NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.537 |
3.480 |
-0.057 |
-1.6% |
3.530 |
| High |
3.537 |
3.553 |
0.016 |
0.5% |
3.555 |
| Low |
3.481 |
3.480 |
-0.001 |
0.0% |
3.400 |
| Close |
3.497 |
3.545 |
0.048 |
1.4% |
3.545 |
| Range |
0.056 |
0.073 |
0.017 |
30.4% |
0.155 |
| ATR |
0.094 |
0.092 |
-0.001 |
-1.6% |
0.000 |
| Volume |
6,070 |
7,744 |
1,674 |
27.6% |
26,302 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.745 |
3.718 |
3.585 |
|
| R3 |
3.672 |
3.645 |
3.565 |
|
| R2 |
3.599 |
3.599 |
3.558 |
|
| R1 |
3.572 |
3.572 |
3.552 |
3.586 |
| PP |
3.526 |
3.526 |
3.526 |
3.533 |
| S1 |
3.499 |
3.499 |
3.538 |
3.513 |
| S2 |
3.453 |
3.453 |
3.532 |
|
| S3 |
3.380 |
3.426 |
3.525 |
|
| S4 |
3.307 |
3.353 |
3.505 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.965 |
3.910 |
3.630 |
|
| R3 |
3.810 |
3.755 |
3.588 |
|
| R2 |
3.655 |
3.655 |
3.573 |
|
| R1 |
3.600 |
3.600 |
3.559 |
3.628 |
| PP |
3.500 |
3.500 |
3.500 |
3.514 |
| S1 |
3.445 |
3.445 |
3.531 |
3.473 |
| S2 |
3.345 |
3.345 |
3.517 |
|
| S3 |
3.190 |
3.290 |
3.502 |
|
| S4 |
3.035 |
3.135 |
3.460 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.863 |
|
2.618 |
3.744 |
|
1.618 |
3.671 |
|
1.000 |
3.626 |
|
0.618 |
3.598 |
|
HIGH |
3.553 |
|
0.618 |
3.525 |
|
0.500 |
3.517 |
|
0.382 |
3.508 |
|
LOW |
3.480 |
|
0.618 |
3.435 |
|
1.000 |
3.407 |
|
1.618 |
3.362 |
|
2.618 |
3.289 |
|
4.250 |
3.170 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.536 |
3.531 |
| PP |
3.526 |
3.516 |
| S1 |
3.517 |
3.502 |
|