NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
2.750 |
2.650 |
-0.100 |
-3.6% |
2.923 |
High |
2.758 |
2.757 |
-0.001 |
0.0% |
2.923 |
Low |
2.648 |
2.643 |
-0.005 |
-0.2% |
2.643 |
Close |
2.671 |
2.733 |
0.062 |
2.3% |
2.733 |
Range |
0.110 |
0.114 |
0.004 |
3.6% |
0.280 |
ATR |
0.107 |
0.108 |
0.000 |
0.4% |
0.000 |
Volume |
14,690 |
15,506 |
816 |
5.6% |
62,241 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.053 |
3.007 |
2.796 |
|
R3 |
2.939 |
2.893 |
2.764 |
|
R2 |
2.825 |
2.825 |
2.754 |
|
R1 |
2.779 |
2.779 |
2.743 |
2.802 |
PP |
2.711 |
2.711 |
2.711 |
2.723 |
S1 |
2.665 |
2.665 |
2.723 |
2.688 |
S2 |
2.597 |
2.597 |
2.712 |
|
S3 |
2.483 |
2.551 |
2.702 |
|
S4 |
2.369 |
2.437 |
2.670 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.606 |
3.450 |
2.887 |
|
R3 |
3.326 |
3.170 |
2.810 |
|
R2 |
3.046 |
3.046 |
2.784 |
|
R1 |
2.890 |
2.890 |
2.759 |
2.828 |
PP |
2.766 |
2.766 |
2.766 |
2.736 |
S1 |
2.610 |
2.610 |
2.707 |
2.548 |
S2 |
2.486 |
2.486 |
2.682 |
|
S3 |
2.206 |
2.330 |
2.656 |
|
S4 |
1.926 |
2.050 |
2.579 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.012 |
2.643 |
0.369 |
13.5% |
0.107 |
3.9% |
24% |
False |
True |
16,179 |
10 |
3.327 |
2.643 |
0.684 |
25.0% |
0.108 |
4.0% |
13% |
False |
True |
14,062 |
20 |
3.496 |
2.643 |
0.853 |
31.2% |
0.101 |
3.7% |
11% |
False |
True |
8,861 |
40 |
3.901 |
2.643 |
1.258 |
46.0% |
0.091 |
3.3% |
7% |
False |
True |
6,245 |
60 |
4.162 |
2.643 |
1.519 |
55.6% |
0.089 |
3.2% |
6% |
False |
True |
4,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.242 |
2.618 |
3.055 |
1.618 |
2.941 |
1.000 |
2.871 |
0.618 |
2.827 |
HIGH |
2.757 |
0.618 |
2.713 |
0.500 |
2.700 |
0.382 |
2.687 |
LOW |
2.643 |
0.618 |
2.573 |
1.000 |
2.529 |
1.618 |
2.459 |
2.618 |
2.345 |
4.250 |
2.159 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
2.722 |
2.739 |
PP |
2.711 |
2.737 |
S1 |
2.700 |
2.735 |
|