NYMEX Natural Gas Future January 2012
Trading Metrics calculated at close of trading on 20-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.904 |
4.920 |
0.016 |
0.3% |
4.712 |
High |
4.940 |
4.949 |
0.009 |
0.2% |
4.920 |
Low |
4.884 |
4.811 |
-0.073 |
-1.5% |
4.658 |
Close |
4.903 |
4.856 |
-0.047 |
-1.0% |
4.914 |
Range |
0.056 |
0.138 |
0.082 |
146.4% |
0.262 |
ATR |
0.109 |
0.111 |
0.002 |
1.9% |
0.000 |
Volume |
16,890 |
10,161 |
-6,729 |
-39.8% |
86,550 |
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.286 |
5.209 |
4.932 |
|
R3 |
5.148 |
5.071 |
4.894 |
|
R2 |
5.010 |
5.010 |
4.881 |
|
R1 |
4.933 |
4.933 |
4.869 |
4.903 |
PP |
4.872 |
4.872 |
4.872 |
4.857 |
S1 |
4.795 |
4.795 |
4.843 |
4.765 |
S2 |
4.734 |
4.734 |
4.831 |
|
S3 |
4.596 |
4.657 |
4.818 |
|
S4 |
4.458 |
4.519 |
4.780 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.617 |
5.527 |
5.058 |
|
R3 |
5.355 |
5.265 |
4.986 |
|
R2 |
5.093 |
5.093 |
4.962 |
|
R1 |
5.003 |
5.003 |
4.938 |
5.048 |
PP |
4.831 |
4.831 |
4.831 |
4.853 |
S1 |
4.741 |
4.741 |
4.890 |
4.786 |
S2 |
4.569 |
4.569 |
4.866 |
|
S3 |
4.307 |
4.479 |
4.842 |
|
S4 |
4.045 |
4.217 |
4.770 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.536 |
2.618 |
5.310 |
1.618 |
5.172 |
1.000 |
5.087 |
0.618 |
5.034 |
HIGH |
4.949 |
0.618 |
4.896 |
0.500 |
4.880 |
0.382 |
4.864 |
LOW |
4.811 |
0.618 |
4.726 |
1.000 |
4.673 |
1.618 |
4.588 |
2.618 |
4.450 |
4.250 |
4.225 |
|
|
Fisher Pivots for day following 20-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.880 |
4.887 |
PP |
4.872 |
4.876 |
S1 |
4.864 |
4.866 |
|