NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.488 |
3.570 |
0.082 |
2.4% |
3.460 |
| High |
3.545 |
3.593 |
0.048 |
1.4% |
3.582 |
| Low |
3.487 |
3.520 |
0.033 |
0.9% |
3.394 |
| Close |
3.544 |
3.563 |
0.019 |
0.5% |
3.484 |
| Range |
0.058 |
0.073 |
0.015 |
25.9% |
0.188 |
| ATR |
0.092 |
0.090 |
-0.001 |
-1.5% |
0.000 |
| Volume |
3,101 |
2,980 |
-121 |
-3.9% |
25,873 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.778 |
3.743 |
3.603 |
|
| R3 |
3.705 |
3.670 |
3.583 |
|
| R2 |
3.632 |
3.632 |
3.576 |
|
| R1 |
3.597 |
3.597 |
3.570 |
3.578 |
| PP |
3.559 |
3.559 |
3.559 |
3.549 |
| S1 |
3.524 |
3.524 |
3.556 |
3.505 |
| S2 |
3.486 |
3.486 |
3.550 |
|
| S3 |
3.413 |
3.451 |
3.543 |
|
| S4 |
3.340 |
3.378 |
3.523 |
|
|
| 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 |
3.903 |
|
2.618 |
3.784 |
|
1.618 |
3.711 |
|
1.000 |
3.666 |
|
0.618 |
3.638 |
|
HIGH |
3.593 |
|
0.618 |
3.565 |
|
0.500 |
3.557 |
|
0.382 |
3.548 |
|
LOW |
3.520 |
|
0.618 |
3.475 |
|
1.000 |
3.447 |
|
1.618 |
3.402 |
|
2.618 |
3.329 |
|
4.250 |
3.210 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.561 |
3.547 |
| PP |
3.559 |
3.530 |
| S1 |
3.557 |
3.514 |
|