.600 |
3.072 |
0.528 |
14.9% |
0.059 |
1.7% |
90% |
False |
False |
1,011 |
| 80 |
3.600 |
3.072 |
0.528 |
14.9% |
0.056 |
1.6% |
90% |
False |
False |
893 |
| 100 |
3.750 |
3.072 |
0.678 |
19.1% |
0.056 |
1.6% |
70% |
False |
False |
855 |
| 120 |
3.750 |
3.072 |
0.678 |
19.1% |
0.061 |
1.7% |
70% |
False |
False |
846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.825 |
|
2.618 |
3.727 |
|
1.618 |
3.667 |
|
1.000 |
3.630 |
|
0.618 |
3.607 |
|
HIGH |
3.570 |
|
0.618 |
3.547 |
|
0.500 |
3.540 |
|
0.382 |
3.533 |
|
LOW |
3.510 |
|
0.618 |
3.473 |
|
1.000 |
3.450 |
|
1.618 |
3.413 |
|
2.618 |
3.353 |
|
4.250 |
3.255 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.545 |
3.534 |
| PP |
3.542 |
3.521 |
| S1 |
3.540 |
3.508 |
|