NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.442 |
3.488 |
0.046 |
1.3% |
3.460 |
| High |
3.494 |
3.545 |
0.051 |
1.5% |
3.582 |
| Low |
3.434 |
3.487 |
0.053 |
1.5% |
3.394 |
| Close |
3.483 |
3.544 |
0.061 |
1.8% |
3.484 |
| Range |
0.060 |
0.058 |
-0.002 |
-3.3% |
0.188 |
| ATR |
0.094 |
0.092 |
-0.002 |
-2.4% |
0.000 |
| Volume |
5,385 |
3,101 |
-2,284 |
-42.4% |
25,873 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.699 |
3.680 |
3.576 |
|
| R3 |
3.641 |
3.622 |
3.560 |
|
| R2 |
3.583 |
3.583 |
3.555 |
|
| R1 |
3.564 |
3.564 |
3.549 |
3.574 |
| PP |
3.525 |
3.525 |
3.525 |
3.530 |
| S1 |
3.506 |
3.506 |
3.539 |
3.516 |
| S2 |
3.467 |
3.467 |
3.533 |
|
| S3 |
3.409 |
3.448 |
3.528 |
|
| S4 |
3.351 |
3.390 |
3.512 |
|
|
| 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 |
3.792 |
|
2.618 |
3.697 |
|
1.618 |
3.639 |
|
1.000 |
3.603 |
|
0.618 |
3.581 |
|
HIGH |
3.545 |
|
0.618 |
3.523 |
|
0.500 |
3.516 |
|
0.382 |
3.509 |
|
LOW |
3.487 |
|
0.618 |
3.451 |
|
1.000 |
3.429 |
|
1.618 |
3.393 |
|
2.618 |
3.335 |
|
4.250 |
3.241 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.535 |
3.522 |
| PP |
3.525 |
3.501 |
| S1 |
3.516 |
3.479 |
|