NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.392 |
3.361 |
-0.031 |
-0.9% |
3.302 |
High |
3.414 |
3.423 |
0.009 |
0.3% |
3.423 |
Low |
3.255 |
3.361 |
0.106 |
3.3% |
3.255 |
Close |
3.392 |
3.399 |
0.007 |
0.2% |
3.399 |
Range |
0.159 |
0.062 |
-0.097 |
-61.0% |
0.168 |
ATR |
0.114 |
0.111 |
-0.004 |
-3.3% |
0.000 |
Volume |
12,738 |
19,787 |
7,049 |
55.3% |
81,183 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.580 |
3.552 |
3.433 |
|
R3 |
3.518 |
3.490 |
3.416 |
|
R2 |
3.456 |
3.456 |
3.410 |
|
R1 |
3.428 |
3.428 |
3.405 |
3.442 |
PP |
3.394 |
3.394 |
3.394 |
3.402 |
S1 |
3.366 |
3.366 |
3.393 |
3.380 |
S2 |
3.332 |
3.332 |
3.388 |
|
S3 |
3.270 |
3.304 |
3.382 |
|
S4 |
3.208 |
3.242 |
3.365 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.863 |
3.799 |
3.491 |
|
R3 |
3.695 |
3.631 |
3.445 |
|
R2 |
3.527 |
3.527 |
3.430 |
|
R1 |
3.463 |
3.463 |
3.414 |
3.495 |
PP |
3.359 |
3.359 |
3.359 |
3.375 |
S1 |
3.295 |
3.295 |
3.384 |
3.327 |
S2 |
3.191 |
3.191 |
3.368 |
|
S3 |
3.023 |
3.127 |
3.353 |
|
S4 |
2.855 |
2.959 |
3.307 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.423 |
3.255 |
0.168 |
4.9% |
0.106 |
3.1% |
86% |
True |
False |
16,236 |
10 |
3.526 |
3.255 |
0.271 |
8.0% |
0.112 |
3.3% |
53% |
False |
False |
15,875 |
20 |
3.526 |
3.143 |
0.383 |
11.3% |
0.113 |
3.3% |
67% |
False |
False |
16,031 |
40 |
3.526 |
2.962 |
0.564 |
16.6% |
0.105 |
3.1% |
77% |
False |
False |
14,274 |
60 |
3.526 |
2.909 |
0.617 |
18.2% |
0.098 |
2.9% |
79% |
False |
False |
12,683 |
80 |
3.526 |
2.909 |
0.617 |
18.2% |
0.088 |
2.6% |
79% |
False |
False |
11,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.687 |
2.618 |
3.585 |
1.618 |
3.523 |
1.000 |
3.485 |
0.618 |
3.461 |
HIGH |
3.423 |
0.618 |
3.399 |
0.500 |
3.392 |
0.382 |
3.385 |
LOW |
3.361 |
0.618 |
3.323 |
1.000 |
3.299 |
1.618 |
3.261 |
2.618 |
3.199 |
4.250 |
3.098 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.397 |
3.379 |
PP |
3.394 |
3.359 |
S1 |
3.392 |
3.339 |
|