NYMEX Natural Gas Future February 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 |
3.462 |
3.527 |
0.065 |
1.9% |
3.502 |
| High |
3.534 |
3.576 |
0.042 |
1.2% |
3.670 |
| Low |
3.462 |
3.448 |
-0.014 |
-0.4% |
3.441 |
| Close |
3.533 |
3.555 |
0.022 |
0.6% |
3.454 |
| Range |
0.072 |
0.128 |
0.056 |
77.8% |
0.229 |
| ATR |
0.098 |
0.100 |
0.002 |
2.2% |
0.000 |
| Volume |
4,954 |
2,859 |
-2,095 |
-42.3% |
11,536 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.910 |
3.861 |
3.625 |
|
| R3 |
3.782 |
3.733 |
3.590 |
|
| R2 |
3.654 |
3.654 |
3.578 |
|
| R1 |
3.605 |
3.605 |
3.567 |
3.630 |
| PP |
3.526 |
3.526 |
3.526 |
3.539 |
| S1 |
3.477 |
3.477 |
3.543 |
3.502 |
| S2 |
3.398 |
3.398 |
3.532 |
|
| S3 |
3.270 |
3.349 |
3.520 |
|
| S4 |
3.142 |
3.221 |
3.485 |
|
|
| 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 |
4.120 |
|
2.618 |
3.911 |
|
1.618 |
3.783 |
|
1.000 |
3.704 |
|
0.618 |
3.655 |
|
HIGH |
3.576 |
|
0.618 |
3.527 |
|
0.500 |
3.512 |
|
0.382 |
3.497 |
|
LOW |
3.448 |
|
0.618 |
3.369 |
|
1.000 |
3.320 |
|
1.618 |
3.241 |
|
2.618 |
3.113 |
|
4.250 |
2.904 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.541 |
3.541 |
| PP |
3.526 |
3.526 |
| S1 |
3.512 |
3.512 |
|