NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.484 |
3.419 |
-0.065 |
-1.9% |
3.442 |
| High |
3.537 |
3.511 |
-0.026 |
-0.7% |
3.616 |
| Low |
3.429 |
3.419 |
-0.010 |
-0.3% |
3.416 |
| Close |
3.432 |
3.507 |
0.075 |
2.2% |
3.431 |
| Range |
0.108 |
0.092 |
-0.016 |
-14.8% |
0.200 |
| ATR |
0.098 |
0.097 |
0.000 |
-0.4% |
0.000 |
| Volume |
3,881 |
8,165 |
4,284 |
110.4% |
17,485 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.755 |
3.723 |
3.558 |
|
| R3 |
3.663 |
3.631 |
3.532 |
|
| R2 |
3.571 |
3.571 |
3.524 |
|
| R1 |
3.539 |
3.539 |
3.515 |
3.555 |
| PP |
3.479 |
3.479 |
3.479 |
3.487 |
| S1 |
3.447 |
3.447 |
3.499 |
3.463 |
| S2 |
3.387 |
3.387 |
3.490 |
|
| S3 |
3.295 |
3.355 |
3.482 |
|
| S4 |
3.203 |
3.263 |
3.456 |
|
|
| 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 |
3.902 |
|
2.618 |
3.752 |
|
1.618 |
3.660 |
|
1.000 |
3.603 |
|
0.618 |
3.568 |
|
HIGH |
3.511 |
|
0.618 |
3.476 |
|
0.500 |
3.465 |
|
0.382 |
3.454 |
|
LOW |
3.419 |
|
0.618 |
3.362 |
|
1.000 |
3.327 |
|
1.618 |
3.270 |
|
2.618 |
3.178 |
|
4.250 |
3.028 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.493 |
3.497 |
| PP |
3.479 |
3.488 |
| S1 |
3.465 |
3.478 |
|