NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.591 |
3.397 |
-0.194 |
-5.4% |
3.620 |
| High |
3.591 |
3.463 |
-0.128 |
-3.6% |
3.704 |
| Low |
3.442 |
3.397 |
-0.045 |
-1.3% |
3.397 |
| Close |
3.447 |
3.410 |
-0.037 |
-1.1% |
3.410 |
| Range |
0.149 |
0.066 |
-0.083 |
-55.7% |
0.307 |
| ATR |
0.079 |
0.078 |
-0.001 |
-1.2% |
0.000 |
| Volume |
1,131 |
1,558 |
427 |
37.8% |
7,099 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.621 |
3.582 |
3.446 |
|
| R3 |
3.555 |
3.516 |
3.428 |
|
| R2 |
3.489 |
3.489 |
3.422 |
|
| R1 |
3.450 |
3.450 |
3.416 |
3.470 |
| PP |
3.423 |
3.423 |
3.423 |
3.433 |
| S1 |
3.384 |
3.384 |
3.404 |
3.404 |
| S2 |
3.357 |
3.357 |
3.398 |
|
| S3 |
3.291 |
3.318 |
3.392 |
|
| S4 |
3.225 |
3.252 |
3.374 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.425 |
4.224 |
3.579 |
|
| R3 |
4.118 |
3.917 |
3.494 |
|
| R2 |
3.811 |
3.811 |
3.466 |
|
| R1 |
3.610 |
3.610 |
3.438 |
3.557 |
| PP |
3.504 |
3.504 |
3.504 |
3.477 |
| S1 |
3.303 |
3.303 |
3.382 |
3.250 |
| S2 |
3.197 |
3.197 |
3.354 |
|
| S3 |
2.890 |
2.996 |
3.326 |
|
| S4 |
2.583 |
2.689 |
3.241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.704 |
3.397 |
0.307 |
9.0% |
0.085 |
2.5% |
4% |
False |
True |
1,419 |
| 10 |
3.704 |
3.397 |
0.307 |
9.0% |
0.071 |
2.1% |
4% |
False |
True |
1,148 |
| 20 |
3.704 |
3.397 |
0.307 |
9.0% |
0.069 |
2.0% |
4% |
False |
True |
1,116 |
| 40 |
3.704 |
3.170 |
0.534 |
15.7% |
0.069 |
2.0% |
45% |
False |
False |
1,089 |
| 60 |
3.704 |
3.170 |
0.534 |
15.7% |
0.066 |
1.9% |
45% |
False |
False |
1,083 |
| 80 |
3.704 |
3.072 |
0.632 |
18.5% |
0.063 |
1.8% |
53% |
False |
False |
1,041 |
| 100 |
3.704 |
3.072 |
0.632 |
18.5% |
0.059 |
1.7% |
53% |
False |
False |
947 |
| 120 |
3.750 |
3.072 |
0.678 |
19.9% |
0.059 |
1.7% |
50% |
False |
False |
907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.744 |
|
2.618 |
3.636 |
|
1.618 |
3.570 |
|
1.000 |
3.529 |
|
0.618 |
3.504 |
|
HIGH |
3.463 |
|
0.618 |
3.438 |
|
0.500 |
3.430 |
|
0.382 |
3.422 |
|
LOW |
3.397 |
|
0.618 |
3.356 |
|
1.000 |
3.331 |
|
1.618 |
3.290 |
|
2.618 |
3.224 |
|
4.250 |
3.117 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.430 |
3.532 |
| PP |
3.423 |
3.491 |
| S1 |
3.417 |
3.451 |
|