NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
3.618 |
3.736 |
0.118 |
3.3% |
3.581 |
High |
3.720 |
3.750 |
0.030 |
0.8% |
3.648 |
Low |
3.618 |
3.648 |
0.030 |
0.8% |
3.513 |
Close |
3.714 |
3.690 |
-0.024 |
-0.6% |
3.595 |
Range |
0.102 |
0.102 |
0.000 |
0.0% |
0.135 |
ATR |
0.100 |
0.100 |
0.000 |
0.1% |
0.000 |
Volume |
17,691 |
26,908 |
9,217 |
52.1% |
115,541 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.002 |
3.948 |
3.746 |
|
R3 |
3.900 |
3.846 |
3.718 |
|
R2 |
3.798 |
3.798 |
3.709 |
|
R1 |
3.744 |
3.744 |
3.699 |
3.720 |
PP |
3.696 |
3.696 |
3.696 |
3.684 |
S1 |
3.642 |
3.642 |
3.681 |
3.618 |
S2 |
3.594 |
3.594 |
3.671 |
|
S3 |
3.492 |
3.540 |
3.662 |
|
S4 |
3.390 |
3.438 |
3.634 |
|
|
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 |
3.750 |
3.566 |
0.184 |
5.0% |
0.088 |
2.4% |
67% |
True |
False |
21,695 |
10 |
3.750 |
3.450 |
0.300 |
8.1% |
0.093 |
2.5% |
80% |
True |
False |
23,243 |
20 |
3.750 |
3.400 |
0.350 |
9.5% |
0.103 |
2.8% |
83% |
True |
False |
20,168 |
40 |
3.750 |
3.114 |
0.636 |
17.2% |
0.101 |
2.7% |
91% |
True |
False |
19,825 |
60 |
3.750 |
3.114 |
0.636 |
17.2% |
0.097 |
2.6% |
91% |
True |
False |
18,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.184 |
2.618 |
4.017 |
1.618 |
3.915 |
1.000 |
3.852 |
0.618 |
3.813 |
HIGH |
3.750 |
0.618 |
3.711 |
0.500 |
3.699 |
0.382 |
3.687 |
LOW |
3.648 |
0.618 |
3.585 |
1.000 |
3.546 |
1.618 |
3.483 |
2.618 |
3.381 |
4.250 |
3.215 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
3.699 |
3.679 |
PP |
3.696 |
3.669 |
S1 |
3.693 |
3.658 |
|