NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.553 |
3.585 |
0.032 |
0.9% |
3.579 |
| High |
3.594 |
3.610 |
0.016 |
0.4% |
3.600 |
| Low |
3.546 |
3.522 |
-0.024 |
-0.7% |
3.464 |
| Close |
3.587 |
3.593 |
0.006 |
0.2% |
3.587 |
| Range |
0.048 |
0.088 |
0.040 |
83.3% |
0.136 |
| ATR |
0.091 |
0.091 |
0.000 |
-0.3% |
0.000 |
| Volume |
5,243 |
4,532 |
-711 |
-13.6% |
19,239 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.839 |
3.804 |
3.641 |
|
| R3 |
3.751 |
3.716 |
3.617 |
|
| R2 |
3.663 |
3.663 |
3.609 |
|
| R1 |
3.628 |
3.628 |
3.601 |
3.646 |
| PP |
3.575 |
3.575 |
3.575 |
3.584 |
| S1 |
3.540 |
3.540 |
3.585 |
3.558 |
| S2 |
3.487 |
3.487 |
3.577 |
|
| S3 |
3.399 |
3.452 |
3.569 |
|
| S4 |
3.311 |
3.364 |
3.545 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.958 |
3.909 |
3.662 |
|
| R3 |
3.822 |
3.773 |
3.624 |
|
| R2 |
3.686 |
3.686 |
3.612 |
|
| R1 |
3.637 |
3.637 |
3.599 |
3.662 |
| PP |
3.550 |
3.550 |
3.550 |
3.563 |
| S1 |
3.501 |
3.501 |
3.575 |
3.526 |
| S2 |
3.414 |
3.414 |
3.562 |
|
| S3 |
3.278 |
3.365 |
3.550 |
|
| S4 |
3.142 |
3.229 |
3.512 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.984 |
|
2.618 |
3.840 |
|
1.618 |
3.752 |
|
1.000 |
3.698 |
|
0.618 |
3.664 |
|
HIGH |
3.610 |
|
0.618 |
3.576 |
|
0.500 |
3.566 |
|
0.382 |
3.556 |
|
LOW |
3.522 |
|
0.618 |
3.468 |
|
1.000 |
3.434 |
|
1.618 |
3.380 |
|
2.618 |
3.292 |
|
4.250 |
3.148 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.584 |
3.582 |
| PP |
3.575 |
3.571 |
| S1 |
3.566 |
3.560 |
|