NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.579 |
3.636 |
0.057 |
1.6% |
3.585 |
| High |
3.656 |
3.636 |
-0.020 |
-0.5% |
3.665 |
| Low |
3.579 |
3.587 |
0.008 |
0.2% |
3.522 |
| Close |
3.648 |
3.610 |
-0.038 |
-1.0% |
3.610 |
| Range |
0.077 |
0.049 |
-0.028 |
-36.4% |
0.143 |
| ATR |
0.088 |
0.087 |
-0.002 |
-2.2% |
0.000 |
| Volume |
3,050 |
3,361 |
311 |
10.2% |
20,231 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.758 |
3.733 |
3.637 |
|
| R3 |
3.709 |
3.684 |
3.623 |
|
| R2 |
3.660 |
3.660 |
3.619 |
|
| R1 |
3.635 |
3.635 |
3.614 |
3.623 |
| PP |
3.611 |
3.611 |
3.611 |
3.605 |
| S1 |
3.586 |
3.586 |
3.606 |
3.574 |
| S2 |
3.562 |
3.562 |
3.601 |
|
| S3 |
3.513 |
3.537 |
3.597 |
|
| S4 |
3.464 |
3.488 |
3.583 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.028 |
3.962 |
3.689 |
|
| R3 |
3.885 |
3.819 |
3.649 |
|
| R2 |
3.742 |
3.742 |
3.636 |
|
| R1 |
3.676 |
3.676 |
3.623 |
3.709 |
| PP |
3.599 |
3.599 |
3.599 |
3.616 |
| S1 |
3.533 |
3.533 |
3.597 |
3.566 |
| S2 |
3.456 |
3.456 |
3.584 |
|
| S3 |
3.313 |
3.390 |
3.571 |
|
| S4 |
3.170 |
3.247 |
3.531 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.844 |
|
2.618 |
3.764 |
|
1.618 |
3.715 |
|
1.000 |
3.685 |
|
0.618 |
3.666 |
|
HIGH |
3.636 |
|
0.618 |
3.617 |
|
0.500 |
3.612 |
|
0.382 |
3.606 |
|
LOW |
3.587 |
|
0.618 |
3.557 |
|
1.000 |
3.538 |
|
1.618 |
3.508 |
|
2.618 |
3.459 |
|
4.250 |
3.379 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.612 |
3.622 |
| PP |
3.611 |
3.618 |
| S1 |
3.611 |
3.614 |
|