NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.480 |
3.542 |
0.062 |
1.8% |
3.530 |
| High |
3.553 |
3.568 |
0.015 |
0.4% |
3.555 |
| Low |
3.480 |
3.482 |
0.002 |
0.1% |
3.400 |
| Close |
3.545 |
3.552 |
0.007 |
0.2% |
3.545 |
| Range |
0.073 |
0.086 |
0.013 |
17.8% |
0.155 |
| ATR |
0.092 |
0.092 |
0.000 |
-0.5% |
0.000 |
| Volume |
7,744 |
7,691 |
-53 |
-0.7% |
26,302 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.792 |
3.758 |
3.599 |
|
| R3 |
3.706 |
3.672 |
3.576 |
|
| R2 |
3.620 |
3.620 |
3.568 |
|
| R1 |
3.586 |
3.586 |
3.560 |
3.603 |
| PP |
3.534 |
3.534 |
3.534 |
3.543 |
| S1 |
3.500 |
3.500 |
3.544 |
3.517 |
| S2 |
3.448 |
3.448 |
3.536 |
|
| S3 |
3.362 |
3.414 |
3.528 |
|
| S4 |
3.276 |
3.328 |
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 |
3.934 |
|
2.618 |
3.793 |
|
1.618 |
3.707 |
|
1.000 |
3.654 |
|
0.618 |
3.621 |
|
HIGH |
3.568 |
|
0.618 |
3.535 |
|
0.500 |
3.525 |
|
0.382 |
3.515 |
|
LOW |
3.482 |
|
0.618 |
3.429 |
|
1.000 |
3.396 |
|
1.618 |
3.343 |
|
2.618 |
3.257 |
|
4.250 |
3.117 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.543 |
3.543 |
| PP |
3.534 |
3.533 |
| S1 |
3.525 |
3.524 |
|