NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.585 |
3.582 |
-0.003 |
-0.1% |
3.579 |
| High |
3.610 |
3.655 |
0.045 |
1.2% |
3.600 |
| Low |
3.522 |
3.582 |
0.060 |
1.7% |
3.464 |
| Close |
3.593 |
3.655 |
0.062 |
1.7% |
3.587 |
| Range |
0.088 |
0.073 |
-0.015 |
-17.0% |
0.136 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.4% |
0.000 |
| Volume |
4,532 |
5,429 |
897 |
19.8% |
19,239 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.850 |
3.825 |
3.695 |
|
| R3 |
3.777 |
3.752 |
3.675 |
|
| R2 |
3.704 |
3.704 |
3.668 |
|
| R1 |
3.679 |
3.679 |
3.662 |
3.692 |
| PP |
3.631 |
3.631 |
3.631 |
3.637 |
| S1 |
3.606 |
3.606 |
3.648 |
3.619 |
| S2 |
3.558 |
3.558 |
3.642 |
|
| S3 |
3.485 |
3.533 |
3.635 |
|
| S4 |
3.412 |
3.460 |
3.615 |
|
|
| 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 |
3.965 |
|
2.618 |
3.846 |
|
1.618 |
3.773 |
|
1.000 |
3.728 |
|
0.618 |
3.700 |
|
HIGH |
3.655 |
|
0.618 |
3.627 |
|
0.500 |
3.619 |
|
0.382 |
3.610 |
|
LOW |
3.582 |
|
0.618 |
3.537 |
|
1.000 |
3.509 |
|
1.618 |
3.464 |
|
2.618 |
3.391 |
|
4.250 |
3.272 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.643 |
3.633 |
| PP |
3.631 |
3.611 |
| S1 |
3.619 |
3.589 |
|