NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 06-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
3.368 |
3.242 |
-0.126 |
-3.7% |
3.237 |
High |
3.368 |
3.327 |
-0.041 |
-1.2% |
3.368 |
Low |
3.214 |
3.242 |
0.028 |
0.9% |
3.190 |
Close |
3.251 |
3.316 |
0.065 |
2.0% |
3.316 |
Range |
0.154 |
0.085 |
-0.069 |
-44.8% |
0.178 |
ATR |
0.092 |
0.091 |
0.000 |
-0.5% |
0.000 |
Volume |
6,809 |
6,863 |
54 |
0.8% |
21,433 |
|
Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.550 |
3.518 |
3.363 |
|
R3 |
3.465 |
3.433 |
3.339 |
|
R2 |
3.380 |
3.380 |
3.332 |
|
R1 |
3.348 |
3.348 |
3.324 |
3.364 |
PP |
3.295 |
3.295 |
3.295 |
3.303 |
S1 |
3.263 |
3.263 |
3.308 |
3.279 |
S2 |
3.210 |
3.210 |
3.300 |
|
S3 |
3.125 |
3.178 |
3.293 |
|
S4 |
3.040 |
3.093 |
3.269 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.825 |
3.749 |
3.414 |
|
R3 |
3.647 |
3.571 |
3.365 |
|
R2 |
3.469 |
3.469 |
3.349 |
|
R1 |
3.393 |
3.393 |
3.332 |
3.431 |
PP |
3.291 |
3.291 |
3.291 |
3.311 |
S1 |
3.215 |
3.215 |
3.300 |
3.253 |
S2 |
3.113 |
3.113 |
3.283 |
|
S3 |
2.935 |
3.037 |
3.267 |
|
S4 |
2.757 |
2.859 |
3.218 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.368 |
3.190 |
0.178 |
5.4% |
0.109 |
3.3% |
71% |
False |
False |
5,074 |
10 |
3.496 |
3.190 |
0.306 |
9.2% |
0.092 |
2.8% |
41% |
False |
False |
4,043 |
20 |
3.752 |
3.190 |
0.562 |
16.9% |
0.082 |
2.5% |
22% |
False |
False |
3,929 |
40 |
3.966 |
3.190 |
0.776 |
23.4% |
0.083 |
2.5% |
16% |
False |
False |
3,560 |
60 |
4.201 |
3.190 |
1.011 |
30.5% |
0.085 |
2.6% |
12% |
False |
False |
3,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.688 |
2.618 |
3.550 |
1.618 |
3.465 |
1.000 |
3.412 |
0.618 |
3.380 |
HIGH |
3.327 |
0.618 |
3.295 |
0.500 |
3.285 |
0.382 |
3.274 |
LOW |
3.242 |
0.618 |
3.189 |
1.000 |
3.157 |
1.618 |
3.104 |
2.618 |
3.019 |
4.250 |
2.881 |
|
|
Fisher Pivots for day following 06-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
3.306 |
3.308 |
PP |
3.295 |
3.299 |
S1 |
3.285 |
3.291 |
|