NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.208 |
3.253 |
0.045 |
1.4% |
3.225 |
High |
3.274 |
3.267 |
-0.007 |
-0.2% |
3.305 |
Low |
3.179 |
3.171 |
-0.008 |
-0.3% |
3.144 |
Close |
3.262 |
3.208 |
-0.054 |
-1.7% |
3.208 |
Range |
0.095 |
0.096 |
0.001 |
1.1% |
0.161 |
ATR |
0.113 |
0.111 |
-0.001 |
-1.1% |
0.000 |
Volume |
34,493 |
30,128 |
-4,365 |
-12.7% |
172,596 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.503 |
3.452 |
3.261 |
|
R3 |
3.407 |
3.356 |
3.234 |
|
R2 |
3.311 |
3.311 |
3.226 |
|
R1 |
3.260 |
3.260 |
3.217 |
3.238 |
PP |
3.215 |
3.215 |
3.215 |
3.204 |
S1 |
3.164 |
3.164 |
3.199 |
3.142 |
S2 |
3.119 |
3.119 |
3.190 |
|
S3 |
3.023 |
3.068 |
3.182 |
|
S4 |
2.927 |
2.972 |
3.155 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.702 |
3.616 |
3.297 |
|
R3 |
3.541 |
3.455 |
3.252 |
|
R2 |
3.380 |
3.380 |
3.238 |
|
R1 |
3.294 |
3.294 |
3.223 |
3.257 |
PP |
3.219 |
3.219 |
3.219 |
3.200 |
S1 |
3.133 |
3.133 |
3.193 |
3.096 |
S2 |
3.058 |
3.058 |
3.178 |
|
S3 |
2.897 |
2.972 |
3.164 |
|
S4 |
2.736 |
2.811 |
3.119 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.305 |
3.144 |
0.161 |
5.0% |
0.102 |
3.2% |
40% |
False |
False |
34,519 |
10 |
3.305 |
2.968 |
0.337 |
10.5% |
0.107 |
3.3% |
71% |
False |
False |
30,840 |
20 |
3.321 |
2.968 |
0.353 |
11.0% |
0.113 |
3.5% |
68% |
False |
False |
30,251 |
40 |
3.321 |
2.650 |
0.671 |
20.9% |
0.111 |
3.5% |
83% |
False |
False |
25,929 |
60 |
3.321 |
2.650 |
0.671 |
20.9% |
0.108 |
3.4% |
83% |
False |
False |
22,729 |
80 |
3.321 |
2.566 |
0.755 |
23.5% |
0.097 |
3.0% |
85% |
False |
False |
19,681 |
100 |
3.321 |
2.566 |
0.755 |
23.5% |
0.091 |
2.8% |
85% |
False |
False |
16,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.675 |
2.618 |
3.518 |
1.618 |
3.422 |
1.000 |
3.363 |
0.618 |
3.326 |
HIGH |
3.267 |
0.618 |
3.230 |
0.500 |
3.219 |
0.382 |
3.208 |
LOW |
3.171 |
0.618 |
3.112 |
1.000 |
3.075 |
1.618 |
3.016 |
2.618 |
2.920 |
4.250 |
2.763 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.219 |
3.238 |
PP |
3.215 |
3.228 |
S1 |
3.212 |
3.218 |
|