NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.689 |
3.628 |
-0.061 |
-1.7% |
3.581 |
High |
3.706 |
3.628 |
-0.078 |
-2.1% |
3.648 |
Low |
3.608 |
3.443 |
-0.165 |
-4.6% |
3.513 |
Close |
3.653 |
3.451 |
-0.202 |
-5.5% |
3.595 |
Range |
0.098 |
0.185 |
0.087 |
88.8% |
0.135 |
ATR |
0.100 |
0.108 |
0.008 |
7.8% |
0.000 |
Volume |
31,361 |
25,137 |
-6,224 |
-19.8% |
115,541 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.062 |
3.942 |
3.553 |
|
R3 |
3.877 |
3.757 |
3.502 |
|
R2 |
3.692 |
3.692 |
3.485 |
|
R1 |
3.572 |
3.572 |
3.468 |
3.540 |
PP |
3.507 |
3.507 |
3.507 |
3.491 |
S1 |
3.387 |
3.387 |
3.434 |
3.355 |
S2 |
3.322 |
3.322 |
3.417 |
|
S3 |
3.137 |
3.202 |
3.400 |
|
S4 |
2.952 |
3.017 |
3.349 |
|
|
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 |
3.443 |
0.307 |
8.9% |
0.113 |
3.3% |
3% |
False |
True |
24,065 |
10 |
3.750 |
3.443 |
0.307 |
8.9% |
0.098 |
2.8% |
3% |
False |
True |
25,035 |
20 |
3.750 |
3.400 |
0.350 |
10.1% |
0.109 |
3.1% |
15% |
False |
False |
22,007 |
40 |
3.750 |
3.114 |
0.636 |
18.4% |
0.105 |
3.0% |
53% |
False |
False |
20,709 |
60 |
3.750 |
3.114 |
0.636 |
18.4% |
0.098 |
2.9% |
53% |
False |
False |
19,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.414 |
2.618 |
4.112 |
1.618 |
3.927 |
1.000 |
3.813 |
0.618 |
3.742 |
HIGH |
3.628 |
0.618 |
3.557 |
0.500 |
3.536 |
0.382 |
3.514 |
LOW |
3.443 |
0.618 |
3.329 |
1.000 |
3.258 |
1.618 |
3.144 |
2.618 |
2.959 |
4.250 |
2.657 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.536 |
3.597 |
PP |
3.507 |
3.548 |
S1 |
3.479 |
3.500 |
|