NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.626 |
3.747 |
0.121 |
3.3% |
3.585 |
| High |
3.729 |
3.763 |
0.034 |
0.9% |
3.665 |
| Low |
3.626 |
3.666 |
0.040 |
1.1% |
3.522 |
| Close |
3.727 |
3.702 |
-0.025 |
-0.7% |
3.610 |
| Range |
0.103 |
0.097 |
-0.006 |
-5.8% |
0.143 |
| ATR |
0.089 |
0.089 |
0.001 |
0.7% |
0.000 |
| Volume |
3,765 |
6,729 |
2,964 |
78.7% |
20,231 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.001 |
3.949 |
3.755 |
|
| R3 |
3.904 |
3.852 |
3.729 |
|
| R2 |
3.807 |
3.807 |
3.720 |
|
| R1 |
3.755 |
3.755 |
3.711 |
3.733 |
| PP |
3.710 |
3.710 |
3.710 |
3.699 |
| S1 |
3.658 |
3.658 |
3.693 |
3.636 |
| S2 |
3.613 |
3.613 |
3.684 |
|
| S3 |
3.516 |
3.561 |
3.675 |
|
| S4 |
3.419 |
3.464 |
3.649 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.028 |
3.962 |
3.689 |
|
| R3 |
3.885 |
3.819 |
3.649 |
|
| R2 |
3.742 |
3.742 |
3.636 |
|
| R1 |
3.676 |
3.676 |
3.623 |
3.709 |
| PP |
3.599 |
3.599 |
3.599 |
3.616 |
| S1 |
3.533 |
3.533 |
3.597 |
3.566 |
| S2 |
3.456 |
3.456 |
3.584 |
|
| S3 |
3.313 |
3.390 |
3.571 |
|
| S4 |
3.170 |
3.247 |
3.531 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.175 |
|
2.618 |
4.017 |
|
1.618 |
3.920 |
|
1.000 |
3.860 |
|
0.618 |
3.823 |
|
HIGH |
3.763 |
|
0.618 |
3.726 |
|
0.500 |
3.715 |
|
0.382 |
3.703 |
|
LOW |
3.666 |
|
0.618 |
3.606 |
|
1.000 |
3.569 |
|
1.618 |
3.509 |
|
2.618 |
3.412 |
|
4.250 |
3.254 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.715 |
3.693 |
| PP |
3.710 |
3.684 |
| S1 |
3.706 |
3.675 |
|