NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.637 |
3.618 |
-0.019 |
-0.5% |
3.581 |
High |
3.646 |
3.720 |
0.074 |
2.0% |
3.648 |
Low |
3.566 |
3.618 |
0.052 |
1.5% |
3.513 |
Close |
3.595 |
3.714 |
0.119 |
3.3% |
3.595 |
Range |
0.080 |
0.102 |
0.022 |
27.5% |
0.135 |
ATR |
0.098 |
0.100 |
0.002 |
1.9% |
0.000 |
Volume |
19,231 |
17,691 |
-1,540 |
-8.0% |
115,541 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.990 |
3.954 |
3.770 |
|
R3 |
3.888 |
3.852 |
3.742 |
|
R2 |
3.786 |
3.786 |
3.733 |
|
R1 |
3.750 |
3.750 |
3.723 |
3.768 |
PP |
3.684 |
3.684 |
3.684 |
3.693 |
S1 |
3.648 |
3.648 |
3.705 |
3.666 |
S2 |
3.582 |
3.582 |
3.695 |
|
S3 |
3.480 |
3.546 |
3.686 |
|
S4 |
3.378 |
3.444 |
3.658 |
|
|
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 |
3.720 |
3.564 |
0.156 |
4.2% |
0.084 |
2.3% |
96% |
True |
False |
20,871 |
10 |
3.720 |
3.400 |
0.320 |
8.6% |
0.092 |
2.5% |
98% |
True |
False |
21,790 |
20 |
3.720 |
3.400 |
0.320 |
8.6% |
0.101 |
2.7% |
98% |
True |
False |
19,976 |
40 |
3.720 |
3.114 |
0.606 |
16.3% |
0.100 |
2.7% |
99% |
True |
False |
19,598 |
60 |
3.720 |
3.114 |
0.606 |
16.3% |
0.097 |
2.6% |
99% |
True |
False |
18,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.154 |
2.618 |
3.987 |
1.618 |
3.885 |
1.000 |
3.822 |
0.618 |
3.783 |
HIGH |
3.720 |
0.618 |
3.681 |
0.500 |
3.669 |
0.382 |
3.657 |
LOW |
3.618 |
0.618 |
3.555 |
1.000 |
3.516 |
1.618 |
3.453 |
2.618 |
3.351 |
4.250 |
3.185 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.699 |
3.690 |
PP |
3.684 |
3.667 |
S1 |
3.669 |
3.643 |
|