NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.564 |
3.585 |
0.021 |
0.6% |
3.552 |
| High |
3.588 |
3.614 |
0.026 |
0.7% |
3.600 |
| Low |
3.540 |
3.542 |
0.002 |
0.1% |
3.451 |
| Close |
3.557 |
3.605 |
0.048 |
1.3% |
3.525 |
| Range |
0.048 |
0.072 |
0.024 |
50.0% |
0.149 |
| ATR |
0.070 |
0.070 |
0.000 |
0.2% |
0.000 |
| Volume |
805 |
810 |
5 |
0.6% |
4,200 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.803 |
3.776 |
3.645 |
|
| R3 |
3.731 |
3.704 |
3.625 |
|
| R2 |
3.659 |
3.659 |
3.618 |
|
| R1 |
3.632 |
3.632 |
3.612 |
3.646 |
| PP |
3.587 |
3.587 |
3.587 |
3.594 |
| S1 |
3.560 |
3.560 |
3.598 |
3.574 |
| S2 |
3.515 |
3.515 |
3.592 |
|
| S3 |
3.443 |
3.488 |
3.585 |
|
| S4 |
3.371 |
3.416 |
3.565 |
|
|
| 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 |
3.614 |
3.468 |
0.146 |
4.0% |
0.053 |
1.5% |
94% |
True |
False |
867 |
| 10 |
3.614 |
3.451 |
0.163 |
4.5% |
0.061 |
1.7% |
94% |
True |
False |
950 |
| 20 |
3.614 |
3.407 |
0.207 |
5.7% |
0.068 |
1.9% |
96% |
True |
False |
1,112 |
| 40 |
3.614 |
3.170 |
0.444 |
12.3% |
0.065 |
1.8% |
98% |
True |
False |
1,018 |
| 60 |
3.614 |
3.170 |
0.444 |
12.3% |
0.064 |
1.8% |
98% |
True |
False |
1,053 |
| 80 |
3.614 |
3.072 |
0.542 |
15.0% |
0.060 |
1.7% |
98% |
True |
False |
1,007 |
| 100 |
3.614 |
3.072 |
0.542 |
15.0% |
0.058 |
1.6% |
98% |
True |
False |
898 |
| 120 |
3.750 |
3.072 |
0.678 |
18.8% |
0.058 |
1.6% |
79% |
False |
False |
860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.920 |
|
2.618 |
3.802 |
|
1.618 |
3.730 |
|
1.000 |
3.686 |
|
0.618 |
3.658 |
|
HIGH |
3.614 |
|
0.618 |
3.586 |
|
0.500 |
3.578 |
|
0.382 |
3.570 |
|
LOW |
3.542 |
|
0.618 |
3.498 |
|
1.000 |
3.470 |
|
1.618 |
3.426 |
|
2.618 |
3.354 |
|
4.250 |
3.236 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.596 |
3.594 |
| PP |
3.587 |
3.583 |
| S1 |
3.578 |
3.572 |
|