NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.667 |
3.651 |
-0.016 |
-0.4% |
3.476 |
| High |
3.704 |
3.667 |
-0.037 |
-1.0% |
3.614 |
| Low |
3.629 |
3.606 |
-0.023 |
-0.6% |
3.468 |
| Close |
3.660 |
3.629 |
-0.031 |
-0.8% |
3.580 |
| Range |
0.075 |
0.061 |
-0.014 |
-18.7% |
0.146 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.1% |
0.000 |
| Volume |
1,678 |
2,039 |
361 |
21.5% |
4,384 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.817 |
3.784 |
3.663 |
|
| R3 |
3.756 |
3.723 |
3.646 |
|
| R2 |
3.695 |
3.695 |
3.640 |
|
| R1 |
3.662 |
3.662 |
3.635 |
3.648 |
| PP |
3.634 |
3.634 |
3.634 |
3.627 |
| S1 |
3.601 |
3.601 |
3.623 |
3.587 |
| S2 |
3.573 |
3.573 |
3.618 |
|
| S3 |
3.512 |
3.540 |
3.612 |
|
| S4 |
3.451 |
3.479 |
3.595 |
|
|
| 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 |
3.542 |
0.162 |
4.5% |
0.064 |
1.8% |
54% |
False |
False |
1,205 |
| 10 |
3.704 |
3.468 |
0.236 |
6.5% |
0.057 |
1.6% |
68% |
False |
False |
1,135 |
| 20 |
3.704 |
3.417 |
0.287 |
7.9% |
0.069 |
1.9% |
74% |
False |
False |
1,074 |
| 40 |
3.704 |
3.170 |
0.534 |
14.7% |
0.066 |
1.8% |
86% |
False |
False |
1,055 |
| 60 |
3.704 |
3.170 |
0.534 |
14.7% |
0.065 |
1.8% |
86% |
False |
False |
1,076 |
| 80 |
3.704 |
3.072 |
0.632 |
17.4% |
0.061 |
1.7% |
88% |
False |
False |
1,025 |
| 100 |
3.704 |
3.072 |
0.632 |
17.4% |
0.059 |
1.6% |
88% |
False |
False |
926 |
| 120 |
3.750 |
3.072 |
0.678 |
18.7% |
0.058 |
1.6% |
82% |
False |
False |
892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.926 |
|
2.618 |
3.827 |
|
1.618 |
3.766 |
|
1.000 |
3.728 |
|
0.618 |
3.705 |
|
HIGH |
3.667 |
|
0.618 |
3.644 |
|
0.500 |
3.637 |
|
0.382 |
3.629 |
|
LOW |
3.606 |
|
0.618 |
3.568 |
|
1.000 |
3.545 |
|
1.618 |
3.507 |
|
2.618 |
3.446 |
|
4.250 |
3.347 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.637 |
3.655 |
| PP |
3.634 |
3.646 |
| S1 |
3.632 |
3.638 |
|