NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.628 |
3.427 |
-0.201 |
-5.5% |
3.618 |
High |
3.628 |
3.464 |
-0.164 |
-4.5% |
3.750 |
Low |
3.443 |
3.375 |
-0.068 |
-2.0% |
3.375 |
Close |
3.451 |
3.409 |
-0.042 |
-1.2% |
3.409 |
Range |
0.185 |
0.089 |
-0.096 |
-51.9% |
0.375 |
ATR |
0.108 |
0.107 |
-0.001 |
-1.3% |
0.000 |
Volume |
25,137 |
34,985 |
9,848 |
39.2% |
136,082 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.683 |
3.635 |
3.458 |
|
R3 |
3.594 |
3.546 |
3.433 |
|
R2 |
3.505 |
3.505 |
3.425 |
|
R1 |
3.457 |
3.457 |
3.417 |
3.437 |
PP |
3.416 |
3.416 |
3.416 |
3.406 |
S1 |
3.368 |
3.368 |
3.401 |
3.348 |
S2 |
3.327 |
3.327 |
3.393 |
|
S3 |
3.238 |
3.279 |
3.385 |
|
S4 |
3.149 |
3.190 |
3.360 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.636 |
4.398 |
3.615 |
|
R3 |
4.261 |
4.023 |
3.512 |
|
R2 |
3.886 |
3.886 |
3.478 |
|
R1 |
3.648 |
3.648 |
3.443 |
3.580 |
PP |
3.511 |
3.511 |
3.511 |
3.477 |
S1 |
3.273 |
3.273 |
3.375 |
3.205 |
S2 |
3.136 |
3.136 |
3.340 |
|
S3 |
2.761 |
2.898 |
3.306 |
|
S4 |
2.386 |
2.523 |
3.203 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.750 |
3.375 |
0.375 |
11.0% |
0.115 |
3.4% |
9% |
False |
True |
27,216 |
10 |
3.750 |
3.375 |
0.375 |
11.0% |
0.099 |
2.9% |
9% |
False |
True |
25,162 |
20 |
3.750 |
3.375 |
0.375 |
11.0% |
0.101 |
3.0% |
9% |
False |
True |
22,966 |
40 |
3.750 |
3.114 |
0.636 |
18.7% |
0.104 |
3.1% |
46% |
False |
False |
21,310 |
60 |
3.750 |
3.114 |
0.636 |
18.7% |
0.099 |
2.9% |
46% |
False |
False |
19,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.842 |
2.618 |
3.697 |
1.618 |
3.608 |
1.000 |
3.553 |
0.618 |
3.519 |
HIGH |
3.464 |
0.618 |
3.430 |
0.500 |
3.420 |
0.382 |
3.409 |
LOW |
3.375 |
0.618 |
3.320 |
1.000 |
3.286 |
1.618 |
3.231 |
2.618 |
3.142 |
4.250 |
2.997 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.420 |
3.541 |
PP |
3.416 |
3.497 |
S1 |
3.413 |
3.453 |
|