NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.530 |
3.400 |
-0.130 |
-3.7% |
3.446 |
| High |
3.554 |
3.477 |
-0.077 |
-2.2% |
3.559 |
| Low |
3.450 |
3.400 |
-0.050 |
-1.4% |
3.414 |
| Close |
3.461 |
3.452 |
-0.009 |
-0.3% |
3.534 |
| Range |
0.104 |
0.077 |
-0.027 |
-26.0% |
0.145 |
| ATR |
0.097 |
0.096 |
-0.001 |
-1.5% |
0.000 |
| Volume |
6,067 |
3,740 |
-2,327 |
-38.4% |
33,046 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.674 |
3.640 |
3.494 |
|
| R3 |
3.597 |
3.563 |
3.473 |
|
| R2 |
3.520 |
3.520 |
3.466 |
|
| R1 |
3.486 |
3.486 |
3.459 |
3.503 |
| PP |
3.443 |
3.443 |
3.443 |
3.452 |
| S1 |
3.409 |
3.409 |
3.445 |
3.426 |
| S2 |
3.366 |
3.366 |
3.438 |
|
| S3 |
3.289 |
3.332 |
3.431 |
|
| S4 |
3.212 |
3.255 |
3.410 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.937 |
3.881 |
3.614 |
|
| R3 |
3.792 |
3.736 |
3.574 |
|
| R2 |
3.647 |
3.647 |
3.561 |
|
| R1 |
3.591 |
3.591 |
3.547 |
3.619 |
| PP |
3.502 |
3.502 |
3.502 |
3.517 |
| S1 |
3.446 |
3.446 |
3.521 |
3.474 |
| S2 |
3.357 |
3.357 |
3.507 |
|
| S3 |
3.212 |
3.301 |
3.494 |
|
| S4 |
3.067 |
3.156 |
3.454 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.804 |
|
2.618 |
3.679 |
|
1.618 |
3.602 |
|
1.000 |
3.554 |
|
0.618 |
3.525 |
|
HIGH |
3.477 |
|
0.618 |
3.448 |
|
0.500 |
3.439 |
|
0.382 |
3.429 |
|
LOW |
3.400 |
|
0.618 |
3.352 |
|
1.000 |
3.323 |
|
1.618 |
3.275 |
|
2.618 |
3.198 |
|
4.250 |
3.073 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.448 |
3.480 |
| PP |
3.443 |
3.470 |
| S1 |
3.439 |
3.461 |
|