NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.539 |
3.567 |
0.028 |
0.8% |
3.620 |
| High |
3.581 |
3.666 |
0.085 |
2.4% |
3.704 |
| Low |
3.518 |
3.536 |
0.018 |
0.5% |
3.397 |
| Close |
3.571 |
3.569 |
-0.002 |
-0.1% |
3.410 |
| Range |
0.063 |
0.130 |
0.067 |
106.3% |
0.307 |
| ATR |
0.080 |
0.084 |
0.004 |
4.5% |
0.000 |
| Volume |
1,042 |
1,669 |
627 |
60.2% |
7,099 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.980 |
3.905 |
3.641 |
|
| R3 |
3.850 |
3.775 |
3.605 |
|
| R2 |
3.720 |
3.720 |
3.593 |
|
| R1 |
3.645 |
3.645 |
3.581 |
3.683 |
| PP |
3.590 |
3.590 |
3.590 |
3.609 |
| S1 |
3.515 |
3.515 |
3.557 |
3.553 |
| S2 |
3.460 |
3.460 |
3.545 |
|
| S3 |
3.330 |
3.385 |
3.533 |
|
| S4 |
3.200 |
3.255 |
3.498 |
|
|
| 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 |
3.666 |
3.352 |
0.314 |
8.8% |
0.089 |
2.5% |
69% |
True |
False |
1,234 |
| 10 |
3.704 |
3.352 |
0.352 |
9.9% |
0.084 |
2.4% |
62% |
False |
False |
1,252 |
| 20 |
3.704 |
3.352 |
0.352 |
9.9% |
0.073 |
2.0% |
62% |
False |
False |
1,101 |
| 40 |
3.704 |
3.170 |
0.534 |
15.0% |
0.074 |
2.1% |
75% |
False |
False |
1,113 |
| 60 |
3.704 |
3.170 |
0.534 |
15.0% |
0.068 |
1.9% |
75% |
False |
False |
1,098 |
| 80 |
3.704 |
3.072 |
0.632 |
17.7% |
0.066 |
1.8% |
79% |
False |
False |
1,054 |
| 100 |
3.704 |
3.072 |
0.632 |
17.7% |
0.061 |
1.7% |
79% |
False |
False |
976 |
| 120 |
3.750 |
3.072 |
0.678 |
19.0% |
0.061 |
1.7% |
73% |
False |
False |
931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.219 |
|
2.618 |
4.006 |
|
1.618 |
3.876 |
|
1.000 |
3.796 |
|
0.618 |
3.746 |
|
HIGH |
3.666 |
|
0.618 |
3.616 |
|
0.500 |
3.601 |
|
0.382 |
3.586 |
|
LOW |
3.536 |
|
0.618 |
3.456 |
|
1.000 |
3.406 |
|
1.618 |
3.326 |
|
2.618 |
3.196 |
|
4.250 |
2.984 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.601 |
3.570 |
| PP |
3.590 |
3.569 |
| S1 |
3.580 |
3.569 |
|