NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
3.528 |
3.554 |
0.026 |
0.7% |
3.618 |
High |
3.567 |
3.668 |
0.101 |
2.8% |
3.750 |
Low |
3.505 |
3.514 |
0.009 |
0.3% |
3.375 |
Close |
3.556 |
3.557 |
0.001 |
0.0% |
3.409 |
Range |
0.062 |
0.154 |
0.092 |
148.4% |
0.375 |
ATR |
0.106 |
0.110 |
0.003 |
3.2% |
0.000 |
Volume |
28,505 |
34,811 |
6,306 |
22.1% |
136,082 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.042 |
3.953 |
3.642 |
|
R3 |
3.888 |
3.799 |
3.599 |
|
R2 |
3.734 |
3.734 |
3.585 |
|
R1 |
3.645 |
3.645 |
3.571 |
3.690 |
PP |
3.580 |
3.580 |
3.580 |
3.602 |
S1 |
3.491 |
3.491 |
3.543 |
3.536 |
S2 |
3.426 |
3.426 |
3.529 |
|
S3 |
3.272 |
3.337 |
3.515 |
|
S4 |
3.118 |
3.183 |
3.472 |
|
|
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 |
3.668 |
3.337 |
0.331 |
9.3% |
0.112 |
3.2% |
66% |
True |
False |
27,193 |
10 |
3.750 |
3.337 |
0.413 |
11.6% |
0.113 |
3.2% |
53% |
False |
False |
25,629 |
20 |
3.750 |
3.337 |
0.413 |
11.6% |
0.102 |
2.9% |
53% |
False |
False |
23,880 |
40 |
3.750 |
3.114 |
0.636 |
17.9% |
0.109 |
3.1% |
70% |
False |
False |
21,962 |
60 |
3.750 |
3.114 |
0.636 |
17.9% |
0.101 |
2.8% |
70% |
False |
False |
20,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.323 |
2.618 |
4.071 |
1.618 |
3.917 |
1.000 |
3.822 |
0.618 |
3.763 |
HIGH |
3.668 |
0.618 |
3.609 |
0.500 |
3.591 |
0.382 |
3.573 |
LOW |
3.514 |
0.618 |
3.419 |
1.000 |
3.360 |
1.618 |
3.265 |
2.618 |
3.111 |
4.250 |
2.860 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
3.591 |
3.554 |
PP |
3.580 |
3.551 |
S1 |
3.568 |
3.549 |
|