NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.474 |
3.470 |
-0.004 |
-0.1% |
3.464 |
| High |
3.485 |
3.600 |
0.115 |
3.3% |
3.549 |
| Low |
3.451 |
3.470 |
0.019 |
0.6% |
3.440 |
| Close |
3.462 |
3.532 |
0.070 |
2.0% |
3.538 |
| Range |
0.034 |
0.130 |
0.096 |
282.4% |
0.109 |
| ATR |
0.073 |
0.078 |
0.005 |
6.3% |
0.000 |
| Volume |
616 |
526 |
-90 |
-14.6% |
6,642 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.924 |
3.858 |
3.604 |
|
| R3 |
3.794 |
3.728 |
3.568 |
|
| R2 |
3.664 |
3.664 |
3.556 |
|
| R1 |
3.598 |
3.598 |
3.544 |
3.631 |
| PP |
3.534 |
3.534 |
3.534 |
3.551 |
| S1 |
3.468 |
3.468 |
3.520 |
3.501 |
| S2 |
3.404 |
3.404 |
3.508 |
|
| S3 |
3.274 |
3.338 |
3.496 |
|
| S4 |
3.144 |
3.208 |
3.461 |
|
|
| 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 |
3.600 |
3.440 |
0.160 |
4.5% |
0.079 |
2.2% |
58% |
True |
False |
814 |
| 10 |
3.600 |
3.417 |
0.183 |
5.2% |
0.081 |
2.3% |
63% |
True |
False |
1,012 |
| 20 |
3.600 |
3.331 |
0.269 |
7.6% |
0.073 |
2.1% |
75% |
True |
False |
1,057 |
| 40 |
3.600 |
3.170 |
0.430 |
12.2% |
0.066 |
1.9% |
84% |
True |
False |
1,047 |
| 60 |
3.600 |
3.124 |
0.476 |
13.5% |
0.066 |
1.9% |
86% |
True |
False |
1,049 |
| 80 |
3.600 |
3.072 |
0.528 |
14.9% |
0.060 |
1.7% |
87% |
True |
False |
970 |
| 100 |
3.693 |
3.072 |
0.621 |
17.6% |
0.059 |
1.7% |
74% |
False |
False |
912 |
| 120 |
3.750 |
3.072 |
0.678 |
19.2% |
0.060 |
1.7% |
68% |
False |
False |
834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.153 |
|
2.618 |
3.940 |
|
1.618 |
3.810 |
|
1.000 |
3.730 |
|
0.618 |
3.680 |
|
HIGH |
3.600 |
|
0.618 |
3.550 |
|
0.500 |
3.535 |
|
0.382 |
3.520 |
|
LOW |
3.470 |
|
0.618 |
3.390 |
|
1.000 |
3.340 |
|
1.618 |
3.260 |
|
2.618 |
3.130 |
|
4.250 |
2.918 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.535 |
3.530 |
| PP |
3.534 |
3.528 |
| S1 |
3.533 |
3.526 |
|