NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.356 |
3.455 |
0.099 |
2.9% |
3.618 |
High |
3.469 |
3.553 |
0.084 |
2.4% |
3.750 |
Low |
3.337 |
3.429 |
0.092 |
2.8% |
3.375 |
Close |
3.454 |
3.537 |
0.083 |
2.4% |
3.409 |
Range |
0.132 |
0.124 |
-0.008 |
-6.1% |
0.375 |
ATR |
0.109 |
0.110 |
0.001 |
1.0% |
0.000 |
Volume |
17,855 |
19,813 |
1,958 |
11.0% |
136,082 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.878 |
3.832 |
3.605 |
|
R3 |
3.754 |
3.708 |
3.571 |
|
R2 |
3.630 |
3.630 |
3.560 |
|
R1 |
3.584 |
3.584 |
3.548 |
3.607 |
PP |
3.506 |
3.506 |
3.506 |
3.518 |
S1 |
3.460 |
3.460 |
3.526 |
3.483 |
S2 |
3.382 |
3.382 |
3.514 |
|
S3 |
3.258 |
3.336 |
3.503 |
|
S4 |
3.134 |
3.212 |
3.469 |
|
|
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 |
3.706 |
3.337 |
0.369 |
10.4% |
0.126 |
3.6% |
54% |
False |
False |
25,830 |
10 |
3.750 |
3.337 |
0.413 |
11.7% |
0.107 |
3.0% |
48% |
False |
False |
23,762 |
20 |
3.750 |
3.337 |
0.413 |
11.7% |
0.105 |
3.0% |
48% |
False |
False |
22,648 |
40 |
3.750 |
3.114 |
0.636 |
18.0% |
0.107 |
3.0% |
67% |
False |
False |
21,214 |
60 |
3.750 |
3.114 |
0.636 |
18.0% |
0.101 |
2.8% |
67% |
False |
False |
19,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.080 |
2.618 |
3.878 |
1.618 |
3.754 |
1.000 |
3.677 |
0.618 |
3.630 |
HIGH |
3.553 |
0.618 |
3.506 |
0.500 |
3.491 |
0.382 |
3.476 |
LOW |
3.429 |
0.618 |
3.352 |
1.000 |
3.305 |
1.618 |
3.228 |
2.618 |
3.104 |
4.250 |
2.902 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.522 |
3.506 |
PP |
3.506 |
3.476 |
S1 |
3.491 |
3.445 |
|