NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.446 |
3.484 |
0.038 |
1.1% |
3.442 |
| High |
3.510 |
3.537 |
0.027 |
0.8% |
3.616 |
| Low |
3.446 |
3.429 |
-0.017 |
-0.5% |
3.416 |
| Close |
3.508 |
3.432 |
-0.076 |
-2.2% |
3.431 |
| Range |
0.064 |
0.108 |
0.044 |
68.8% |
0.200 |
| ATR |
0.097 |
0.098 |
0.001 |
0.8% |
0.000 |
| Volume |
6,955 |
3,881 |
-3,074 |
-44.2% |
17,485 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.790 |
3.719 |
3.491 |
|
| R3 |
3.682 |
3.611 |
3.462 |
|
| R2 |
3.574 |
3.574 |
3.452 |
|
| R1 |
3.503 |
3.503 |
3.442 |
3.485 |
| PP |
3.466 |
3.466 |
3.466 |
3.457 |
| S1 |
3.395 |
3.395 |
3.422 |
3.377 |
| S2 |
3.358 |
3.358 |
3.412 |
|
| S3 |
3.250 |
3.287 |
3.402 |
|
| S4 |
3.142 |
3.179 |
3.373 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.088 |
3.959 |
3.541 |
|
| R3 |
3.888 |
3.759 |
3.486 |
|
| R2 |
3.688 |
3.688 |
3.468 |
|
| R1 |
3.559 |
3.559 |
3.449 |
3.524 |
| PP |
3.488 |
3.488 |
3.488 |
3.470 |
| S1 |
3.359 |
3.359 |
3.413 |
3.324 |
| S2 |
3.288 |
3.288 |
3.394 |
|
| S3 |
3.088 |
3.159 |
3.376 |
|
| S4 |
2.888 |
2.959 |
3.321 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.996 |
|
2.618 |
3.820 |
|
1.618 |
3.712 |
|
1.000 |
3.645 |
|
0.618 |
3.604 |
|
HIGH |
3.537 |
|
0.618 |
3.496 |
|
0.500 |
3.483 |
|
0.382 |
3.470 |
|
LOW |
3.429 |
|
0.618 |
3.362 |
|
1.000 |
3.321 |
|
1.618 |
3.254 |
|
2.618 |
3.146 |
|
4.250 |
2.970 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.483 |
3.516 |
| PP |
3.466 |
3.488 |
| S1 |
3.449 |
3.460 |
|