NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.581 |
3.588 |
0.007 |
0.2% |
3.549 |
High |
3.604 |
3.648 |
0.044 |
1.2% |
3.599 |
Low |
3.513 |
3.564 |
0.051 |
1.5% |
3.400 |
Close |
3.587 |
3.648 |
0.061 |
1.7% |
3.581 |
Range |
0.091 |
0.084 |
-0.007 |
-7.7% |
0.199 |
ATR |
0.105 |
0.103 |
-0.001 |
-1.4% |
0.000 |
Volume |
28,875 |
22,790 |
-6,085 |
-21.1% |
99,431 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.872 |
3.844 |
3.694 |
|
R3 |
3.788 |
3.760 |
3.671 |
|
R2 |
3.704 |
3.704 |
3.663 |
|
R1 |
3.676 |
3.676 |
3.656 |
3.690 |
PP |
3.620 |
3.620 |
3.620 |
3.627 |
S1 |
3.592 |
3.592 |
3.640 |
3.606 |
S2 |
3.536 |
3.536 |
3.633 |
|
S3 |
3.452 |
3.508 |
3.625 |
|
S4 |
3.368 |
3.424 |
3.602 |
|
|
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 |
3.648 |
3.450 |
0.198 |
5.4% |
0.097 |
2.7% |
100% |
True |
False |
24,792 |
10 |
3.648 |
3.400 |
0.248 |
6.8% |
0.103 |
2.8% |
100% |
True |
False |
21,534 |
20 |
3.656 |
3.394 |
0.262 |
7.2% |
0.108 |
2.9% |
97% |
False |
False |
20,164 |
40 |
3.656 |
3.114 |
0.542 |
14.9% |
0.101 |
2.8% |
99% |
False |
False |
19,141 |
60 |
3.656 |
3.114 |
0.542 |
14.9% |
0.097 |
2.7% |
99% |
False |
False |
17,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.005 |
2.618 |
3.868 |
1.618 |
3.784 |
1.000 |
3.732 |
0.618 |
3.700 |
HIGH |
3.648 |
0.618 |
3.616 |
0.500 |
3.606 |
0.382 |
3.596 |
LOW |
3.564 |
0.618 |
3.512 |
1.000 |
3.480 |
1.618 |
3.428 |
2.618 |
3.344 |
4.250 |
3.207 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.634 |
3.624 |
PP |
3.620 |
3.600 |
S1 |
3.606 |
3.576 |
|