NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
3.019 |
3.100 |
0.081 |
2.7% |
2.923 |
High |
3.113 |
3.128 |
0.015 |
0.5% |
2.923 |
Low |
2.999 |
2.905 |
-0.094 |
-3.1% |
2.643 |
Close |
3.083 |
2.980 |
-0.103 |
-3.3% |
2.733 |
Range |
0.114 |
0.223 |
0.109 |
95.6% |
0.280 |
ATR |
0.128 |
0.135 |
0.007 |
5.3% |
0.000 |
Volume |
25,194 |
17,843 |
-7,351 |
-29.2% |
62,241 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.673 |
3.550 |
3.103 |
|
R3 |
3.450 |
3.327 |
3.041 |
|
R2 |
3.227 |
3.227 |
3.021 |
|
R1 |
3.104 |
3.104 |
3.000 |
3.054 |
PP |
3.004 |
3.004 |
3.004 |
2.980 |
S1 |
2.881 |
2.881 |
2.960 |
2.831 |
S2 |
2.781 |
2.781 |
2.939 |
|
S3 |
2.558 |
2.658 |
2.919 |
|
S4 |
2.335 |
2.435 |
2.857 |
|
|
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 |
3.128 |
2.643 |
0.485 |
16.3% |
0.192 |
6.4% |
69% |
True |
False |
19,945 |
10 |
3.128 |
2.643 |
0.485 |
16.3% |
0.148 |
5.0% |
69% |
True |
False |
18,577 |
20 |
3.417 |
2.643 |
0.774 |
26.0% |
0.128 |
4.3% |
44% |
False |
False |
12,417 |
40 |
3.868 |
2.643 |
1.225 |
41.1% |
0.102 |
3.4% |
28% |
False |
False |
8,149 |
60 |
4.162 |
2.643 |
1.519 |
51.0% |
0.096 |
3.2% |
22% |
False |
False |
6,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.076 |
2.618 |
3.712 |
1.618 |
3.489 |
1.000 |
3.351 |
0.618 |
3.266 |
HIGH |
3.128 |
0.618 |
3.043 |
0.500 |
3.017 |
0.382 |
2.990 |
LOW |
2.905 |
0.618 |
2.767 |
1.000 |
2.682 |
1.618 |
2.544 |
2.618 |
2.321 |
4.250 |
1.957 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
3.017 |
3.017 |
PP |
3.004 |
3.004 |
S1 |
2.992 |
2.992 |
|