NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.450 |
3.450 |
0.000 |
0.0% |
3.464 |
High |
3.495 |
3.599 |
0.104 |
3.0% |
3.570 |
Low |
3.400 |
3.450 |
0.050 |
1.5% |
3.400 |
Close |
3.465 |
3.545 |
0.080 |
2.3% |
3.546 |
Range |
0.095 |
0.149 |
0.054 |
56.8% |
0.170 |
ATR |
0.107 |
0.110 |
0.003 |
2.8% |
0.000 |
Volume |
12,379 |
13,999 |
1,620 |
13.1% |
108,266 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.978 |
3.911 |
3.627 |
|
R3 |
3.829 |
3.762 |
3.586 |
|
R2 |
3.680 |
3.680 |
3.572 |
|
R1 |
3.613 |
3.613 |
3.559 |
3.647 |
PP |
3.531 |
3.531 |
3.531 |
3.548 |
S1 |
3.464 |
3.464 |
3.531 |
3.498 |
S2 |
3.382 |
3.382 |
3.518 |
|
S3 |
3.233 |
3.315 |
3.504 |
|
S4 |
3.084 |
3.166 |
3.463 |
|
|
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 |
3.599 |
3.400 |
0.199 |
5.6% |
0.117 |
3.3% |
73% |
True |
False |
16,860 |
10 |
3.656 |
3.400 |
0.256 |
7.2% |
0.119 |
3.4% |
57% |
False |
False |
17,506 |
20 |
3.656 |
3.340 |
0.316 |
8.9% |
0.110 |
3.1% |
65% |
False |
False |
18,778 |
40 |
3.656 |
3.114 |
0.542 |
15.3% |
0.101 |
2.9% |
80% |
False |
False |
18,489 |
60 |
3.656 |
3.107 |
0.549 |
15.5% |
0.096 |
2.7% |
80% |
False |
False |
17,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.232 |
2.618 |
3.989 |
1.618 |
3.840 |
1.000 |
3.748 |
0.618 |
3.691 |
HIGH |
3.599 |
0.618 |
3.542 |
0.500 |
3.525 |
0.382 |
3.507 |
LOW |
3.450 |
0.618 |
3.358 |
1.000 |
3.301 |
1.618 |
3.209 |
2.618 |
3.060 |
4.250 |
2.817 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.538 |
3.530 |
PP |
3.531 |
3.515 |
S1 |
3.525 |
3.500 |
|