NYMEX Natural Gas Future January 2013
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 |
3.502 |
3.509 |
0.007 |
0.2% |
3.464 |
High |
3.559 |
3.570 |
0.011 |
0.3% |
3.570 |
Low |
3.400 |
3.506 |
0.106 |
3.1% |
3.400 |
Close |
3.538 |
3.546 |
0.008 |
0.2% |
3.546 |
Range |
0.159 |
0.064 |
-0.095 |
-59.7% |
0.170 |
ATR |
0.110 |
0.107 |
-0.003 |
-3.0% |
0.000 |
Volume |
17,589 |
25,578 |
7,989 |
45.4% |
108,266 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.733 |
3.703 |
3.581 |
|
R3 |
3.669 |
3.639 |
3.564 |
|
R2 |
3.605 |
3.605 |
3.558 |
|
R1 |
3.575 |
3.575 |
3.552 |
3.590 |
PP |
3.541 |
3.541 |
3.541 |
3.548 |
S1 |
3.511 |
3.511 |
3.540 |
3.526 |
S2 |
3.477 |
3.477 |
3.534 |
|
S3 |
3.413 |
3.447 |
3.528 |
|
S4 |
3.349 |
3.383 |
3.511 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.015 |
3.951 |
3.640 |
|
R3 |
3.845 |
3.781 |
3.593 |
|
R2 |
3.675 |
3.675 |
3.577 |
|
R1 |
3.611 |
3.611 |
3.562 |
3.643 |
PP |
3.505 |
3.505 |
3.505 |
3.522 |
S1 |
3.441 |
3.441 |
3.530 |
3.473 |
S2 |
3.335 |
3.335 |
3.515 |
|
S3 |
3.165 |
3.271 |
3.499 |
|
S4 |
2.995 |
3.101 |
3.453 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.570 |
3.400 |
0.170 |
4.8% |
0.104 |
2.9% |
86% |
True |
False |
21,653 |
10 |
3.656 |
3.400 |
0.256 |
7.2% |
0.107 |
3.0% |
57% |
False |
False |
18,688 |
20 |
3.656 |
3.291 |
0.365 |
10.3% |
0.108 |
3.0% |
70% |
False |
False |
20,731 |
40 |
3.656 |
3.114 |
0.542 |
15.3% |
0.100 |
2.8% |
80% |
False |
False |
19,167 |
60 |
3.656 |
3.062 |
0.594 |
16.8% |
0.093 |
2.6% |
81% |
False |
False |
17,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.842 |
2.618 |
3.738 |
1.618 |
3.674 |
1.000 |
3.634 |
0.618 |
3.610 |
HIGH |
3.570 |
0.618 |
3.546 |
0.500 |
3.538 |
0.382 |
3.530 |
LOW |
3.506 |
0.618 |
3.466 |
1.000 |
3.442 |
1.618 |
3.402 |
2.618 |
3.338 |
4.250 |
3.234 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.543 |
3.526 |
PP |
3.541 |
3.505 |
S1 |
3.538 |
3.485 |
|