NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.620 |
3.623 |
0.003 |
0.1% |
3.542 |
| High |
3.620 |
3.702 |
0.082 |
2.3% |
3.630 |
| Low |
3.560 |
3.623 |
0.063 |
1.8% |
3.482 |
| Close |
3.584 |
3.697 |
0.113 |
3.2% |
3.584 |
| Range |
0.060 |
0.079 |
0.019 |
31.7% |
0.148 |
| ATR |
0.087 |
0.089 |
0.002 |
2.5% |
0.000 |
| Volume |
5,256 |
5,519 |
263 |
5.0% |
32,129 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.911 |
3.883 |
3.740 |
|
| R3 |
3.832 |
3.804 |
3.719 |
|
| R2 |
3.753 |
3.753 |
3.711 |
|
| R1 |
3.725 |
3.725 |
3.704 |
3.739 |
| PP |
3.674 |
3.674 |
3.674 |
3.681 |
| S1 |
3.646 |
3.646 |
3.690 |
3.660 |
| S2 |
3.595 |
3.595 |
3.683 |
|
| S3 |
3.516 |
3.567 |
3.675 |
|
| S4 |
3.437 |
3.488 |
3.654 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.009 |
3.945 |
3.665 |
|
| R3 |
3.861 |
3.797 |
3.625 |
|
| R2 |
3.713 |
3.713 |
3.611 |
|
| R1 |
3.649 |
3.649 |
3.598 |
3.681 |
| PP |
3.565 |
3.565 |
3.565 |
3.582 |
| S1 |
3.501 |
3.501 |
3.570 |
3.533 |
| S2 |
3.417 |
3.417 |
3.557 |
|
| S3 |
3.269 |
3.353 |
3.543 |
|
| S4 |
3.121 |
3.205 |
3.503 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.038 |
|
2.618 |
3.909 |
|
1.618 |
3.830 |
|
1.000 |
3.781 |
|
0.618 |
3.751 |
|
HIGH |
3.702 |
|
0.618 |
3.672 |
|
0.500 |
3.663 |
|
0.382 |
3.653 |
|
LOW |
3.623 |
|
0.618 |
3.574 |
|
1.000 |
3.544 |
|
1.618 |
3.495 |
|
2.618 |
3.416 |
|
4.250 |
3.287 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.686 |
3.673 |
| PP |
3.674 |
3.649 |
| S1 |
3.663 |
3.626 |
|