NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.552 |
3.474 |
-0.078 |
-2.2% |
3.464 |
| High |
3.552 |
3.485 |
-0.067 |
-1.9% |
3.549 |
| Low |
3.457 |
3.451 |
-0.006 |
-0.2% |
3.440 |
| Close |
3.469 |
3.462 |
-0.007 |
-0.2% |
3.538 |
| Range |
0.095 |
0.034 |
-0.061 |
-64.2% |
0.109 |
| ATR |
0.077 |
0.073 |
-0.003 |
-4.0% |
0.000 |
| Volume |
496 |
616 |
120 |
24.2% |
6,642 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.568 |
3.549 |
3.481 |
|
| R3 |
3.534 |
3.515 |
3.471 |
|
| R2 |
3.500 |
3.500 |
3.468 |
|
| R1 |
3.481 |
3.481 |
3.465 |
3.474 |
| PP |
3.466 |
3.466 |
3.466 |
3.462 |
| S1 |
3.447 |
3.447 |
3.459 |
3.440 |
| S2 |
3.432 |
3.432 |
3.456 |
|
| S3 |
3.398 |
3.413 |
3.453 |
|
| S4 |
3.364 |
3.379 |
3.443 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.836 |
3.796 |
3.598 |
|
| R3 |
3.727 |
3.687 |
3.568 |
|
| R2 |
3.618 |
3.618 |
3.558 |
|
| R1 |
3.578 |
3.578 |
3.548 |
3.598 |
| PP |
3.509 |
3.509 |
3.509 |
3.519 |
| S1 |
3.469 |
3.469 |
3.528 |
3.489 |
| S2 |
3.400 |
3.400 |
3.518 |
|
| S3 |
3.291 |
3.360 |
3.508 |
|
| S4 |
3.182 |
3.251 |
3.478 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.552 |
3.440 |
0.112 |
3.2% |
0.065 |
1.9% |
20% |
False |
False |
918 |
| 10 |
3.573 |
3.417 |
0.156 |
4.5% |
0.072 |
2.1% |
29% |
False |
False |
994 |
| 20 |
3.573 |
3.331 |
0.242 |
7.0% |
0.069 |
2.0% |
54% |
False |
False |
1,121 |
| 40 |
3.573 |
3.170 |
0.403 |
11.6% |
0.065 |
1.9% |
72% |
False |
False |
1,070 |
| 60 |
3.600 |
3.072 |
0.528 |
15.3% |
0.065 |
1.9% |
74% |
False |
False |
1,054 |
| 80 |
3.600 |
3.072 |
0.528 |
15.3% |
0.058 |
1.7% |
74% |
False |
False |
968 |
| 100 |
3.750 |
3.072 |
0.678 |
19.6% |
0.058 |
1.7% |
58% |
False |
False |
915 |
| 120 |
3.750 |
3.072 |
0.678 |
19.6% |
0.060 |
1.7% |
58% |
False |
False |
844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.630 |
|
2.618 |
3.574 |
|
1.618 |
3.540 |
|
1.000 |
3.519 |
|
0.618 |
3.506 |
|
HIGH |
3.485 |
|
0.618 |
3.472 |
|
0.500 |
3.468 |
|
0.382 |
3.464 |
|
LOW |
3.451 |
|
0.618 |
3.430 |
|
1.000 |
3.417 |
|
1.618 |
3.396 |
|
2.618 |
3.362 |
|
4.250 |
3.307 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.468 |
3.502 |
| PP |
3.466 |
3.488 |
| S1 |
3.464 |
3.475 |
|