NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.549 |
3.450 |
-0.099 |
-2.8% |
3.464 |
High |
3.575 |
3.495 |
-0.080 |
-2.2% |
3.570 |
Low |
3.458 |
3.400 |
-0.058 |
-1.7% |
3.400 |
Close |
3.471 |
3.465 |
-0.006 |
-0.2% |
3.546 |
Range |
0.117 |
0.095 |
-0.022 |
-18.8% |
0.170 |
ATR |
0.107 |
0.107 |
-0.001 |
-0.8% |
0.000 |
Volume |
14,756 |
12,379 |
-2,377 |
-16.1% |
108,266 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.738 |
3.697 |
3.517 |
|
R3 |
3.643 |
3.602 |
3.491 |
|
R2 |
3.548 |
3.548 |
3.482 |
|
R1 |
3.507 |
3.507 |
3.474 |
3.528 |
PP |
3.453 |
3.453 |
3.453 |
3.464 |
S1 |
3.412 |
3.412 |
3.456 |
3.433 |
S2 |
3.358 |
3.358 |
3.448 |
|
S3 |
3.263 |
3.317 |
3.439 |
|
S4 |
3.168 |
3.222 |
3.413 |
|
|
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 |
5.1% |
0.108 |
3.1% |
37% |
False |
True |
18,276 |
10 |
3.656 |
3.400 |
0.256 |
7.4% |
0.113 |
3.3% |
25% |
False |
True |
17,094 |
20 |
3.656 |
3.328 |
0.328 |
9.5% |
0.108 |
3.1% |
42% |
False |
False |
19,362 |
40 |
3.656 |
3.114 |
0.542 |
15.6% |
0.100 |
2.9% |
65% |
False |
False |
18,962 |
60 |
3.656 |
3.062 |
0.594 |
17.1% |
0.095 |
2.7% |
68% |
False |
False |
17,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.899 |
2.618 |
3.744 |
1.618 |
3.649 |
1.000 |
3.590 |
0.618 |
3.554 |
HIGH |
3.495 |
0.618 |
3.459 |
0.500 |
3.448 |
0.382 |
3.436 |
LOW |
3.400 |
0.618 |
3.341 |
1.000 |
3.305 |
1.618 |
3.246 |
2.618 |
3.151 |
4.250 |
2.996 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.459 |
3.488 |
PP |
3.453 |
3.480 |
S1 |
3.448 |
3.473 |
|