NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.450 |
3.552 |
0.102 |
3.0% |
3.464 |
High |
3.599 |
3.567 |
-0.032 |
-0.9% |
3.570 |
Low |
3.450 |
3.490 |
0.040 |
1.2% |
3.400 |
Close |
3.545 |
3.519 |
-0.026 |
-0.7% |
3.546 |
Range |
0.149 |
0.077 |
-0.072 |
-48.3% |
0.170 |
ATR |
0.110 |
0.107 |
-0.002 |
-2.1% |
0.000 |
Volume |
13,999 |
24,579 |
10,580 |
75.6% |
108,266 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.756 |
3.715 |
3.561 |
|
R3 |
3.679 |
3.638 |
3.540 |
|
R2 |
3.602 |
3.602 |
3.533 |
|
R1 |
3.561 |
3.561 |
3.526 |
3.543 |
PP |
3.525 |
3.525 |
3.525 |
3.517 |
S1 |
3.484 |
3.484 |
3.512 |
3.466 |
S2 |
3.448 |
3.448 |
3.505 |
|
S3 |
3.371 |
3.407 |
3.498 |
|
S4 |
3.294 |
3.330 |
3.477 |
|
|
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 |
5.7% |
0.100 |
2.9% |
60% |
False |
False |
18,258 |
10 |
3.656 |
3.400 |
0.256 |
7.3% |
0.119 |
3.4% |
46% |
False |
False |
18,978 |
20 |
3.656 |
3.340 |
0.316 |
9.0% |
0.109 |
3.1% |
57% |
False |
False |
19,006 |
40 |
3.656 |
3.114 |
0.542 |
15.4% |
0.101 |
2.9% |
75% |
False |
False |
18,556 |
60 |
3.656 |
3.114 |
0.542 |
15.4% |
0.097 |
2.7% |
75% |
False |
False |
17,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.894 |
2.618 |
3.769 |
1.618 |
3.692 |
1.000 |
3.644 |
0.618 |
3.615 |
HIGH |
3.567 |
0.618 |
3.538 |
0.500 |
3.529 |
0.382 |
3.519 |
LOW |
3.490 |
0.618 |
3.442 |
1.000 |
3.413 |
1.618 |
3.365 |
2.618 |
3.288 |
4.250 |
3.163 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.529 |
3.513 |
PP |
3.525 |
3.506 |
S1 |
3.522 |
3.500 |
|