NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.547 |
3.462 |
-0.085 |
-2.4% |
3.502 |
| High |
3.567 |
3.534 |
-0.033 |
-0.9% |
3.670 |
| Low |
3.456 |
3.462 |
0.006 |
0.2% |
3.441 |
| Close |
3.456 |
3.533 |
0.077 |
2.2% |
3.454 |
| Range |
0.111 |
0.072 |
-0.039 |
-35.1% |
0.229 |
| ATR |
0.100 |
0.098 |
-0.002 |
-1.6% |
0.000 |
| Volume |
3,085 |
4,954 |
1,869 |
60.6% |
11,536 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.726 |
3.701 |
3.573 |
|
| R3 |
3.654 |
3.629 |
3.553 |
|
| R2 |
3.582 |
3.582 |
3.546 |
|
| R1 |
3.557 |
3.557 |
3.540 |
3.570 |
| PP |
3.510 |
3.510 |
3.510 |
3.516 |
| S1 |
3.485 |
3.485 |
3.526 |
3.498 |
| S2 |
3.438 |
3.438 |
3.520 |
|
| S3 |
3.366 |
3.413 |
3.513 |
|
| S4 |
3.294 |
3.341 |
3.493 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.209 |
4.060 |
3.580 |
|
| R3 |
3.980 |
3.831 |
3.517 |
|
| R2 |
3.751 |
3.751 |
3.496 |
|
| R1 |
3.602 |
3.602 |
3.475 |
3.562 |
| PP |
3.522 |
3.522 |
3.522 |
3.502 |
| S1 |
3.373 |
3.373 |
3.433 |
3.333 |
| S2 |
3.293 |
3.293 |
3.412 |
|
| S3 |
3.064 |
3.144 |
3.391 |
|
| S4 |
2.835 |
2.915 |
3.328 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.840 |
|
2.618 |
3.722 |
|
1.618 |
3.650 |
|
1.000 |
3.606 |
|
0.618 |
3.578 |
|
HIGH |
3.534 |
|
0.618 |
3.506 |
|
0.500 |
3.498 |
|
0.382 |
3.490 |
|
LOW |
3.462 |
|
0.618 |
3.418 |
|
1.000 |
3.390 |
|
1.618 |
3.346 |
|
2.618 |
3.274 |
|
4.250 |
3.156 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.521 |
3.526 |
| PP |
3.510 |
3.519 |
| S1 |
3.498 |
3.512 |
|