NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
3.458 |
3.514 |
0.056 |
1.6% |
3.310 |
| High |
3.486 |
3.582 |
0.096 |
2.8% |
3.445 |
| Low |
3.415 |
3.437 |
0.022 |
0.6% |
3.310 |
| Close |
3.483 |
3.466 |
-0.017 |
-0.5% |
3.413 |
| Range |
0.071 |
0.145 |
0.074 |
104.2% |
0.135 |
| ATR |
|
|
|
|
|
| Volume |
3,067 |
3,178 |
111 |
3.6% |
22,524 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.930 |
3.843 |
3.546 |
|
| R3 |
3.785 |
3.698 |
3.506 |
|
| R2 |
3.640 |
3.640 |
3.493 |
|
| R1 |
3.553 |
3.553 |
3.479 |
3.524 |
| PP |
3.495 |
3.495 |
3.495 |
3.481 |
| S1 |
3.408 |
3.408 |
3.453 |
3.379 |
| S2 |
3.350 |
3.350 |
3.439 |
|
| S3 |
3.205 |
3.263 |
3.426 |
|
| S4 |
3.060 |
3.118 |
3.386 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.794 |
3.739 |
3.487 |
|
| R3 |
3.659 |
3.604 |
3.450 |
|
| R2 |
3.524 |
3.524 |
3.438 |
|
| R1 |
3.469 |
3.469 |
3.425 |
3.497 |
| PP |
3.389 |
3.389 |
3.389 |
3.403 |
| S1 |
3.334 |
3.334 |
3.401 |
3.362 |
| S2 |
3.254 |
3.254 |
3.388 |
|
| S3 |
3.119 |
3.199 |
3.376 |
|
| S4 |
2.984 |
3.064 |
3.339 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.198 |
|
2.618 |
3.962 |
|
1.618 |
3.817 |
|
1.000 |
3.727 |
|
0.618 |
3.672 |
|
HIGH |
3.582 |
|
0.618 |
3.527 |
|
0.500 |
3.510 |
|
0.382 |
3.492 |
|
LOW |
3.437 |
|
0.618 |
3.347 |
|
1.000 |
3.292 |
|
1.618 |
3.202 |
|
2.618 |
3.057 |
|
4.250 |
2.821 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.510 |
3.491 |
| PP |
3.495 |
3.483 |
| S1 |
3.481 |
3.474 |
|