NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
3.714 |
3.630 |
-0.084 |
-2.3% |
3.542 |
| High |
3.722 |
3.687 |
-0.035 |
-0.9% |
3.630 |
| Low |
3.639 |
3.592 |
-0.047 |
-1.3% |
3.482 |
| Close |
3.673 |
3.637 |
-0.036 |
-1.0% |
3.584 |
| Range |
0.083 |
0.095 |
0.012 |
14.5% |
0.148 |
| ATR |
0.089 |
0.089 |
0.000 |
0.5% |
0.000 |
| Volume |
7,350 |
8,511 |
1,161 |
15.8% |
32,129 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.924 |
3.875 |
3.689 |
|
| R3 |
3.829 |
3.780 |
3.663 |
|
| R2 |
3.734 |
3.734 |
3.654 |
|
| R1 |
3.685 |
3.685 |
3.646 |
3.710 |
| PP |
3.639 |
3.639 |
3.639 |
3.651 |
| S1 |
3.590 |
3.590 |
3.628 |
3.615 |
| S2 |
3.544 |
3.544 |
3.620 |
|
| S3 |
3.449 |
3.495 |
3.611 |
|
| S4 |
3.354 |
3.400 |
3.585 |
|
|
| 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 |
4.091 |
|
2.618 |
3.936 |
|
1.618 |
3.841 |
|
1.000 |
3.782 |
|
0.618 |
3.746 |
|
HIGH |
3.687 |
|
0.618 |
3.651 |
|
0.500 |
3.640 |
|
0.382 |
3.628 |
|
LOW |
3.592 |
|
0.618 |
3.533 |
|
1.000 |
3.497 |
|
1.618 |
3.438 |
|
2.618 |
3.343 |
|
4.250 |
3.188 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.640 |
3.657 |
| PP |
3.639 |
3.650 |
| S1 |
3.638 |
3.644 |
|