NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.532 |
3.552 |
0.020 |
0.6% |
3.464 |
| High |
3.549 |
3.552 |
0.003 |
0.1% |
3.549 |
| Low |
3.512 |
3.457 |
-0.055 |
-1.6% |
3.440 |
| Close |
3.538 |
3.469 |
-0.069 |
-2.0% |
3.538 |
| Range |
0.037 |
0.095 |
0.058 |
156.8% |
0.109 |
| ATR |
0.075 |
0.077 |
0.001 |
1.9% |
0.000 |
| Volume |
1,729 |
496 |
-1,233 |
-71.3% |
6,642 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.778 |
3.718 |
3.521 |
|
| R3 |
3.683 |
3.623 |
3.495 |
|
| R2 |
3.588 |
3.588 |
3.486 |
|
| R1 |
3.528 |
3.528 |
3.478 |
3.511 |
| PP |
3.493 |
3.493 |
3.493 |
3.484 |
| S1 |
3.433 |
3.433 |
3.460 |
3.416 |
| S2 |
3.398 |
3.398 |
3.452 |
|
| S3 |
3.303 |
3.338 |
3.443 |
|
| S4 |
3.208 |
3.243 |
3.417 |
|
|
| 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 |
3.552 |
3.440 |
0.112 |
3.2% |
0.077 |
2.2% |
26% |
True |
False |
985 |
| 10 |
3.573 |
3.417 |
0.156 |
4.5% |
0.074 |
2.1% |
33% |
False |
False |
1,017 |
| 20 |
3.573 |
3.331 |
0.242 |
7.0% |
0.071 |
2.0% |
57% |
False |
False |
1,131 |
| 40 |
3.592 |
3.170 |
0.422 |
12.2% |
0.065 |
1.9% |
71% |
False |
False |
1,090 |
| 60 |
3.600 |
3.072 |
0.528 |
15.2% |
0.065 |
1.9% |
75% |
False |
False |
1,058 |
| 80 |
3.600 |
3.072 |
0.528 |
15.2% |
0.058 |
1.7% |
75% |
False |
False |
964 |
| 100 |
3.750 |
3.072 |
0.678 |
19.5% |
0.058 |
1.7% |
59% |
False |
False |
912 |
| 120 |
3.750 |
3.072 |
0.678 |
19.5% |
0.060 |
1.7% |
59% |
False |
False |
874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.956 |
|
2.618 |
3.801 |
|
1.618 |
3.706 |
|
1.000 |
3.647 |
|
0.618 |
3.611 |
|
HIGH |
3.552 |
|
0.618 |
3.516 |
|
0.500 |
3.505 |
|
0.382 |
3.493 |
|
LOW |
3.457 |
|
0.618 |
3.398 |
|
1.000 |
3.362 |
|
1.618 |
3.303 |
|
2.618 |
3.208 |
|
4.250 |
3.053 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.505 |
3.496 |
| PP |
3.493 |
3.487 |
| S1 |
3.481 |
3.478 |
|