NYMEX Natural Gas Future December 2012
Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.381 |
3.450 |
0.069 |
2.0% |
3.400 |
High |
3.459 |
3.480 |
0.021 |
0.6% |
3.459 |
Low |
3.362 |
3.385 |
0.023 |
0.7% |
3.250 |
Close |
3.451 |
3.463 |
0.012 |
0.3% |
3.451 |
Range |
0.097 |
0.095 |
-0.002 |
-2.1% |
0.209 |
ATR |
0.107 |
0.106 |
-0.001 |
-0.8% |
0.000 |
Volume |
27,111 |
25,528 |
-1,583 |
-5.8% |
79,262 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.728 |
3.690 |
3.515 |
|
R3 |
3.633 |
3.595 |
3.489 |
|
R2 |
3.538 |
3.538 |
3.480 |
|
R1 |
3.500 |
3.500 |
3.472 |
3.519 |
PP |
3.443 |
3.443 |
3.443 |
3.452 |
S1 |
3.405 |
3.405 |
3.454 |
3.424 |
S2 |
3.348 |
3.348 |
3.446 |
|
S3 |
3.253 |
3.310 |
3.437 |
|
S4 |
3.158 |
3.215 |
3.411 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.014 |
3.941 |
3.566 |
|
R3 |
3.805 |
3.732 |
3.508 |
|
R2 |
3.596 |
3.596 |
3.489 |
|
R1 |
3.523 |
3.523 |
3.470 |
3.560 |
PP |
3.387 |
3.387 |
3.387 |
3.405 |
S1 |
3.314 |
3.314 |
3.432 |
3.351 |
S2 |
3.178 |
3.178 |
3.413 |
|
S3 |
2.969 |
3.105 |
3.394 |
|
S4 |
2.760 |
2.896 |
3.336 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.480 |
3.250 |
0.230 |
6.6% |
0.096 |
2.8% |
93% |
True |
False |
18,772 |
10 |
3.480 |
3.250 |
0.230 |
6.6% |
0.103 |
3.0% |
93% |
True |
False |
16,613 |
20 |
3.526 |
3.240 |
0.286 |
8.3% |
0.111 |
3.2% |
78% |
False |
False |
16,097 |
40 |
3.526 |
2.962 |
0.564 |
16.3% |
0.105 |
3.0% |
89% |
False |
False |
14,953 |
60 |
3.526 |
2.962 |
0.564 |
16.3% |
0.101 |
2.9% |
89% |
False |
False |
13,518 |
80 |
3.526 |
2.909 |
0.617 |
17.8% |
0.091 |
2.6% |
90% |
False |
False |
12,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.884 |
2.618 |
3.729 |
1.618 |
3.634 |
1.000 |
3.575 |
0.618 |
3.539 |
HIGH |
3.480 |
0.618 |
3.444 |
0.500 |
3.433 |
0.382 |
3.421 |
LOW |
3.385 |
0.618 |
3.326 |
1.000 |
3.290 |
1.618 |
3.231 |
2.618 |
3.136 |
4.250 |
2.981 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.453 |
3.449 |
PP |
3.443 |
3.434 |
S1 |
3.433 |
3.420 |
|