NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.491 |
3.513 |
0.022 |
0.6% |
3.465 |
| High |
3.519 |
3.566 |
0.047 |
1.3% |
3.605 |
| Low |
3.446 |
3.480 |
0.034 |
1.0% |
3.394 |
| Close |
3.503 |
3.566 |
0.063 |
1.8% |
3.499 |
| Range |
0.073 |
0.086 |
0.013 |
17.8% |
0.211 |
| ATR |
0.100 |
0.099 |
-0.001 |
-1.0% |
0.000 |
| Volume |
23,066 |
9,873 |
-13,193 |
-57.2% |
100,265 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.795 |
3.767 |
3.613 |
|
| R3 |
3.709 |
3.681 |
3.590 |
|
| R2 |
3.623 |
3.623 |
3.582 |
|
| R1 |
3.595 |
3.595 |
3.574 |
3.609 |
| PP |
3.537 |
3.537 |
3.537 |
3.545 |
| S1 |
3.509 |
3.509 |
3.558 |
3.523 |
| S2 |
3.451 |
3.451 |
3.550 |
|
| S3 |
3.365 |
3.423 |
3.542 |
|
| S4 |
3.279 |
3.337 |
3.519 |
|
|
| 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 |
3.932 |
|
2.618 |
3.791 |
|
1.618 |
3.705 |
|
1.000 |
3.652 |
|
0.618 |
3.619 |
|
HIGH |
3.566 |
|
0.618 |
3.533 |
|
0.500 |
3.523 |
|
0.382 |
3.513 |
|
LOW |
3.480 |
|
0.618 |
3.427 |
|
1.000 |
3.394 |
|
1.618 |
3.341 |
|
2.618 |
3.255 |
|
4.250 |
3.115 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.552 |
3.543 |
| PP |
3.537 |
3.519 |
| S1 |
3.523 |
3.496 |
|