NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 10-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
3.280 |
3.281 |
0.001 |
0.0% |
3.237 |
High |
3.288 |
3.311 |
0.023 |
0.7% |
3.368 |
Low |
3.250 |
3.177 |
-0.073 |
-2.2% |
3.190 |
Close |
3.283 |
3.214 |
-0.069 |
-2.1% |
3.316 |
Range |
0.038 |
0.134 |
0.096 |
252.6% |
0.178 |
ATR |
0.089 |
0.093 |
0.003 |
3.6% |
0.000 |
Volume |
5,222 |
9,892 |
4,670 |
89.4% |
21,433 |
|
Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.636 |
3.559 |
3.288 |
|
R3 |
3.502 |
3.425 |
3.251 |
|
R2 |
3.368 |
3.368 |
3.239 |
|
R1 |
3.291 |
3.291 |
3.226 |
3.263 |
PP |
3.234 |
3.234 |
3.234 |
3.220 |
S1 |
3.157 |
3.157 |
3.202 |
3.129 |
S2 |
3.100 |
3.100 |
3.189 |
|
S3 |
2.966 |
3.023 |
3.177 |
|
S4 |
2.832 |
2.889 |
3.140 |
|
|
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 |
3.177 |
0.191 |
5.9% |
0.107 |
3.3% |
19% |
False |
True |
6,662 |
10 |
3.460 |
3.177 |
0.283 |
8.8% |
0.096 |
3.0% |
13% |
False |
True |
4,761 |
20 |
3.537 |
3.177 |
0.360 |
11.2% |
0.080 |
2.5% |
10% |
False |
True |
4,230 |
40 |
3.901 |
3.177 |
0.724 |
22.5% |
0.083 |
2.6% |
5% |
False |
True |
3,729 |
60 |
4.201 |
3.177 |
1.024 |
31.9% |
0.086 |
2.7% |
4% |
False |
True |
3,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.881 |
2.618 |
3.662 |
1.618 |
3.528 |
1.000 |
3.445 |
0.618 |
3.394 |
HIGH |
3.311 |
0.618 |
3.260 |
0.500 |
3.244 |
0.382 |
3.228 |
LOW |
3.177 |
0.618 |
3.094 |
1.000 |
3.043 |
1.618 |
2.960 |
2.618 |
2.826 |
4.250 |
2.608 |
|
|
Fisher Pivots for day following 10-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
3.244 |
3.252 |
PP |
3.234 |
3.239 |
S1 |
3.224 |
3.227 |
|