NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.585 |
3.585 |
0.000 |
0.0% |
3.476 |
| High |
3.614 |
3.602 |
-0.012 |
-0.3% |
3.614 |
| Low |
3.542 |
3.563 |
0.021 |
0.6% |
3.468 |
| Close |
3.605 |
3.580 |
-0.025 |
-0.7% |
3.580 |
| Range |
0.072 |
0.039 |
-0.033 |
-45.8% |
0.146 |
| ATR |
0.070 |
0.068 |
-0.002 |
-2.9% |
0.000 |
| Volume |
810 |
807 |
-3 |
-0.4% |
4,384 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.699 |
3.678 |
3.601 |
|
| R3 |
3.660 |
3.639 |
3.591 |
|
| R2 |
3.621 |
3.621 |
3.587 |
|
| R1 |
3.600 |
3.600 |
3.584 |
3.591 |
| PP |
3.582 |
3.582 |
3.582 |
3.577 |
| S1 |
3.561 |
3.561 |
3.576 |
3.552 |
| S2 |
3.543 |
3.543 |
3.573 |
|
| S3 |
3.504 |
3.522 |
3.569 |
|
| S4 |
3.465 |
3.483 |
3.559 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.992 |
3.932 |
3.660 |
|
| R3 |
3.846 |
3.786 |
3.620 |
|
| R2 |
3.700 |
3.700 |
3.607 |
|
| R1 |
3.640 |
3.640 |
3.593 |
3.670 |
| PP |
3.554 |
3.554 |
3.554 |
3.569 |
| S1 |
3.494 |
3.494 |
3.567 |
3.524 |
| S2 |
3.408 |
3.408 |
3.553 |
|
| S3 |
3.262 |
3.348 |
3.540 |
|
| S4 |
3.116 |
3.202 |
3.500 |
|
|
| 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 |
4.1% |
0.057 |
1.6% |
77% |
False |
False |
876 |
| 10 |
3.614 |
3.451 |
0.163 |
4.6% |
0.062 |
1.7% |
79% |
False |
False |
858 |
| 20 |
3.614 |
3.417 |
0.197 |
5.5% |
0.066 |
1.8% |
83% |
False |
False |
1,051 |
| 40 |
3.614 |
3.170 |
0.444 |
12.4% |
0.063 |
1.8% |
92% |
False |
False |
1,007 |
| 60 |
3.614 |
3.170 |
0.444 |
12.4% |
0.064 |
1.8% |
92% |
False |
False |
1,054 |
| 80 |
3.614 |
3.072 |
0.542 |
15.1% |
0.060 |
1.7% |
94% |
False |
False |
1,004 |
| 100 |
3.614 |
3.072 |
0.542 |
15.1% |
0.058 |
1.6% |
94% |
False |
False |
899 |
| 120 |
3.750 |
3.072 |
0.678 |
18.9% |
0.058 |
1.6% |
75% |
False |
False |
864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.768 |
|
2.618 |
3.704 |
|
1.618 |
3.665 |
|
1.000 |
3.641 |
|
0.618 |
3.626 |
|
HIGH |
3.602 |
|
0.618 |
3.587 |
|
0.500 |
3.583 |
|
0.382 |
3.578 |
|
LOW |
3.563 |
|
0.618 |
3.539 |
|
1.000 |
3.524 |
|
1.618 |
3.500 |
|
2.618 |
3.461 |
|
4.250 |
3.397 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.583 |
3.579 |
| PP |
3.582 |
3.578 |
| S1 |
3.581 |
3.577 |
|