NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.442 |
3.491 |
0.049 |
1.4% |
3.465 |
| High |
3.508 |
3.519 |
0.011 |
0.3% |
3.605 |
| Low |
3.426 |
3.446 |
0.020 |
0.6% |
3.394 |
| Close |
3.499 |
3.503 |
0.004 |
0.1% |
3.499 |
| Range |
0.082 |
0.073 |
-0.009 |
-11.0% |
0.211 |
| ATR |
0.102 |
0.100 |
-0.002 |
-2.0% |
0.000 |
| Volume |
20,013 |
23,066 |
3,053 |
15.3% |
100,265 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.708 |
3.679 |
3.543 |
|
| R3 |
3.635 |
3.606 |
3.523 |
|
| R2 |
3.562 |
3.562 |
3.516 |
|
| R1 |
3.533 |
3.533 |
3.510 |
3.548 |
| PP |
3.489 |
3.489 |
3.489 |
3.497 |
| S1 |
3.460 |
3.460 |
3.496 |
3.475 |
| S2 |
3.416 |
3.416 |
3.490 |
|
| S3 |
3.343 |
3.387 |
3.483 |
|
| S4 |
3.270 |
3.314 |
3.463 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.132 |
4.027 |
3.615 |
|
| R3 |
3.921 |
3.816 |
3.557 |
|
| R2 |
3.710 |
3.710 |
3.538 |
|
| R1 |
3.605 |
3.605 |
3.518 |
3.658 |
| PP |
3.499 |
3.499 |
3.499 |
3.526 |
| S1 |
3.394 |
3.394 |
3.480 |
3.447 |
| S2 |
3.288 |
3.288 |
3.460 |
|
| S3 |
3.077 |
3.183 |
3.441 |
|
| S4 |
2.866 |
2.972 |
3.383 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.829 |
|
2.618 |
3.710 |
|
1.618 |
3.637 |
|
1.000 |
3.592 |
|
0.618 |
3.564 |
|
HIGH |
3.519 |
|
0.618 |
3.491 |
|
0.500 |
3.483 |
|
0.382 |
3.474 |
|
LOW |
3.446 |
|
0.618 |
3.401 |
|
1.000 |
3.373 |
|
1.618 |
3.328 |
|
2.618 |
3.255 |
|
4.250 |
3.136 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.496 |
3.490 |
| PP |
3.489 |
3.477 |
| S1 |
3.483 |
3.465 |
|