NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.476 |
3.536 |
0.060 |
1.7% |
3.552 |
| High |
3.532 |
3.590 |
0.058 |
1.6% |
3.600 |
| Low |
3.468 |
3.530 |
0.062 |
1.8% |
3.451 |
| Close |
3.530 |
3.590 |
0.060 |
1.7% |
3.525 |
| Range |
0.064 |
0.060 |
-0.004 |
-6.3% |
0.149 |
| ATR |
0.073 |
0.072 |
-0.001 |
-1.2% |
0.000 |
| Volume |
738 |
1,224 |
486 |
65.9% |
4,200 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.750 |
3.730 |
3.623 |
|
| R3 |
3.690 |
3.670 |
3.607 |
|
| R2 |
3.630 |
3.630 |
3.601 |
|
| R1 |
3.610 |
3.610 |
3.596 |
3.620 |
| PP |
3.570 |
3.570 |
3.570 |
3.575 |
| S1 |
3.550 |
3.550 |
3.585 |
3.560 |
| S2 |
3.510 |
3.510 |
3.579 |
|
| S3 |
3.450 |
3.490 |
3.574 |
|
| S4 |
3.390 |
3.430 |
3.557 |
|
|
| 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 |
3.468 |
0.132 |
3.7% |
0.066 |
1.8% |
92% |
False |
False |
1,010 |
| 10 |
3.600 |
3.440 |
0.160 |
4.5% |
0.066 |
1.8% |
94% |
False |
False |
964 |
| 20 |
3.600 |
3.407 |
0.193 |
5.4% |
0.070 |
2.0% |
95% |
False |
False |
1,090 |
| 40 |
3.600 |
3.170 |
0.430 |
12.0% |
0.066 |
1.8% |
98% |
False |
False |
1,045 |
| 60 |
3.600 |
3.170 |
0.430 |
12.0% |
0.065 |
1.8% |
98% |
False |
False |
1,052 |
| 80 |
3.600 |
3.072 |
0.528 |
14.7% |
0.060 |
1.7% |
98% |
False |
False |
1,009 |
| 100 |
3.600 |
3.072 |
0.528 |
14.7% |
0.058 |
1.6% |
98% |
False |
False |
889 |
| 120 |
3.750 |
3.072 |
0.678 |
18.9% |
0.059 |
1.6% |
76% |
False |
False |
854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.845 |
|
2.618 |
3.747 |
|
1.618 |
3.687 |
|
1.000 |
3.650 |
|
0.618 |
3.627 |
|
HIGH |
3.590 |
|
0.618 |
3.567 |
|
0.500 |
3.560 |
|
0.382 |
3.553 |
|
LOW |
3.530 |
|
0.618 |
3.493 |
|
1.000 |
3.470 |
|
1.618 |
3.433 |
|
2.618 |
3.373 |
|
4.250 |
3.275 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.580 |
3.570 |
| PP |
3.570 |
3.549 |
| S1 |
3.560 |
3.529 |
|