NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 20-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.552 |
3.515 |
-0.037 |
-1.0% |
3.549 |
High |
3.567 |
3.589 |
0.022 |
0.6% |
3.599 |
Low |
3.490 |
3.503 |
0.013 |
0.4% |
3.400 |
Close |
3.519 |
3.581 |
0.062 |
1.8% |
3.581 |
Range |
0.077 |
0.086 |
0.009 |
11.7% |
0.199 |
ATR |
0.107 |
0.106 |
-0.002 |
-1.4% |
0.000 |
Volume |
24,579 |
33,718 |
9,139 |
37.2% |
99,431 |
|
Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.816 |
3.784 |
3.628 |
|
R3 |
3.730 |
3.698 |
3.605 |
|
R2 |
3.644 |
3.644 |
3.597 |
|
R1 |
3.612 |
3.612 |
3.589 |
3.628 |
PP |
3.558 |
3.558 |
3.558 |
3.566 |
S1 |
3.526 |
3.526 |
3.573 |
3.542 |
S2 |
3.472 |
3.472 |
3.565 |
|
S3 |
3.386 |
3.440 |
3.557 |
|
S4 |
3.300 |
3.354 |
3.534 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.124 |
4.051 |
3.690 |
|
R3 |
3.925 |
3.852 |
3.636 |
|
R2 |
3.726 |
3.726 |
3.617 |
|
R1 |
3.653 |
3.653 |
3.599 |
3.690 |
PP |
3.527 |
3.527 |
3.527 |
3.545 |
S1 |
3.454 |
3.454 |
3.563 |
3.491 |
S2 |
3.328 |
3.328 |
3.545 |
|
S3 |
3.129 |
3.255 |
3.526 |
|
S4 |
2.930 |
3.056 |
3.472 |
|
|
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% |
0.105 |
2.9% |
91% |
False |
False |
19,886 |
10 |
3.599 |
3.400 |
0.199 |
5.6% |
0.104 |
2.9% |
91% |
False |
False |
20,769 |
20 |
3.656 |
3.340 |
0.316 |
8.8% |
0.108 |
3.0% |
76% |
False |
False |
19,663 |
40 |
3.656 |
3.114 |
0.542 |
15.1% |
0.101 |
2.8% |
86% |
False |
False |
18,894 |
60 |
3.656 |
3.114 |
0.542 |
15.1% |
0.097 |
2.7% |
86% |
False |
False |
17,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.955 |
2.618 |
3.814 |
1.618 |
3.728 |
1.000 |
3.675 |
0.618 |
3.642 |
HIGH |
3.589 |
0.618 |
3.556 |
0.500 |
3.546 |
0.382 |
3.536 |
LOW |
3.503 |
0.618 |
3.450 |
1.000 |
3.417 |
1.618 |
3.364 |
2.618 |
3.278 |
4.250 |
3.138 |
|
|
Fisher Pivots for day following 20-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.569 |
3.562 |
PP |
3.558 |
3.543 |
S1 |
3.546 |
3.525 |
|