NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.499 |
3.532 |
0.033 |
0.9% |
3.464 |
| High |
3.540 |
3.549 |
0.009 |
0.3% |
3.549 |
| Low |
3.440 |
3.512 |
0.072 |
2.1% |
3.440 |
| Close |
3.528 |
3.538 |
0.010 |
0.3% |
3.538 |
| Range |
0.100 |
0.037 |
-0.063 |
-63.0% |
0.109 |
| ATR |
0.078 |
0.075 |
-0.003 |
-3.8% |
0.000 |
| Volume |
703 |
1,729 |
1,026 |
145.9% |
6,642 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.644 |
3.628 |
3.558 |
|
| R3 |
3.607 |
3.591 |
3.548 |
|
| R2 |
3.570 |
3.570 |
3.545 |
|
| R1 |
3.554 |
3.554 |
3.541 |
3.562 |
| PP |
3.533 |
3.533 |
3.533 |
3.537 |
| S1 |
3.517 |
3.517 |
3.535 |
3.525 |
| S2 |
3.496 |
3.496 |
3.531 |
|
| S3 |
3.459 |
3.480 |
3.528 |
|
| S4 |
3.422 |
3.443 |
3.518 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.836 |
3.796 |
3.598 |
|
| R3 |
3.727 |
3.687 |
3.568 |
|
| R2 |
3.618 |
3.618 |
3.558 |
|
| R1 |
3.578 |
3.578 |
3.548 |
3.598 |
| PP |
3.509 |
3.509 |
3.509 |
3.519 |
| S1 |
3.469 |
3.469 |
3.528 |
3.489 |
| S2 |
3.400 |
3.400 |
3.518 |
|
| S3 |
3.291 |
3.360 |
3.508 |
|
| S4 |
3.182 |
3.251 |
3.478 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.549 |
3.440 |
0.109 |
3.1% |
0.067 |
1.9% |
90% |
True |
False |
1,328 |
| 10 |
3.573 |
3.417 |
0.156 |
4.4% |
0.070 |
2.0% |
78% |
False |
False |
1,243 |
| 20 |
3.573 |
3.306 |
0.267 |
7.5% |
0.069 |
1.9% |
87% |
False |
False |
1,188 |
| 40 |
3.600 |
3.170 |
0.430 |
12.2% |
0.065 |
1.8% |
86% |
False |
False |
1,120 |
| 60 |
3.600 |
3.072 |
0.528 |
14.9% |
0.064 |
1.8% |
88% |
False |
False |
1,056 |
| 80 |
3.600 |
3.072 |
0.528 |
14.9% |
0.058 |
1.6% |
88% |
False |
False |
962 |
| 100 |
3.750 |
3.072 |
0.678 |
19.2% |
0.058 |
1.6% |
69% |
False |
False |
909 |
| 120 |
3.750 |
3.072 |
0.678 |
19.2% |
0.061 |
1.7% |
69% |
False |
False |
892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.706 |
|
2.618 |
3.646 |
|
1.618 |
3.609 |
|
1.000 |
3.586 |
|
0.618 |
3.572 |
|
HIGH |
3.549 |
|
0.618 |
3.535 |
|
0.500 |
3.531 |
|
0.382 |
3.526 |
|
LOW |
3.512 |
|
0.618 |
3.489 |
|
1.000 |
3.475 |
|
1.618 |
3.452 |
|
2.618 |
3.415 |
|
4.250 |
3.355 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.536 |
3.524 |
| PP |
3.533 |
3.509 |
| S1 |
3.531 |
3.495 |
|