NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 11-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.515 |
3.458 |
-0.057 |
-1.6% |
3.460 |
High |
3.530 |
3.519 |
-0.011 |
-0.3% |
3.573 |
Low |
3.440 |
3.458 |
0.018 |
0.5% |
3.417 |
Close |
3.440 |
3.514 |
0.074 |
2.2% |
3.427 |
Range |
0.090 |
0.061 |
-0.029 |
-32.2% |
0.156 |
ATR |
0.076 |
0.076 |
0.000 |
0.3% |
0.000 |
Volume |
955 |
1,046 |
91 |
9.5% |
3,032 |
|
Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.680 |
3.658 |
3.548 |
|
R3 |
3.619 |
3.597 |
3.531 |
|
R2 |
3.558 |
3.558 |
3.525 |
|
R1 |
3.536 |
3.536 |
3.520 |
3.547 |
PP |
3.497 |
3.497 |
3.497 |
3.503 |
S1 |
3.475 |
3.475 |
3.508 |
3.486 |
S2 |
3.436 |
3.436 |
3.503 |
|
S3 |
3.375 |
3.414 |
3.497 |
|
S4 |
3.314 |
3.353 |
3.480 |
|
|
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 |
4.4% |
0.082 |
2.3% |
62% |
False |
False |
1,211 |
10 |
3.573 |
3.407 |
0.166 |
4.7% |
0.075 |
2.1% |
64% |
False |
False |
1,276 |
20 |
3.573 |
3.170 |
0.403 |
11.5% |
0.072 |
2.1% |
85% |
False |
False |
1,165 |
40 |
3.600 |
3.170 |
0.430 |
12.2% |
0.065 |
1.9% |
80% |
False |
False |
1,105 |
60 |
3.600 |
3.072 |
0.528 |
15.0% |
0.062 |
1.8% |
84% |
False |
False |
1,040 |
80 |
3.600 |
3.072 |
0.528 |
15.0% |
0.057 |
1.6% |
84% |
False |
False |
940 |
100 |
3.750 |
3.072 |
0.678 |
19.3% |
0.058 |
1.6% |
65% |
False |
False |
899 |
120 |
3.750 |
3.072 |
0.678 |
19.3% |
0.061 |
1.7% |
65% |
False |
False |
881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.778 |
2.618 |
3.679 |
1.618 |
3.618 |
1.000 |
3.580 |
0.618 |
3.557 |
HIGH |
3.519 |
0.618 |
3.496 |
0.500 |
3.489 |
0.382 |
3.481 |
LOW |
3.458 |
0.618 |
3.420 |
1.000 |
3.397 |
1.618 |
3.359 |
2.618 |
3.298 |
4.250 |
3.199 |
|
|
Fisher Pivots for day following 11-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.506 |
3.504 |
PP |
3.497 |
3.495 |
S1 |
3.489 |
3.485 |
|