NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.585 |
3.620 |
0.035 |
1.0% |
3.476 |
| High |
3.602 |
3.693 |
0.091 |
2.5% |
3.614 |
| Low |
3.563 |
3.620 |
0.057 |
1.6% |
3.468 |
| Close |
3.580 |
3.686 |
0.106 |
3.0% |
3.580 |
| Range |
0.039 |
0.073 |
0.034 |
87.2% |
0.146 |
| ATR |
0.068 |
0.071 |
0.003 |
4.7% |
0.000 |
| Volume |
807 |
693 |
-114 |
-14.1% |
4,384 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.885 |
3.859 |
3.726 |
|
| R3 |
3.812 |
3.786 |
3.706 |
|
| R2 |
3.739 |
3.739 |
3.699 |
|
| R1 |
3.713 |
3.713 |
3.693 |
3.726 |
| PP |
3.666 |
3.666 |
3.666 |
3.673 |
| S1 |
3.640 |
3.640 |
3.679 |
3.653 |
| S2 |
3.593 |
3.593 |
3.673 |
|
| S3 |
3.520 |
3.567 |
3.666 |
|
| S4 |
3.447 |
3.494 |
3.646 |
|
|
| 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 |
3.693 |
3.530 |
0.163 |
4.4% |
0.058 |
1.6% |
96% |
True |
False |
867 |
| 10 |
3.693 |
3.451 |
0.242 |
6.6% |
0.059 |
1.6% |
97% |
True |
False |
878 |
| 20 |
3.693 |
3.417 |
0.276 |
7.5% |
0.066 |
1.8% |
97% |
True |
False |
947 |
| 40 |
3.693 |
3.170 |
0.523 |
14.2% |
0.065 |
1.8% |
99% |
True |
False |
996 |
| 60 |
3.693 |
3.170 |
0.523 |
14.2% |
0.064 |
1.7% |
99% |
True |
False |
1,042 |
| 80 |
3.693 |
3.072 |
0.621 |
16.8% |
0.061 |
1.6% |
99% |
True |
False |
999 |
| 100 |
3.693 |
3.072 |
0.621 |
16.8% |
0.058 |
1.6% |
99% |
True |
False |
899 |
| 120 |
3.750 |
3.072 |
0.678 |
18.4% |
0.057 |
1.6% |
91% |
False |
False |
865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.003 |
|
2.618 |
3.884 |
|
1.618 |
3.811 |
|
1.000 |
3.766 |
|
0.618 |
3.738 |
|
HIGH |
3.693 |
|
0.618 |
3.665 |
|
0.500 |
3.657 |
|
0.382 |
3.648 |
|
LOW |
3.620 |
|
0.618 |
3.575 |
|
1.000 |
3.547 |
|
1.618 |
3.502 |
|
2.618 |
3.429 |
|
4.250 |
3.310 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.676 |
3.663 |
| PP |
3.666 |
3.640 |
| S1 |
3.657 |
3.618 |
|