NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.352 |
3.507 |
0.155 |
4.6% |
3.620 |
| High |
3.474 |
3.538 |
0.064 |
1.8% |
3.704 |
| Low |
3.352 |
3.473 |
0.121 |
3.6% |
3.397 |
| Close |
3.458 |
3.536 |
0.078 |
2.3% |
3.410 |
| Range |
0.122 |
0.065 |
-0.057 |
-46.7% |
0.307 |
| ATR |
0.081 |
0.081 |
0.000 |
-0.1% |
0.000 |
| Volume |
1,151 |
754 |
-397 |
-34.5% |
7,099 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.711 |
3.688 |
3.572 |
|
| R3 |
3.646 |
3.623 |
3.554 |
|
| R2 |
3.581 |
3.581 |
3.548 |
|
| R1 |
3.558 |
3.558 |
3.542 |
3.570 |
| PP |
3.516 |
3.516 |
3.516 |
3.521 |
| S1 |
3.493 |
3.493 |
3.530 |
3.505 |
| S2 |
3.451 |
3.451 |
3.524 |
|
| S3 |
3.386 |
3.428 |
3.518 |
|
| S4 |
3.321 |
3.363 |
3.500 |
|
|
| 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 |
3.667 |
3.352 |
0.315 |
8.9% |
0.093 |
2.6% |
58% |
False |
False |
1,326 |
| 10 |
3.704 |
3.352 |
0.352 |
10.0% |
0.077 |
2.2% |
52% |
False |
False |
1,142 |
| 20 |
3.704 |
3.352 |
0.352 |
10.0% |
0.071 |
2.0% |
52% |
False |
False |
1,053 |
| 40 |
3.704 |
3.170 |
0.534 |
15.1% |
0.072 |
2.0% |
69% |
False |
False |
1,104 |
| 60 |
3.704 |
3.170 |
0.534 |
15.1% |
0.068 |
1.9% |
69% |
False |
False |
1,087 |
| 80 |
3.704 |
3.072 |
0.632 |
17.9% |
0.064 |
1.8% |
73% |
False |
False |
1,036 |
| 100 |
3.704 |
3.072 |
0.632 |
17.9% |
0.060 |
1.7% |
73% |
False |
False |
956 |
| 120 |
3.750 |
3.072 |
0.678 |
19.2% |
0.060 |
1.7% |
68% |
False |
False |
918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.814 |
|
2.618 |
3.708 |
|
1.618 |
3.643 |
|
1.000 |
3.603 |
|
0.618 |
3.578 |
|
HIGH |
3.538 |
|
0.618 |
3.513 |
|
0.500 |
3.506 |
|
0.382 |
3.498 |
|
LOW |
3.473 |
|
0.618 |
3.433 |
|
1.000 |
3.408 |
|
1.618 |
3.368 |
|
2.618 |
3.303 |
|
4.250 |
3.197 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.526 |
3.506 |
| PP |
3.516 |
3.475 |
| S1 |
3.506 |
3.445 |
|