NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.484 |
3.442 |
-0.042 |
-1.2% |
3.460 |
| High |
3.488 |
3.494 |
0.006 |
0.2% |
3.582 |
| Low |
3.413 |
3.434 |
0.021 |
0.6% |
3.394 |
| Close |
3.484 |
3.483 |
-0.001 |
0.0% |
3.484 |
| Range |
0.075 |
0.060 |
-0.015 |
-20.0% |
0.188 |
| ATR |
0.097 |
0.094 |
-0.003 |
-2.7% |
0.000 |
| Volume |
7,586 |
5,385 |
-2,201 |
-29.0% |
25,873 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.650 |
3.627 |
3.516 |
|
| R3 |
3.590 |
3.567 |
3.500 |
|
| R2 |
3.530 |
3.530 |
3.494 |
|
| R1 |
3.507 |
3.507 |
3.489 |
3.519 |
| PP |
3.470 |
3.470 |
3.470 |
3.476 |
| S1 |
3.447 |
3.447 |
3.478 |
3.459 |
| S2 |
3.410 |
3.410 |
3.472 |
|
| S3 |
3.350 |
3.387 |
3.467 |
|
| S4 |
3.290 |
3.327 |
3.450 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.051 |
3.955 |
3.587 |
|
| R3 |
3.863 |
3.767 |
3.536 |
|
| R2 |
3.675 |
3.675 |
3.518 |
|
| R1 |
3.579 |
3.579 |
3.501 |
3.627 |
| PP |
3.487 |
3.487 |
3.487 |
3.511 |
| S1 |
3.391 |
3.391 |
3.467 |
3.439 |
| S2 |
3.299 |
3.299 |
3.450 |
|
| S3 |
3.111 |
3.203 |
3.432 |
|
| S4 |
2.923 |
3.015 |
3.381 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.749 |
|
2.618 |
3.651 |
|
1.618 |
3.591 |
|
1.000 |
3.554 |
|
0.618 |
3.531 |
|
HIGH |
3.494 |
|
0.618 |
3.471 |
|
0.500 |
3.464 |
|
0.382 |
3.457 |
|
LOW |
3.434 |
|
0.618 |
3.397 |
|
1.000 |
3.374 |
|
1.618 |
3.337 |
|
2.618 |
3.277 |
|
4.250 |
3.179 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.477 |
3.473 |
| PP |
3.470 |
3.463 |
| S1 |
3.464 |
3.454 |
|