NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.747 |
3.662 |
-0.085 |
-2.3% |
3.585 |
| High |
3.763 |
3.715 |
-0.048 |
-1.3% |
3.665 |
| Low |
3.666 |
3.619 |
-0.047 |
-1.3% |
3.522 |
| Close |
3.702 |
3.664 |
-0.038 |
-1.0% |
3.610 |
| Range |
0.097 |
0.096 |
-0.001 |
-1.0% |
0.143 |
| ATR |
0.089 |
0.090 |
0.000 |
0.5% |
0.000 |
| Volume |
6,729 |
7,178 |
449 |
6.7% |
20,231 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.954 |
3.905 |
3.717 |
|
| R3 |
3.858 |
3.809 |
3.690 |
|
| R2 |
3.762 |
3.762 |
3.682 |
|
| R1 |
3.713 |
3.713 |
3.673 |
3.738 |
| PP |
3.666 |
3.666 |
3.666 |
3.678 |
| S1 |
3.617 |
3.617 |
3.655 |
3.642 |
| S2 |
3.570 |
3.570 |
3.646 |
|
| S3 |
3.474 |
3.521 |
3.638 |
|
| S4 |
3.378 |
3.425 |
3.611 |
|
|
| 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 |
4.123 |
|
2.618 |
3.966 |
|
1.618 |
3.870 |
|
1.000 |
3.811 |
|
0.618 |
3.774 |
|
HIGH |
3.715 |
|
0.618 |
3.678 |
|
0.500 |
3.667 |
|
0.382 |
3.656 |
|
LOW |
3.619 |
|
0.618 |
3.560 |
|
1.000 |
3.523 |
|
1.618 |
3.464 |
|
2.618 |
3.368 |
|
4.250 |
3.211 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.667 |
3.691 |
| PP |
3.666 |
3.682 |
| S1 |
3.665 |
3.673 |
|