NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.531 |
3.615 |
0.084 |
2.4% |
3.530 |
| High |
3.614 |
3.622 |
0.008 |
0.2% |
3.555 |
| Low |
3.531 |
3.549 |
0.018 |
0.5% |
3.400 |
| Close |
3.614 |
3.568 |
-0.046 |
-1.3% |
3.545 |
| Range |
0.083 |
0.073 |
-0.010 |
-12.0% |
0.155 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.4% |
0.000 |
| Volume |
9,159 |
4,687 |
-4,472 |
-48.8% |
26,302 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.799 |
3.756 |
3.608 |
|
| R3 |
3.726 |
3.683 |
3.588 |
|
| R2 |
3.653 |
3.653 |
3.581 |
|
| R1 |
3.610 |
3.610 |
3.575 |
3.595 |
| PP |
3.580 |
3.580 |
3.580 |
3.572 |
| S1 |
3.537 |
3.537 |
3.561 |
3.522 |
| S2 |
3.507 |
3.507 |
3.555 |
|
| S3 |
3.434 |
3.464 |
3.548 |
|
| S4 |
3.361 |
3.391 |
3.528 |
|
|
| 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 |
3.932 |
|
2.618 |
3.813 |
|
1.618 |
3.740 |
|
1.000 |
3.695 |
|
0.618 |
3.667 |
|
HIGH |
3.622 |
|
0.618 |
3.594 |
|
0.500 |
3.586 |
|
0.382 |
3.577 |
|
LOW |
3.549 |
|
0.618 |
3.504 |
|
1.000 |
3.476 |
|
1.618 |
3.431 |
|
2.618 |
3.358 |
|
4.250 |
3.239 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.586 |
3.563 |
| PP |
3.580 |
3.557 |
| S1 |
3.574 |
3.552 |
|