NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
3.119 |
2.973 |
-0.146 |
-4.7% |
2.698 |
High |
3.124 |
2.997 |
-0.127 |
-4.1% |
3.128 |
Low |
2.961 |
2.831 |
-0.130 |
-4.4% |
2.663 |
Close |
3.018 |
2.867 |
-0.151 |
-5.0% |
3.068 |
Range |
0.163 |
0.166 |
0.003 |
1.8% |
0.465 |
ATR |
0.138 |
0.142 |
0.003 |
2.5% |
0.000 |
Volume |
16,949 |
11,124 |
-5,825 |
-34.4% |
99,892 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.396 |
3.298 |
2.958 |
|
R3 |
3.230 |
3.132 |
2.913 |
|
R2 |
3.064 |
3.064 |
2.897 |
|
R1 |
2.966 |
2.966 |
2.882 |
2.932 |
PP |
2.898 |
2.898 |
2.898 |
2.882 |
S1 |
2.800 |
2.800 |
2.852 |
2.766 |
S2 |
2.732 |
2.732 |
2.837 |
|
S3 |
2.566 |
2.634 |
2.821 |
|
S4 |
2.400 |
2.468 |
2.776 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.348 |
4.173 |
3.324 |
|
R3 |
3.883 |
3.708 |
3.196 |
|
R2 |
3.418 |
3.418 |
3.153 |
|
R1 |
3.243 |
3.243 |
3.111 |
3.331 |
PP |
2.953 |
2.953 |
2.953 |
2.997 |
S1 |
2.778 |
2.778 |
3.025 |
2.866 |
S2 |
2.488 |
2.488 |
2.983 |
|
S3 |
2.023 |
2.313 |
2.940 |
|
S4 |
1.558 |
1.848 |
2.812 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.128 |
2.831 |
0.297 |
10.4% |
0.164 |
5.7% |
12% |
False |
True |
17,356 |
10 |
3.128 |
2.643 |
0.485 |
16.9% |
0.163 |
5.7% |
46% |
False |
False |
17,478 |
20 |
3.368 |
2.643 |
0.725 |
25.3% |
0.140 |
4.9% |
31% |
False |
False |
14,157 |
40 |
3.830 |
2.643 |
1.187 |
41.4% |
0.107 |
3.7% |
19% |
False |
False |
9,005 |
60 |
4.060 |
2.643 |
1.417 |
49.4% |
0.100 |
3.5% |
16% |
False |
False |
6,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.703 |
2.618 |
3.432 |
1.618 |
3.266 |
1.000 |
3.163 |
0.618 |
3.100 |
HIGH |
2.997 |
0.618 |
2.934 |
0.500 |
2.914 |
0.382 |
2.894 |
LOW |
2.831 |
0.618 |
2.728 |
1.000 |
2.665 |
1.618 |
2.562 |
2.618 |
2.396 |
4.250 |
2.126 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
2.914 |
2.978 |
PP |
2.898 |
2.941 |
S1 |
2.883 |
2.904 |
|