NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.464 |
3.515 |
0.051 |
1.5% |
3.460 |
| High |
3.508 |
3.530 |
0.022 |
0.6% |
3.573 |
| Low |
3.463 |
3.440 |
-0.023 |
-0.7% |
3.417 |
| Close |
3.504 |
3.440 |
-0.064 |
-1.8% |
3.427 |
| Range |
0.045 |
0.090 |
0.045 |
100.0% |
0.156 |
| ATR |
0.075 |
0.076 |
0.001 |
1.4% |
0.000 |
| Volume |
2,209 |
955 |
-1,254 |
-56.8% |
3,032 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.740 |
3.680 |
3.490 |
|
| R3 |
3.650 |
3.590 |
3.465 |
|
| R2 |
3.560 |
3.560 |
3.457 |
|
| R1 |
3.500 |
3.500 |
3.448 |
3.485 |
| PP |
3.470 |
3.470 |
3.470 |
3.463 |
| S1 |
3.410 |
3.410 |
3.432 |
3.395 |
| S2 |
3.380 |
3.380 |
3.424 |
|
| S3 |
3.290 |
3.320 |
3.415 |
|
| S4 |
3.200 |
3.230 |
3.391 |
|
|
| 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% |
0.079 |
2.3% |
15% |
False |
False |
1,071 |
| 10 |
3.573 |
3.407 |
0.166 |
4.8% |
0.075 |
2.2% |
20% |
False |
False |
1,217 |
| 20 |
3.573 |
3.170 |
0.403 |
11.7% |
0.072 |
2.1% |
67% |
False |
False |
1,154 |
| 40 |
3.600 |
3.170 |
0.430 |
12.5% |
0.066 |
1.9% |
63% |
False |
False |
1,104 |
| 60 |
3.600 |
3.072 |
0.528 |
15.3% |
0.062 |
1.8% |
70% |
False |
False |
1,031 |
| 80 |
3.600 |
3.072 |
0.528 |
15.3% |
0.057 |
1.7% |
70% |
False |
False |
932 |
| 100 |
3.750 |
3.072 |
0.678 |
19.7% |
0.057 |
1.7% |
54% |
False |
False |
891 |
| 120 |
3.750 |
3.072 |
0.678 |
19.7% |
0.062 |
1.8% |
54% |
False |
False |
875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.913 |
|
2.618 |
3.766 |
|
1.618 |
3.676 |
|
1.000 |
3.620 |
|
0.618 |
3.586 |
|
HIGH |
3.530 |
|
0.618 |
3.496 |
|
0.500 |
3.485 |
|
0.382 |
3.474 |
|
LOW |
3.440 |
|
0.618 |
3.384 |
|
1.000 |
3.350 |
|
1.618 |
3.294 |
|
2.618 |
3.204 |
|
4.250 |
3.058 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.485 |
3.495 |
| PP |
3.470 |
3.477 |
| S1 |
3.455 |
3.458 |
|