NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.458 |
3.499 |
0.041 |
1.2% |
3.460 |
| High |
3.519 |
3.540 |
0.021 |
0.6% |
3.573 |
| Low |
3.458 |
3.440 |
-0.018 |
-0.5% |
3.417 |
| Close |
3.514 |
3.528 |
0.014 |
0.4% |
3.427 |
| Range |
0.061 |
0.100 |
0.039 |
63.9% |
0.156 |
| ATR |
0.076 |
0.078 |
0.002 |
2.2% |
0.000 |
| Volume |
1,046 |
703 |
-343 |
-32.8% |
3,032 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.803 |
3.765 |
3.583 |
|
| R3 |
3.703 |
3.665 |
3.556 |
|
| R2 |
3.603 |
3.603 |
3.546 |
|
| R1 |
3.565 |
3.565 |
3.537 |
3.584 |
| PP |
3.503 |
3.503 |
3.503 |
3.512 |
| S1 |
3.465 |
3.465 |
3.519 |
3.484 |
| S2 |
3.403 |
3.403 |
3.510 |
|
| S3 |
3.303 |
3.365 |
3.501 |
|
| S4 |
3.203 |
3.265 |
3.473 |
|
|
| 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% |
0.090 |
2.6% |
71% |
False |
False |
1,249 |
| 10 |
3.573 |
3.407 |
0.166 |
4.7% |
0.075 |
2.1% |
73% |
False |
False |
1,274 |
| 20 |
3.573 |
3.170 |
0.403 |
11.4% |
0.076 |
2.2% |
89% |
False |
False |
1,126 |
| 40 |
3.600 |
3.170 |
0.430 |
12.2% |
0.066 |
1.9% |
83% |
False |
False |
1,096 |
| 60 |
3.600 |
3.072 |
0.528 |
15.0% |
0.064 |
1.8% |
86% |
False |
False |
1,038 |
| 80 |
3.600 |
3.072 |
0.528 |
15.0% |
0.058 |
1.6% |
86% |
False |
False |
945 |
| 100 |
3.750 |
3.072 |
0.678 |
19.2% |
0.058 |
1.6% |
67% |
False |
False |
897 |
| 120 |
3.750 |
3.072 |
0.678 |
19.2% |
0.062 |
1.7% |
67% |
False |
False |
881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.965 |
|
2.618 |
3.802 |
|
1.618 |
3.702 |
|
1.000 |
3.640 |
|
0.618 |
3.602 |
|
HIGH |
3.540 |
|
0.618 |
3.502 |
|
0.500 |
3.490 |
|
0.382 |
3.478 |
|
LOW |
3.440 |
|
0.618 |
3.378 |
|
1.000 |
3.340 |
|
1.618 |
3.278 |
|
2.618 |
3.178 |
|
4.250 |
3.015 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.515 |
3.515 |
| PP |
3.503 |
3.503 |
| S1 |
3.490 |
3.490 |
|