NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.454 |
3.537 |
0.083 |
2.4% |
3.446 |
| High |
3.555 |
3.537 |
-0.018 |
-0.5% |
3.559 |
| Low |
3.448 |
3.481 |
0.033 |
1.0% |
3.414 |
| Close |
3.528 |
3.497 |
-0.031 |
-0.9% |
3.534 |
| Range |
0.107 |
0.056 |
-0.051 |
-47.7% |
0.145 |
| ATR |
0.097 |
0.094 |
-0.003 |
-3.0% |
0.000 |
| Volume |
2,681 |
6,070 |
3,389 |
126.4% |
33,046 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.673 |
3.641 |
3.528 |
|
| R3 |
3.617 |
3.585 |
3.512 |
|
| R2 |
3.561 |
3.561 |
3.507 |
|
| R1 |
3.529 |
3.529 |
3.502 |
3.517 |
| PP |
3.505 |
3.505 |
3.505 |
3.499 |
| S1 |
3.473 |
3.473 |
3.492 |
3.461 |
| S2 |
3.449 |
3.449 |
3.487 |
|
| S3 |
3.393 |
3.417 |
3.482 |
|
| S4 |
3.337 |
3.361 |
3.466 |
|
|
| 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 |
3.775 |
|
2.618 |
3.684 |
|
1.618 |
3.628 |
|
1.000 |
3.593 |
|
0.618 |
3.572 |
|
HIGH |
3.537 |
|
0.618 |
3.516 |
|
0.500 |
3.509 |
|
0.382 |
3.502 |
|
LOW |
3.481 |
|
0.618 |
3.446 |
|
1.000 |
3.425 |
|
1.618 |
3.390 |
|
2.618 |
3.334 |
|
4.250 |
3.243 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.509 |
3.491 |
| PP |
3.505 |
3.484 |
| S1 |
3.501 |
3.478 |
|