NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.427 |
3.356 |
-0.071 |
-2.1% |
3.618 |
High |
3.464 |
3.469 |
0.005 |
0.1% |
3.750 |
Low |
3.375 |
3.337 |
-0.038 |
-1.1% |
3.375 |
Close |
3.409 |
3.454 |
0.045 |
1.3% |
3.409 |
Range |
0.089 |
0.132 |
0.043 |
48.3% |
0.375 |
ATR |
0.107 |
0.109 |
0.002 |
1.7% |
0.000 |
Volume |
34,985 |
17,855 |
-17,130 |
-49.0% |
136,082 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.816 |
3.767 |
3.527 |
|
R3 |
3.684 |
3.635 |
3.490 |
|
R2 |
3.552 |
3.552 |
3.478 |
|
R1 |
3.503 |
3.503 |
3.466 |
3.528 |
PP |
3.420 |
3.420 |
3.420 |
3.432 |
S1 |
3.371 |
3.371 |
3.442 |
3.396 |
S2 |
3.288 |
3.288 |
3.430 |
|
S3 |
3.156 |
3.239 |
3.418 |
|
S4 |
3.024 |
3.107 |
3.381 |
|
|
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 |
3.337 |
0.413 |
12.0% |
0.121 |
3.5% |
28% |
False |
True |
27,249 |
10 |
3.750 |
3.337 |
0.413 |
12.0% |
0.103 |
3.0% |
28% |
False |
True |
24,060 |
20 |
3.750 |
3.337 |
0.413 |
12.0% |
0.104 |
3.0% |
28% |
False |
True |
22,361 |
40 |
3.750 |
3.114 |
0.636 |
18.4% |
0.105 |
3.0% |
53% |
False |
False |
21,166 |
60 |
3.750 |
3.114 |
0.636 |
18.4% |
0.100 |
2.9% |
53% |
False |
False |
19,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.030 |
2.618 |
3.815 |
1.618 |
3.683 |
1.000 |
3.601 |
0.618 |
3.551 |
HIGH |
3.469 |
0.618 |
3.419 |
0.500 |
3.403 |
0.382 |
3.387 |
LOW |
3.337 |
0.618 |
3.255 |
1.000 |
3.205 |
1.618 |
3.123 |
2.618 |
2.991 |
4.250 |
2.776 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.437 |
3.483 |
PP |
3.420 |
3.473 |
S1 |
3.403 |
3.464 |
|