NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.494 |
0.024 |
0.7% |
3.464 |
| High |
3.600 |
3.539 |
-0.061 |
-1.7% |
3.549 |
| Low |
3.470 |
3.486 |
0.016 |
0.5% |
3.440 |
| Close |
3.532 |
3.497 |
-0.035 |
-1.0% |
3.538 |
| Range |
0.130 |
0.053 |
-0.077 |
-59.2% |
0.109 |
| ATR |
0.078 |
0.076 |
-0.002 |
-2.3% |
0.000 |
| Volume |
526 |
1,801 |
1,275 |
242.4% |
6,642 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.666 |
3.635 |
3.526 |
|
| R3 |
3.613 |
3.582 |
3.512 |
|
| R2 |
3.560 |
3.560 |
3.507 |
|
| R1 |
3.529 |
3.529 |
3.502 |
3.545 |
| PP |
3.507 |
3.507 |
3.507 |
3.515 |
| S1 |
3.476 |
3.476 |
3.492 |
3.492 |
| S2 |
3.454 |
3.454 |
3.487 |
|
| S3 |
3.401 |
3.423 |
3.482 |
|
| S4 |
3.348 |
3.370 |
3.468 |
|
|
| 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 |
3.451 |
0.149 |
4.3% |
0.070 |
2.0% |
31% |
False |
False |
1,033 |
| 10 |
3.600 |
3.417 |
0.183 |
5.2% |
0.080 |
2.3% |
44% |
False |
False |
1,141 |
| 20 |
3.600 |
3.331 |
0.269 |
7.7% |
0.073 |
2.1% |
62% |
False |
False |
1,067 |
| 40 |
3.600 |
3.170 |
0.430 |
12.3% |
0.066 |
1.9% |
76% |
False |
False |
1,054 |
| 60 |
3.600 |
3.155 |
0.445 |
12.7% |
0.066 |
1.9% |
77% |
False |
False |
1,062 |
| 80 |
3.600 |
3.072 |
0.528 |
15.1% |
0.060 |
1.7% |
80% |
False |
False |
991 |
| 100 |
3.600 |
3.072 |
0.528 |
15.1% |
0.058 |
1.7% |
80% |
False |
False |
884 |
| 120 |
3.750 |
3.072 |
0.678 |
19.4% |
0.060 |
1.7% |
63% |
False |
False |
839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.764 |
|
2.618 |
3.678 |
|
1.618 |
3.625 |
|
1.000 |
3.592 |
|
0.618 |
3.572 |
|
HIGH |
3.539 |
|
0.618 |
3.519 |
|
0.500 |
3.513 |
|
0.382 |
3.506 |
|
LOW |
3.486 |
|
0.618 |
3.453 |
|
1.000 |
3.433 |
|
1.618 |
3.400 |
|
2.618 |
3.347 |
|
4.250 |
3.261 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.513 |
3.526 |
| PP |
3.507 |
3.516 |
| S1 |
3.502 |
3.507 |
|