NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.620 |
3.667 |
0.047 |
1.3% |
3.476 |
| High |
3.693 |
3.704 |
0.011 |
0.3% |
3.614 |
| Low |
3.620 |
3.629 |
0.009 |
0.2% |
3.468 |
| Close |
3.686 |
3.660 |
-0.026 |
-0.7% |
3.580 |
| Range |
0.073 |
0.075 |
0.002 |
2.7% |
0.146 |
| ATR |
0.071 |
0.072 |
0.000 |
0.4% |
0.000 |
| Volume |
693 |
1,678 |
985 |
142.1% |
4,384 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.889 |
3.850 |
3.701 |
|
| R3 |
3.814 |
3.775 |
3.681 |
|
| R2 |
3.739 |
3.739 |
3.674 |
|
| R1 |
3.700 |
3.700 |
3.667 |
3.682 |
| PP |
3.664 |
3.664 |
3.664 |
3.656 |
| S1 |
3.625 |
3.625 |
3.653 |
3.607 |
| S2 |
3.589 |
3.589 |
3.646 |
|
| S3 |
3.514 |
3.550 |
3.639 |
|
| S4 |
3.439 |
3.475 |
3.619 |
|
|
| 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 |
3.704 |
3.540 |
0.164 |
4.5% |
0.061 |
1.7% |
73% |
True |
False |
958 |
| 10 |
3.704 |
3.468 |
0.236 |
6.4% |
0.064 |
1.7% |
81% |
True |
False |
984 |
| 20 |
3.704 |
3.417 |
0.287 |
7.8% |
0.068 |
1.9% |
85% |
True |
False |
989 |
| 40 |
3.704 |
3.170 |
0.534 |
14.6% |
0.065 |
1.8% |
92% |
True |
False |
1,014 |
| 60 |
3.704 |
3.170 |
0.534 |
14.6% |
0.065 |
1.8% |
92% |
True |
False |
1,054 |
| 80 |
3.704 |
3.072 |
0.632 |
17.3% |
0.061 |
1.7% |
93% |
True |
False |
1,007 |
| 100 |
3.704 |
3.072 |
0.632 |
17.3% |
0.059 |
1.6% |
93% |
True |
False |
910 |
| 120 |
3.750 |
3.072 |
0.678 |
18.5% |
0.058 |
1.6% |
87% |
False |
False |
877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.023 |
|
2.618 |
3.900 |
|
1.618 |
3.825 |
|
1.000 |
3.779 |
|
0.618 |
3.750 |
|
HIGH |
3.704 |
|
0.618 |
3.675 |
|
0.500 |
3.667 |
|
0.382 |
3.658 |
|
LOW |
3.629 |
|
0.618 |
3.583 |
|
1.000 |
3.554 |
|
1.618 |
3.508 |
|
2.618 |
3.433 |
|
4.250 |
3.310 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.667 |
3.651 |
| PP |
3.664 |
3.642 |
| S1 |
3.662 |
3.634 |
|