NYMEX Natural Gas Future January 2012
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
4.751 |
4.783 |
0.032 |
0.7% |
4.908 |
High |
4.830 |
4.810 |
-0.020 |
-0.4% |
4.962 |
Low |
4.748 |
4.705 |
-0.043 |
-0.9% |
4.748 |
Close |
4.770 |
4.742 |
-0.028 |
-0.6% |
4.770 |
Range |
0.082 |
0.105 |
0.023 |
28.0% |
0.214 |
ATR |
0.114 |
0.113 |
-0.001 |
-0.6% |
0.000 |
Volume |
16,076 |
8,591 |
-7,485 |
-46.6% |
84,394 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.067 |
5.010 |
4.800 |
|
R3 |
4.962 |
4.905 |
4.771 |
|
R2 |
4.857 |
4.857 |
4.761 |
|
R1 |
4.800 |
4.800 |
4.752 |
4.776 |
PP |
4.752 |
4.752 |
4.752 |
4.741 |
S1 |
4.695 |
4.695 |
4.732 |
4.671 |
S2 |
4.647 |
4.647 |
4.723 |
|
S3 |
4.542 |
4.590 |
4.713 |
|
S4 |
4.437 |
4.485 |
4.684 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.469 |
5.333 |
4.888 |
|
R3 |
5.255 |
5.119 |
4.829 |
|
R2 |
5.041 |
5.041 |
4.809 |
|
R1 |
4.905 |
4.905 |
4.790 |
4.866 |
PP |
4.827 |
4.827 |
4.827 |
4.807 |
S1 |
4.691 |
4.691 |
4.750 |
4.652 |
S2 |
4.613 |
4.613 |
4.731 |
|
S3 |
4.399 |
4.477 |
4.711 |
|
S4 |
4.185 |
4.263 |
4.652 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.949 |
4.705 |
0.244 |
5.1% |
0.113 |
2.4% |
15% |
False |
True |
13,423 |
10 |
4.962 |
4.687 |
0.275 |
5.8% |
0.111 |
2.3% |
20% |
False |
False |
16,532 |
20 |
4.962 |
4.587 |
0.375 |
7.9% |
0.111 |
2.3% |
41% |
False |
False |
15,683 |
40 |
5.356 |
4.587 |
0.769 |
16.2% |
0.111 |
2.3% |
20% |
False |
False |
14,915 |
60 |
5.356 |
4.587 |
0.769 |
16.2% |
0.112 |
2.4% |
20% |
False |
False |
13,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.256 |
2.618 |
5.085 |
1.618 |
4.980 |
1.000 |
4.915 |
0.618 |
4.875 |
HIGH |
4.810 |
0.618 |
4.770 |
0.500 |
4.758 |
0.382 |
4.745 |
LOW |
4.705 |
0.618 |
4.640 |
1.000 |
4.600 |
1.618 |
4.535 |
2.618 |
4.430 |
4.250 |
4.259 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
4.758 |
4.820 |
PP |
4.752 |
4.794 |
S1 |
4.747 |
4.768 |
|