NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
2.923 |
2.781 |
-0.142 |
-4.9% |
3.280 |
High |
2.923 |
2.834 |
-0.089 |
-3.0% |
3.311 |
Low |
2.756 |
2.758 |
0.002 |
0.1% |
2.943 |
Close |
2.797 |
2.792 |
-0.005 |
-0.2% |
2.981 |
Range |
0.167 |
0.076 |
-0.091 |
-54.5% |
0.368 |
ATR |
0.107 |
0.105 |
-0.002 |
-2.1% |
0.000 |
Volume |
15,426 |
16,619 |
1,193 |
7.7% |
71,517 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.023 |
2.983 |
2.834 |
|
R3 |
2.947 |
2.907 |
2.813 |
|
R2 |
2.871 |
2.871 |
2.806 |
|
R1 |
2.831 |
2.831 |
2.799 |
2.851 |
PP |
2.795 |
2.795 |
2.795 |
2.805 |
S1 |
2.755 |
2.755 |
2.785 |
2.775 |
S2 |
2.719 |
2.719 |
2.778 |
|
S3 |
2.643 |
2.679 |
2.771 |
|
S4 |
2.567 |
2.603 |
2.750 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.182 |
3.950 |
3.183 |
|
R3 |
3.814 |
3.582 |
3.082 |
|
R2 |
3.446 |
3.446 |
3.048 |
|
R1 |
3.214 |
3.214 |
3.015 |
3.146 |
PP |
3.078 |
3.078 |
3.078 |
3.045 |
S1 |
2.846 |
2.846 |
2.947 |
2.778 |
S2 |
2.710 |
2.710 |
2.914 |
|
S3 |
2.342 |
2.478 |
2.880 |
|
S4 |
1.974 |
2.110 |
2.779 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.207 |
2.756 |
0.451 |
16.2% |
0.120 |
4.3% |
8% |
False |
False |
17,689 |
10 |
3.368 |
2.756 |
0.612 |
21.9% |
0.114 |
4.1% |
6% |
False |
False |
12,176 |
20 |
3.496 |
2.756 |
0.740 |
26.5% |
0.095 |
3.4% |
5% |
False |
False |
7,611 |
40 |
3.901 |
2.756 |
1.145 |
41.0% |
0.089 |
3.2% |
3% |
False |
False |
5,642 |
60 |
4.162 |
2.756 |
1.406 |
50.4% |
0.087 |
3.1% |
3% |
False |
False |
4,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.157 |
2.618 |
3.033 |
1.618 |
2.957 |
1.000 |
2.910 |
0.618 |
2.881 |
HIGH |
2.834 |
0.618 |
2.805 |
0.500 |
2.796 |
0.382 |
2.787 |
LOW |
2.758 |
0.618 |
2.711 |
1.000 |
2.682 |
1.618 |
2.635 |
2.618 |
2.559 |
4.250 |
2.435 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
2.796 |
2.884 |
PP |
2.795 |
2.853 |
S1 |
2.793 |
2.823 |
|