NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.468 |
3.502 |
0.034 |
1.0% |
3.491 |
| High |
3.522 |
3.559 |
0.037 |
1.1% |
3.656 |
| Low |
3.419 |
3.400 |
-0.019 |
-0.6% |
3.426 |
| Close |
3.517 |
3.538 |
0.021 |
0.6% |
3.440 |
| Range |
0.103 |
0.159 |
0.056 |
54.4% |
0.230 |
| ATR |
0.106 |
0.110 |
0.004 |
3.5% |
0.000 |
| Volume |
21,082 |
17,589 |
-3,493 |
-16.6% |
58,605 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.976 |
3.916 |
3.625 |
|
| R3 |
3.817 |
3.757 |
3.582 |
|
| R2 |
3.658 |
3.658 |
3.567 |
|
| R1 |
3.598 |
3.598 |
3.553 |
3.628 |
| PP |
3.499 |
3.499 |
3.499 |
3.514 |
| S1 |
3.439 |
3.439 |
3.523 |
3.469 |
| S2 |
3.340 |
3.340 |
3.509 |
|
| S3 |
3.181 |
3.280 |
3.494 |
|
| S4 |
3.022 |
3.121 |
3.451 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.049 |
3.567 |
|
| R3 |
3.967 |
3.819 |
3.503 |
|
| R2 |
3.737 |
3.737 |
3.482 |
|
| R1 |
3.589 |
3.589 |
3.461 |
3.548 |
| PP |
3.507 |
3.507 |
3.507 |
3.487 |
| S1 |
3.359 |
3.359 |
3.419 |
3.318 |
| S2 |
3.277 |
3.277 |
3.398 |
|
| S3 |
3.047 |
3.129 |
3.377 |
|
| S4 |
2.817 |
2.899 |
3.314 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.235 |
|
2.618 |
3.975 |
|
1.618 |
3.816 |
|
1.000 |
3.718 |
|
0.618 |
3.657 |
|
HIGH |
3.559 |
|
0.618 |
3.498 |
|
0.500 |
3.480 |
|
0.382 |
3.461 |
|
LOW |
3.400 |
|
0.618 |
3.302 |
|
1.000 |
3.241 |
|
1.618 |
3.143 |
|
2.618 |
2.984 |
|
4.250 |
2.724 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.519 |
3.519 |
| PP |
3.499 |
3.499 |
| S1 |
3.480 |
3.480 |
|