NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
2.976 |
3.019 |
0.043 |
1.4% |
2.923 |
High |
3.089 |
3.113 |
0.024 |
0.8% |
2.923 |
Low |
2.946 |
2.999 |
0.053 |
1.8% |
2.643 |
Close |
2.979 |
3.083 |
0.104 |
3.5% |
2.733 |
Range |
0.143 |
0.114 |
-0.029 |
-20.3% |
0.280 |
ATR |
0.128 |
0.128 |
0.000 |
0.3% |
0.000 |
Volume |
28,835 |
25,194 |
-3,641 |
-12.6% |
62,241 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.407 |
3.359 |
3.146 |
|
R3 |
3.293 |
3.245 |
3.114 |
|
R2 |
3.179 |
3.179 |
3.104 |
|
R1 |
3.131 |
3.131 |
3.093 |
3.155 |
PP |
3.065 |
3.065 |
3.065 |
3.077 |
S1 |
3.017 |
3.017 |
3.073 |
3.041 |
S2 |
2.951 |
2.951 |
3.062 |
|
S3 |
2.837 |
2.903 |
3.052 |
|
S4 |
2.723 |
2.789 |
3.020 |
|
|
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 |
3.113 |
2.643 |
0.470 |
15.2% |
0.170 |
5.5% |
94% |
True |
False |
19,315 |
10 |
3.207 |
2.643 |
0.564 |
18.3% |
0.145 |
4.7% |
78% |
False |
False |
18,502 |
20 |
3.460 |
2.643 |
0.817 |
26.5% |
0.121 |
3.9% |
54% |
False |
False |
11,632 |
40 |
3.901 |
2.643 |
1.258 |
40.8% |
0.101 |
3.3% |
35% |
False |
False |
7,718 |
60 |
4.162 |
2.643 |
1.519 |
49.3% |
0.095 |
3.1% |
29% |
False |
False |
5,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.598 |
2.618 |
3.411 |
1.618 |
3.297 |
1.000 |
3.227 |
0.618 |
3.183 |
HIGH |
3.113 |
0.618 |
3.069 |
0.500 |
3.056 |
0.382 |
3.043 |
LOW |
2.999 |
0.618 |
2.929 |
1.000 |
2.885 |
1.618 |
2.815 |
2.618 |
2.701 |
4.250 |
2.515 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
3.074 |
3.018 |
PP |
3.065 |
2.953 |
S1 |
3.056 |
2.888 |
|