NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
2.698 |
2.976 |
0.278 |
10.3% |
2.923 |
High |
3.030 |
3.089 |
0.059 |
1.9% |
2.923 |
Low |
2.663 |
2.946 |
0.283 |
10.6% |
2.643 |
Close |
2.942 |
2.979 |
0.037 |
1.3% |
2.733 |
Range |
0.367 |
0.143 |
-0.224 |
-61.0% |
0.280 |
ATR |
0.126 |
0.128 |
0.001 |
1.2% |
0.000 |
Volume |
12,350 |
28,835 |
16,485 |
133.5% |
62,241 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.434 |
3.349 |
3.058 |
|
R3 |
3.291 |
3.206 |
3.018 |
|
R2 |
3.148 |
3.148 |
3.005 |
|
R1 |
3.063 |
3.063 |
2.992 |
3.106 |
PP |
3.005 |
3.005 |
3.005 |
3.026 |
S1 |
2.920 |
2.920 |
2.966 |
2.963 |
S2 |
2.862 |
2.862 |
2.953 |
|
S3 |
2.719 |
2.777 |
2.940 |
|
S4 |
2.576 |
2.634 |
2.900 |
|
|
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 |
3.089 |
2.643 |
0.446 |
15.0% |
0.162 |
5.4% |
75% |
True |
False |
17,600 |
10 |
3.311 |
2.643 |
0.668 |
22.4% |
0.147 |
4.9% |
50% |
False |
False |
16,972 |
20 |
3.460 |
2.643 |
0.817 |
27.4% |
0.117 |
3.9% |
41% |
False |
False |
10,535 |
40 |
3.901 |
2.643 |
1.258 |
42.2% |
0.099 |
3.3% |
27% |
False |
False |
7,142 |
60 |
4.162 |
2.643 |
1.519 |
51.0% |
0.094 |
3.2% |
22% |
False |
False |
5,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.697 |
2.618 |
3.463 |
1.618 |
3.320 |
1.000 |
3.232 |
0.618 |
3.177 |
HIGH |
3.089 |
0.618 |
3.034 |
0.500 |
3.018 |
0.382 |
3.001 |
LOW |
2.946 |
0.618 |
2.858 |
1.000 |
2.803 |
1.618 |
2.715 |
2.618 |
2.572 |
4.250 |
2.338 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
3.018 |
2.941 |
PP |
3.005 |
2.904 |
S1 |
2.992 |
2.866 |
|