NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.536 |
3.564 |
0.028 |
0.8% |
3.552 |
| High |
3.590 |
3.588 |
-0.002 |
-0.1% |
3.600 |
| Low |
3.530 |
3.540 |
0.010 |
0.3% |
3.451 |
| Close |
3.590 |
3.557 |
-0.033 |
-0.9% |
3.525 |
| Range |
0.060 |
0.048 |
-0.012 |
-20.0% |
0.149 |
| ATR |
0.072 |
0.070 |
-0.002 |
-2.2% |
0.000 |
| Volume |
1,224 |
805 |
-419 |
-34.2% |
4,200 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.706 |
3.679 |
3.583 |
|
| R3 |
3.658 |
3.631 |
3.570 |
|
| R2 |
3.610 |
3.610 |
3.566 |
|
| R1 |
3.583 |
3.583 |
3.561 |
3.573 |
| PP |
3.562 |
3.562 |
3.562 |
3.556 |
| S1 |
3.535 |
3.535 |
3.553 |
3.525 |
| S2 |
3.514 |
3.514 |
3.548 |
|
| S3 |
3.466 |
3.487 |
3.544 |
|
| S4 |
3.418 |
3.439 |
3.531 |
|
|
| 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 |
3.590 |
3.468 |
0.122 |
3.4% |
0.049 |
1.4% |
73% |
False |
False |
1,065 |
| 10 |
3.600 |
3.440 |
0.160 |
4.5% |
0.064 |
1.8% |
73% |
False |
False |
939 |
| 20 |
3.600 |
3.407 |
0.193 |
5.4% |
0.070 |
2.0% |
78% |
False |
False |
1,108 |
| 40 |
3.600 |
3.170 |
0.430 |
12.1% |
0.065 |
1.8% |
90% |
False |
False |
1,029 |
| 60 |
3.600 |
3.170 |
0.430 |
12.1% |
0.064 |
1.8% |
90% |
False |
False |
1,056 |
| 80 |
3.600 |
3.072 |
0.528 |
14.8% |
0.060 |
1.7% |
92% |
False |
False |
1,007 |
| 100 |
3.600 |
3.072 |
0.528 |
14.8% |
0.058 |
1.6% |
92% |
False |
False |
892 |
| 120 |
3.750 |
3.072 |
0.678 |
19.1% |
0.058 |
1.6% |
72% |
False |
False |
857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.792 |
|
2.618 |
3.714 |
|
1.618 |
3.666 |
|
1.000 |
3.636 |
|
0.618 |
3.618 |
|
HIGH |
3.588 |
|
0.618 |
3.570 |
|
0.500 |
3.564 |
|
0.382 |
3.558 |
|
LOW |
3.540 |
|
0.618 |
3.510 |
|
1.000 |
3.492 |
|
1.618 |
3.462 |
|
2.618 |
3.414 |
|
4.250 |
3.336 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.564 |
3.548 |
| PP |
3.562 |
3.538 |
| S1 |
3.559 |
3.529 |
|