NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.419 |
3.490 |
0.071 |
2.1% |
3.442 |
| High |
3.511 |
3.546 |
0.035 |
1.0% |
3.616 |
| Low |
3.419 |
3.414 |
-0.005 |
-0.1% |
3.416 |
| Close |
3.507 |
3.526 |
0.019 |
0.5% |
3.431 |
| Range |
0.092 |
0.132 |
0.040 |
43.5% |
0.200 |
| ATR |
0.097 |
0.100 |
0.002 |
2.6% |
0.000 |
| Volume |
8,165 |
4,929 |
-3,236 |
-39.6% |
17,485 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.891 |
3.841 |
3.599 |
|
| R3 |
3.759 |
3.709 |
3.562 |
|
| R2 |
3.627 |
3.627 |
3.550 |
|
| R1 |
3.577 |
3.577 |
3.538 |
3.602 |
| PP |
3.495 |
3.495 |
3.495 |
3.508 |
| S1 |
3.445 |
3.445 |
3.514 |
3.470 |
| S2 |
3.363 |
3.363 |
3.502 |
|
| S3 |
3.231 |
3.313 |
3.490 |
|
| S4 |
3.099 |
3.181 |
3.453 |
|
|
| 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 |
4.107 |
|
2.618 |
3.892 |
|
1.618 |
3.760 |
|
1.000 |
3.678 |
|
0.618 |
3.628 |
|
HIGH |
3.546 |
|
0.618 |
3.496 |
|
0.500 |
3.480 |
|
0.382 |
3.464 |
|
LOW |
3.414 |
|
0.618 |
3.332 |
|
1.000 |
3.282 |
|
1.618 |
3.200 |
|
2.618 |
3.068 |
|
4.250 |
2.853 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.511 |
3.511 |
| PP |
3.495 |
3.495 |
| S1 |
3.480 |
3.480 |
|