NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.397 |
3.352 |
-0.045 |
-1.3% |
3.620 |
| High |
3.463 |
3.474 |
0.011 |
0.3% |
3.704 |
| Low |
3.397 |
3.352 |
-0.045 |
-1.3% |
3.397 |
| Close |
3.410 |
3.458 |
0.048 |
1.4% |
3.410 |
| Range |
0.066 |
0.122 |
0.056 |
84.8% |
0.307 |
| ATR |
0.078 |
0.081 |
0.003 |
4.0% |
0.000 |
| Volume |
1,558 |
1,151 |
-407 |
-26.1% |
7,099 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.794 |
3.748 |
3.525 |
|
| R3 |
3.672 |
3.626 |
3.492 |
|
| R2 |
3.550 |
3.550 |
3.480 |
|
| R1 |
3.504 |
3.504 |
3.469 |
3.527 |
| PP |
3.428 |
3.428 |
3.428 |
3.440 |
| S1 |
3.382 |
3.382 |
3.447 |
3.405 |
| S2 |
3.306 |
3.306 |
3.436 |
|
| S3 |
3.184 |
3.260 |
3.424 |
|
| S4 |
3.062 |
3.138 |
3.391 |
|
|
| 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 |
3.352 |
0.352 |
10.2% |
0.095 |
2.7% |
30% |
False |
True |
1,511 |
| 10 |
3.704 |
3.352 |
0.352 |
10.2% |
0.077 |
2.2% |
30% |
False |
True |
1,189 |
| 20 |
3.704 |
3.352 |
0.352 |
10.2% |
0.073 |
2.1% |
30% |
False |
True |
1,063 |
| 40 |
3.704 |
3.170 |
0.534 |
15.4% |
0.071 |
2.0% |
54% |
False |
False |
1,101 |
| 60 |
3.704 |
3.170 |
0.534 |
15.4% |
0.068 |
2.0% |
54% |
False |
False |
1,087 |
| 80 |
3.704 |
3.072 |
0.632 |
18.3% |
0.064 |
1.8% |
61% |
False |
False |
1,043 |
| 100 |
3.704 |
3.072 |
0.632 |
18.3% |
0.059 |
1.7% |
61% |
False |
False |
954 |
| 120 |
3.750 |
3.072 |
0.678 |
19.6% |
0.060 |
1.7% |
57% |
False |
False |
914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.993 |
|
2.618 |
3.793 |
|
1.618 |
3.671 |
|
1.000 |
3.596 |
|
0.618 |
3.549 |
|
HIGH |
3.474 |
|
0.618 |
3.427 |
|
0.500 |
3.413 |
|
0.382 |
3.399 |
|
LOW |
3.352 |
|
0.618 |
3.277 |
|
1.000 |
3.230 |
|
1.618 |
3.155 |
|
2.618 |
3.033 |
|
4.250 |
2.834 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.443 |
3.472 |
| PP |
3.428 |
3.467 |
| S1 |
3.413 |
3.463 |
|