NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.507 |
3.539 |
0.032 |
0.9% |
3.620 |
High |
3.538 |
3.581 |
0.043 |
1.2% |
3.704 |
Low |
3.473 |
3.518 |
0.045 |
1.3% |
3.397 |
Close |
3.536 |
3.571 |
0.035 |
1.0% |
3.410 |
Range |
0.065 |
0.063 |
-0.002 |
-3.1% |
0.307 |
ATR |
0.081 |
0.080 |
-0.001 |
-1.6% |
0.000 |
Volume |
754 |
1,042 |
288 |
38.2% |
7,099 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.746 |
3.721 |
3.606 |
|
R3 |
3.683 |
3.658 |
3.588 |
|
R2 |
3.620 |
3.620 |
3.583 |
|
R1 |
3.595 |
3.595 |
3.577 |
3.608 |
PP |
3.557 |
3.557 |
3.557 |
3.563 |
S1 |
3.532 |
3.532 |
3.565 |
3.545 |
S2 |
3.494 |
3.494 |
3.559 |
|
S3 |
3.431 |
3.469 |
3.554 |
|
S4 |
3.368 |
3.406 |
3.536 |
|
|
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 |
3.591 |
3.352 |
0.239 |
6.7% |
0.093 |
2.6% |
92% |
False |
False |
1,127 |
10 |
3.704 |
3.352 |
0.352 |
9.9% |
0.079 |
2.2% |
62% |
False |
False |
1,166 |
20 |
3.704 |
3.352 |
0.352 |
9.9% |
0.071 |
2.0% |
62% |
False |
False |
1,053 |
40 |
3.704 |
3.170 |
0.534 |
15.0% |
0.072 |
2.0% |
75% |
False |
False |
1,109 |
60 |
3.704 |
3.170 |
0.534 |
15.0% |
0.067 |
1.9% |
75% |
False |
False |
1,087 |
80 |
3.704 |
3.072 |
0.632 |
17.7% |
0.065 |
1.8% |
79% |
False |
False |
1,043 |
100 |
3.704 |
3.072 |
0.632 |
17.7% |
0.060 |
1.7% |
79% |
False |
False |
962 |
120 |
3.750 |
3.072 |
0.678 |
19.0% |
0.060 |
1.7% |
74% |
False |
False |
924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.849 |
2.618 |
3.746 |
1.618 |
3.683 |
1.000 |
3.644 |
0.618 |
3.620 |
HIGH |
3.581 |
0.618 |
3.557 |
0.500 |
3.550 |
0.382 |
3.542 |
LOW |
3.518 |
0.618 |
3.479 |
1.000 |
3.455 |
1.618 |
3.416 |
2.618 |
3.353 |
4.250 |
3.250 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.564 |
3.536 |
PP |
3.557 |
3.501 |
S1 |
3.550 |
3.467 |
|