NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.623 |
3.714 |
0.091 |
2.5% |
3.542 |
| High |
3.702 |
3.722 |
0.020 |
0.5% |
3.630 |
| Low |
3.623 |
3.639 |
0.016 |
0.4% |
3.482 |
| Close |
3.697 |
3.673 |
-0.024 |
-0.6% |
3.584 |
| Range |
0.079 |
0.083 |
0.004 |
5.1% |
0.148 |
| ATR |
0.089 |
0.089 |
0.000 |
-0.5% |
0.000 |
| Volume |
5,519 |
7,350 |
1,831 |
33.2% |
32,129 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.927 |
3.883 |
3.719 |
|
| R3 |
3.844 |
3.800 |
3.696 |
|
| R2 |
3.761 |
3.761 |
3.688 |
|
| R1 |
3.717 |
3.717 |
3.681 |
3.698 |
| PP |
3.678 |
3.678 |
3.678 |
3.668 |
| S1 |
3.634 |
3.634 |
3.665 |
3.615 |
| S2 |
3.595 |
3.595 |
3.658 |
|
| S3 |
3.512 |
3.551 |
3.650 |
|
| S4 |
3.429 |
3.468 |
3.627 |
|
|
| 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 |
4.075 |
|
2.618 |
3.939 |
|
1.618 |
3.856 |
|
1.000 |
3.805 |
|
0.618 |
3.773 |
|
HIGH |
3.722 |
|
0.618 |
3.690 |
|
0.500 |
3.681 |
|
0.382 |
3.671 |
|
LOW |
3.639 |
|
0.618 |
3.588 |
|
1.000 |
3.556 |
|
1.618 |
3.505 |
|
2.618 |
3.422 |
|
4.250 |
3.286 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.681 |
3.662 |
| PP |
3.678 |
3.652 |
| S1 |
3.676 |
3.641 |
|