NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.509 |
3.476 |
-0.033 |
-0.9% |
3.552 |
| High |
3.530 |
3.532 |
0.002 |
0.1% |
3.600 |
| Low |
3.509 |
3.468 |
-0.041 |
-1.2% |
3.451 |
| Close |
3.525 |
3.530 |
0.005 |
0.1% |
3.525 |
| Range |
0.021 |
0.064 |
0.043 |
204.8% |
0.149 |
| ATR |
0.073 |
0.073 |
-0.001 |
-0.9% |
0.000 |
| Volume |
761 |
738 |
-23 |
-3.0% |
4,200 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.702 |
3.680 |
3.565 |
|
| R3 |
3.638 |
3.616 |
3.548 |
|
| R2 |
3.574 |
3.574 |
3.542 |
|
| R1 |
3.552 |
3.552 |
3.536 |
3.563 |
| PP |
3.510 |
3.510 |
3.510 |
3.516 |
| S1 |
3.488 |
3.488 |
3.524 |
3.499 |
| S2 |
3.446 |
3.446 |
3.518 |
|
| S3 |
3.382 |
3.424 |
3.512 |
|
| S4 |
3.318 |
3.360 |
3.495 |
|
|
| 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% |
0.060 |
1.7% |
53% |
False |
False |
888 |
| 10 |
3.600 |
3.440 |
0.160 |
4.5% |
0.069 |
1.9% |
56% |
False |
False |
937 |
| 20 |
3.600 |
3.407 |
0.193 |
5.5% |
0.069 |
1.9% |
64% |
False |
False |
1,059 |
| 40 |
3.600 |
3.170 |
0.430 |
12.2% |
0.065 |
1.9% |
84% |
False |
False |
1,038 |
| 60 |
3.600 |
3.170 |
0.430 |
12.2% |
0.065 |
1.8% |
84% |
False |
False |
1,050 |
| 80 |
3.600 |
3.072 |
0.528 |
15.0% |
0.060 |
1.7% |
87% |
False |
False |
1,001 |
| 100 |
3.600 |
3.072 |
0.528 |
15.0% |
0.057 |
1.6% |
87% |
False |
False |
878 |
| 120 |
3.750 |
3.072 |
0.678 |
19.2% |
0.059 |
1.7% |
68% |
False |
False |
847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.804 |
|
2.618 |
3.700 |
|
1.618 |
3.636 |
|
1.000 |
3.596 |
|
0.618 |
3.572 |
|
HIGH |
3.532 |
|
0.618 |
3.508 |
|
0.500 |
3.500 |
|
0.382 |
3.492 |
|
LOW |
3.468 |
|
0.618 |
3.428 |
|
1.000 |
3.404 |
|
1.618 |
3.364 |
|
2.618 |
3.300 |
|
4.250 |
3.196 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.520 |
3.521 |
| PP |
3.510 |
3.512 |
| S1 |
3.500 |
3.504 |
|