NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.573 |
3.464 |
-0.109 |
-3.1% |
3.460 |
| High |
3.573 |
3.508 |
-0.065 |
-1.8% |
3.573 |
| Low |
3.417 |
3.463 |
0.046 |
1.3% |
3.417 |
| Close |
3.427 |
3.504 |
0.077 |
2.2% |
3.427 |
| Range |
0.156 |
0.045 |
-0.111 |
-71.2% |
0.156 |
| ATR |
0.075 |
0.075 |
0.000 |
0.6% |
0.000 |
| Volume |
1,336 |
2,209 |
873 |
65.3% |
3,032 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.627 |
3.610 |
3.529 |
|
| R3 |
3.582 |
3.565 |
3.516 |
|
| R2 |
3.537 |
3.537 |
3.512 |
|
| R1 |
3.520 |
3.520 |
3.508 |
3.529 |
| PP |
3.492 |
3.492 |
3.492 |
3.496 |
| S1 |
3.475 |
3.475 |
3.500 |
3.484 |
| S2 |
3.447 |
3.447 |
3.496 |
|
| S3 |
3.402 |
3.430 |
3.492 |
|
| S4 |
3.357 |
3.385 |
3.479 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.940 |
3.840 |
3.513 |
|
| R3 |
3.784 |
3.684 |
3.470 |
|
| R2 |
3.628 |
3.628 |
3.456 |
|
| R1 |
3.528 |
3.528 |
3.441 |
3.500 |
| PP |
3.472 |
3.472 |
3.472 |
3.459 |
| S1 |
3.372 |
3.372 |
3.413 |
3.344 |
| S2 |
3.316 |
3.316 |
3.398 |
|
| S3 |
3.160 |
3.216 |
3.384 |
|
| S4 |
3.004 |
3.060 |
3.341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.573 |
3.417 |
0.156 |
4.5% |
0.070 |
2.0% |
56% |
False |
False |
1,048 |
| 10 |
3.573 |
3.407 |
0.166 |
4.7% |
0.069 |
2.0% |
58% |
False |
False |
1,181 |
| 20 |
3.573 |
3.170 |
0.403 |
11.5% |
0.069 |
2.0% |
83% |
False |
False |
1,139 |
| 40 |
3.600 |
3.170 |
0.430 |
12.3% |
0.065 |
1.9% |
78% |
False |
False |
1,100 |
| 60 |
3.600 |
3.072 |
0.528 |
15.1% |
0.061 |
1.7% |
82% |
False |
False |
1,036 |
| 80 |
3.600 |
3.072 |
0.528 |
15.1% |
0.056 |
1.6% |
82% |
False |
False |
926 |
| 100 |
3.750 |
3.072 |
0.678 |
19.3% |
0.057 |
1.6% |
64% |
False |
False |
884 |
| 120 |
3.750 |
3.072 |
0.678 |
19.3% |
0.061 |
1.8% |
64% |
False |
False |
869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.699 |
|
2.618 |
3.626 |
|
1.618 |
3.581 |
|
1.000 |
3.553 |
|
0.618 |
3.536 |
|
HIGH |
3.508 |
|
0.618 |
3.491 |
|
0.500 |
3.486 |
|
0.382 |
3.480 |
|
LOW |
3.463 |
|
0.618 |
3.435 |
|
1.000 |
3.418 |
|
1.618 |
3.390 |
|
2.618 |
3.345 |
|
4.250 |
3.272 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.498 |
3.501 |
| PP |
3.492 |
3.498 |
| S1 |
3.486 |
3.495 |
|