NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.494 |
3.509 |
0.015 |
0.4% |
3.552 |
| High |
3.539 |
3.530 |
-0.009 |
-0.3% |
3.600 |
| Low |
3.486 |
3.509 |
0.023 |
0.7% |
3.451 |
| Close |
3.497 |
3.525 |
0.028 |
0.8% |
3.525 |
| Range |
0.053 |
0.021 |
-0.032 |
-60.4% |
0.149 |
| ATR |
0.076 |
0.073 |
-0.003 |
-4.1% |
0.000 |
| Volume |
1,801 |
761 |
-1,040 |
-57.7% |
4,200 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.584 |
3.576 |
3.537 |
|
| R3 |
3.563 |
3.555 |
3.531 |
|
| R2 |
3.542 |
3.542 |
3.529 |
|
| R1 |
3.534 |
3.534 |
3.527 |
3.538 |
| PP |
3.521 |
3.521 |
3.521 |
3.524 |
| S1 |
3.513 |
3.513 |
3.523 |
3.517 |
| S2 |
3.500 |
3.500 |
3.521 |
|
| S3 |
3.479 |
3.492 |
3.519 |
|
| S4 |
3.458 |
3.471 |
3.513 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.972 |
3.898 |
3.607 |
|
| R3 |
3.823 |
3.749 |
3.566 |
|
| R2 |
3.674 |
3.674 |
3.552 |
|
| R1 |
3.600 |
3.600 |
3.539 |
3.563 |
| PP |
3.525 |
3.525 |
3.525 |
3.507 |
| S1 |
3.451 |
3.451 |
3.511 |
3.414 |
| S2 |
3.376 |
3.376 |
3.498 |
|
| S3 |
3.227 |
3.302 |
3.484 |
|
| S4 |
3.078 |
3.153 |
3.443 |
|
|
| 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 |
4.2% |
0.067 |
1.9% |
50% |
False |
False |
840 |
| 10 |
3.600 |
3.440 |
0.160 |
4.5% |
0.067 |
1.9% |
53% |
False |
False |
1,084 |
| 20 |
3.600 |
3.331 |
0.269 |
7.6% |
0.070 |
2.0% |
72% |
False |
False |
1,067 |
| 40 |
3.600 |
3.170 |
0.430 |
12.2% |
0.065 |
1.8% |
83% |
False |
False |
1,049 |
| 60 |
3.600 |
3.170 |
0.430 |
12.2% |
0.065 |
1.9% |
83% |
False |
False |
1,059 |
| 80 |
3.600 |
3.072 |
0.528 |
15.0% |
0.060 |
1.7% |
86% |
False |
False |
997 |
| 100 |
3.600 |
3.072 |
0.528 |
15.0% |
0.058 |
1.6% |
86% |
False |
False |
875 |
| 120 |
3.750 |
3.072 |
0.678 |
19.2% |
0.059 |
1.7% |
67% |
False |
False |
841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.619 |
|
2.618 |
3.585 |
|
1.618 |
3.564 |
|
1.000 |
3.551 |
|
0.618 |
3.543 |
|
HIGH |
3.530 |
|
0.618 |
3.522 |
|
0.500 |
3.520 |
|
0.382 |
3.517 |
|
LOW |
3.509 |
|
0.618 |
3.496 |
|
1.000 |
3.488 |
|
1.618 |
3.475 |
|
2.618 |
3.454 |
|
4.250 |
3.420 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.523 |
3.535 |
| PP |
3.521 |
3.532 |
| S1 |
3.520 |
3.528 |
|