NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 25-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.588 |
3.642 |
0.054 |
1.5% |
3.549 |
High |
3.648 |
3.644 |
-0.004 |
-0.1% |
3.599 |
Low |
3.564 |
3.567 |
0.003 |
0.1% |
3.400 |
Close |
3.648 |
3.591 |
-0.057 |
-1.6% |
3.581 |
Range |
0.084 |
0.077 |
-0.007 |
-8.3% |
0.199 |
ATR |
0.103 |
0.102 |
-0.002 |
-1.5% |
0.000 |
Volume |
22,790 |
25,387 |
2,597 |
11.4% |
99,431 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.832 |
3.788 |
3.633 |
|
R3 |
3.755 |
3.711 |
3.612 |
|
R2 |
3.678 |
3.678 |
3.605 |
|
R1 |
3.634 |
3.634 |
3.598 |
3.618 |
PP |
3.601 |
3.601 |
3.601 |
3.592 |
S1 |
3.557 |
3.557 |
3.584 |
3.541 |
S2 |
3.524 |
3.524 |
3.577 |
|
S3 |
3.447 |
3.480 |
3.570 |
|
S4 |
3.370 |
3.403 |
3.549 |
|
|
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 |
3.490 |
0.158 |
4.4% |
0.083 |
2.3% |
64% |
False |
False |
27,069 |
10 |
3.648 |
3.400 |
0.248 |
6.9% |
0.100 |
2.8% |
77% |
False |
False |
21,965 |
20 |
3.656 |
3.394 |
0.262 |
7.3% |
0.107 |
3.0% |
75% |
False |
False |
20,647 |
40 |
3.656 |
3.114 |
0.542 |
15.1% |
0.101 |
2.8% |
88% |
False |
False |
19,422 |
60 |
3.656 |
3.114 |
0.542 |
15.1% |
0.096 |
2.7% |
88% |
False |
False |
18,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.971 |
2.618 |
3.846 |
1.618 |
3.769 |
1.000 |
3.721 |
0.618 |
3.692 |
HIGH |
3.644 |
0.618 |
3.615 |
0.500 |
3.606 |
0.382 |
3.596 |
LOW |
3.567 |
0.618 |
3.519 |
1.000 |
3.490 |
1.618 |
3.442 |
2.618 |
3.365 |
4.250 |
3.240 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.606 |
3.588 |
PP |
3.601 |
3.584 |
S1 |
3.596 |
3.581 |
|