NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.513 |
3.573 |
0.060 |
1.7% |
3.465 |
| High |
3.566 |
3.620 |
0.054 |
1.5% |
3.605 |
| Low |
3.480 |
3.540 |
0.060 |
1.7% |
3.394 |
| Close |
3.566 |
3.583 |
0.017 |
0.5% |
3.499 |
| Range |
0.086 |
0.080 |
-0.006 |
-7.0% |
0.211 |
| ATR |
0.099 |
0.097 |
-0.001 |
-1.4% |
0.000 |
| Volume |
9,873 |
9,857 |
-16 |
-0.2% |
100,265 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.821 |
3.782 |
3.627 |
|
| R3 |
3.741 |
3.702 |
3.605 |
|
| R2 |
3.661 |
3.661 |
3.598 |
|
| R1 |
3.622 |
3.622 |
3.590 |
3.642 |
| PP |
3.581 |
3.581 |
3.581 |
3.591 |
| S1 |
3.542 |
3.542 |
3.576 |
3.562 |
| S2 |
3.501 |
3.501 |
3.568 |
|
| S3 |
3.421 |
3.462 |
3.561 |
|
| S4 |
3.341 |
3.382 |
3.539 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.132 |
4.027 |
3.615 |
|
| R3 |
3.921 |
3.816 |
3.557 |
|
| R2 |
3.710 |
3.710 |
3.538 |
|
| R1 |
3.605 |
3.605 |
3.518 |
3.658 |
| PP |
3.499 |
3.499 |
3.499 |
3.526 |
| S1 |
3.394 |
3.394 |
3.480 |
3.447 |
| S2 |
3.288 |
3.288 |
3.460 |
|
| S3 |
3.077 |
3.183 |
3.441 |
|
| S4 |
2.866 |
2.972 |
3.383 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.960 |
|
2.618 |
3.829 |
|
1.618 |
3.749 |
|
1.000 |
3.700 |
|
0.618 |
3.669 |
|
HIGH |
3.620 |
|
0.618 |
3.589 |
|
0.500 |
3.580 |
|
0.382 |
3.571 |
|
LOW |
3.540 |
|
0.618 |
3.491 |
|
1.000 |
3.460 |
|
1.618 |
3.411 |
|
2.618 |
3.331 |
|
4.250 |
3.200 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.582 |
3.566 |
| PP |
3.581 |
3.550 |
| S1 |
3.580 |
3.533 |
|