NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.614 |
3.637 |
0.023 |
0.6% |
3.581 |
High |
3.646 |
3.646 |
0.000 |
0.0% |
3.648 |
Low |
3.569 |
3.566 |
-0.003 |
-0.1% |
3.513 |
Close |
3.639 |
3.595 |
-0.044 |
-1.2% |
3.595 |
Range |
0.077 |
0.080 |
0.003 |
3.9% |
0.135 |
ATR |
0.100 |
0.098 |
-0.001 |
-1.4% |
0.000 |
Volume |
19,258 |
19,231 |
-27 |
-0.1% |
115,541 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.842 |
3.799 |
3.639 |
|
R3 |
3.762 |
3.719 |
3.617 |
|
R2 |
3.682 |
3.682 |
3.610 |
|
R1 |
3.639 |
3.639 |
3.602 |
3.621 |
PP |
3.602 |
3.602 |
3.602 |
3.593 |
S1 |
3.559 |
3.559 |
3.588 |
3.541 |
S2 |
3.522 |
3.522 |
3.580 |
|
S3 |
3.442 |
3.479 |
3.573 |
|
S4 |
3.362 |
3.399 |
3.551 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.990 |
3.928 |
3.669 |
|
R3 |
3.855 |
3.793 |
3.632 |
|
R2 |
3.720 |
3.720 |
3.620 |
|
R1 |
3.658 |
3.658 |
3.607 |
3.689 |
PP |
3.585 |
3.585 |
3.585 |
3.601 |
S1 |
3.523 |
3.523 |
3.583 |
3.554 |
S2 |
3.450 |
3.450 |
3.570 |
|
S3 |
3.315 |
3.388 |
3.558 |
|
S4 |
3.180 |
3.253 |
3.521 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.648 |
3.513 |
0.135 |
3.8% |
0.082 |
2.3% |
61% |
False |
False |
23,108 |
10 |
3.648 |
3.400 |
0.248 |
6.9% |
0.093 |
2.6% |
79% |
False |
False |
21,497 |
20 |
3.656 |
3.400 |
0.256 |
7.1% |
0.100 |
2.8% |
76% |
False |
False |
20,092 |
40 |
3.656 |
3.114 |
0.542 |
15.1% |
0.099 |
2.8% |
89% |
False |
False |
19,708 |
60 |
3.656 |
3.114 |
0.542 |
15.1% |
0.096 |
2.7% |
89% |
False |
False |
18,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.986 |
2.618 |
3.855 |
1.618 |
3.775 |
1.000 |
3.726 |
0.618 |
3.695 |
HIGH |
3.646 |
0.618 |
3.615 |
0.500 |
3.606 |
0.382 |
3.597 |
LOW |
3.566 |
0.618 |
3.517 |
1.000 |
3.486 |
1.618 |
3.437 |
2.618 |
3.357 |
4.250 |
3.226 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.606 |
3.606 |
PP |
3.602 |
3.602 |
S1 |
3.599 |
3.599 |
|