NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.651 |
3.591 |
-0.060 |
-1.6% |
3.476 |
| High |
3.667 |
3.591 |
-0.076 |
-2.1% |
3.614 |
| Low |
3.606 |
3.442 |
-0.164 |
-4.5% |
3.468 |
| Close |
3.629 |
3.447 |
-0.182 |
-5.0% |
3.580 |
| Range |
0.061 |
0.149 |
0.088 |
144.3% |
0.146 |
| ATR |
0.071 |
0.079 |
0.008 |
11.7% |
0.000 |
| Volume |
2,039 |
1,131 |
-908 |
-44.5% |
4,384 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.940 |
3.843 |
3.529 |
|
| R3 |
3.791 |
3.694 |
3.488 |
|
| R2 |
3.642 |
3.642 |
3.474 |
|
| R1 |
3.545 |
3.545 |
3.461 |
3.519 |
| PP |
3.493 |
3.493 |
3.493 |
3.481 |
| S1 |
3.396 |
3.396 |
3.433 |
3.370 |
| S2 |
3.344 |
3.344 |
3.420 |
|
| S3 |
3.195 |
3.247 |
3.406 |
|
| S4 |
3.046 |
3.098 |
3.365 |
|
|
| 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 |
3.442 |
0.262 |
7.6% |
0.079 |
2.3% |
2% |
False |
True |
1,269 |
| 10 |
3.704 |
3.442 |
0.262 |
7.6% |
0.066 |
1.9% |
2% |
False |
True |
1,068 |
| 20 |
3.704 |
3.417 |
0.287 |
8.3% |
0.073 |
2.1% |
10% |
False |
False |
1,105 |
| 40 |
3.704 |
3.170 |
0.534 |
15.5% |
0.069 |
2.0% |
52% |
False |
False |
1,062 |
| 60 |
3.704 |
3.170 |
0.534 |
15.5% |
0.066 |
1.9% |
52% |
False |
False |
1,087 |
| 80 |
3.704 |
3.072 |
0.632 |
18.3% |
0.063 |
1.8% |
59% |
False |
False |
1,034 |
| 100 |
3.704 |
3.072 |
0.632 |
18.3% |
0.060 |
1.7% |
59% |
False |
False |
935 |
| 120 |
3.750 |
3.072 |
0.678 |
19.7% |
0.059 |
1.7% |
55% |
False |
False |
897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.224 |
|
2.618 |
3.981 |
|
1.618 |
3.832 |
|
1.000 |
3.740 |
|
0.618 |
3.683 |
|
HIGH |
3.591 |
|
0.618 |
3.534 |
|
0.500 |
3.517 |
|
0.382 |
3.499 |
|
LOW |
3.442 |
|
0.618 |
3.350 |
|
1.000 |
3.293 |
|
1.618 |
3.201 |
|
2.618 |
3.052 |
|
4.250 |
2.809 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.517 |
3.573 |
| PP |
3.493 |
3.531 |
| S1 |
3.470 |
3.489 |
|