NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 16-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.509 |
3.549 |
0.040 |
1.1% |
3.464 |
High |
3.570 |
3.575 |
0.005 |
0.1% |
3.570 |
Low |
3.506 |
3.458 |
-0.048 |
-1.4% |
3.400 |
Close |
3.546 |
3.471 |
-0.075 |
-2.1% |
3.546 |
Range |
0.064 |
0.117 |
0.053 |
82.8% |
0.170 |
ATR |
0.107 |
0.107 |
0.001 |
0.7% |
0.000 |
Volume |
25,578 |
14,756 |
-10,822 |
-42.3% |
108,266 |
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.852 |
3.779 |
3.535 |
|
R3 |
3.735 |
3.662 |
3.503 |
|
R2 |
3.618 |
3.618 |
3.492 |
|
R1 |
3.545 |
3.545 |
3.482 |
3.523 |
PP |
3.501 |
3.501 |
3.501 |
3.491 |
S1 |
3.428 |
3.428 |
3.460 |
3.406 |
S2 |
3.384 |
3.384 |
3.450 |
|
S3 |
3.267 |
3.311 |
3.439 |
|
S4 |
3.150 |
3.194 |
3.407 |
|
|
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 |
3.575 |
3.400 |
0.175 |
5.0% |
0.112 |
3.2% |
41% |
True |
False |
18,613 |
10 |
3.656 |
3.400 |
0.256 |
7.4% |
0.111 |
3.2% |
28% |
False |
False |
18,162 |
20 |
3.656 |
3.295 |
0.361 |
10.4% |
0.109 |
3.1% |
49% |
False |
False |
19,627 |
40 |
3.656 |
3.114 |
0.542 |
15.6% |
0.100 |
2.9% |
66% |
False |
False |
19,048 |
60 |
3.656 |
3.062 |
0.594 |
17.1% |
0.094 |
2.7% |
69% |
False |
False |
17,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.072 |
2.618 |
3.881 |
1.618 |
3.764 |
1.000 |
3.692 |
0.618 |
3.647 |
HIGH |
3.575 |
0.618 |
3.530 |
0.500 |
3.517 |
0.382 |
3.503 |
LOW |
3.458 |
0.618 |
3.386 |
1.000 |
3.341 |
1.618 |
3.269 |
2.618 |
3.152 |
4.250 |
2.961 |
|
|
Fisher Pivots for day following 16-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.517 |
3.488 |
PP |
3.501 |
3.482 |
S1 |
3.486 |
3.477 |
|