NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.515 |
3.581 |
0.066 |
1.9% |
3.549 |
| High |
3.589 |
3.604 |
0.015 |
0.4% |
3.599 |
| Low |
3.503 |
3.513 |
0.010 |
0.3% |
3.400 |
| Close |
3.581 |
3.587 |
0.006 |
0.2% |
3.581 |
| Range |
0.086 |
0.091 |
0.005 |
5.8% |
0.199 |
| ATR |
0.106 |
0.105 |
-0.001 |
-1.0% |
0.000 |
| Volume |
33,718 |
28,875 |
-4,843 |
-14.4% |
99,431 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.841 |
3.805 |
3.637 |
|
| R3 |
3.750 |
3.714 |
3.612 |
|
| R2 |
3.659 |
3.659 |
3.604 |
|
| R1 |
3.623 |
3.623 |
3.595 |
3.641 |
| PP |
3.568 |
3.568 |
3.568 |
3.577 |
| S1 |
3.532 |
3.532 |
3.579 |
3.550 |
| S2 |
3.477 |
3.477 |
3.570 |
|
| S3 |
3.386 |
3.441 |
3.562 |
|
| S4 |
3.295 |
3.350 |
3.537 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.124 |
4.051 |
3.690 |
|
| R3 |
3.925 |
3.852 |
3.636 |
|
| R2 |
3.726 |
3.726 |
3.617 |
|
| R1 |
3.653 |
3.653 |
3.599 |
3.690 |
| PP |
3.527 |
3.527 |
3.527 |
3.545 |
| S1 |
3.454 |
3.454 |
3.563 |
3.491 |
| S2 |
3.328 |
3.328 |
3.545 |
|
| S3 |
3.129 |
3.255 |
3.526 |
|
| S4 |
2.930 |
3.056 |
3.472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.604 |
3.400 |
0.204 |
5.7% |
0.100 |
2.8% |
92% |
True |
False |
22,710 |
| 10 |
3.604 |
3.400 |
0.204 |
5.7% |
0.106 |
2.9% |
92% |
True |
False |
20,661 |
| 20 |
3.656 |
3.394 |
0.262 |
7.3% |
0.108 |
3.0% |
74% |
False |
False |
19,772 |
| 40 |
3.656 |
3.114 |
0.542 |
15.1% |
0.101 |
2.8% |
87% |
False |
False |
19,041 |
| 60 |
3.656 |
3.114 |
0.542 |
15.1% |
0.097 |
2.7% |
87% |
False |
False |
17,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.991 |
|
2.618 |
3.842 |
|
1.618 |
3.751 |
|
1.000 |
3.695 |
|
0.618 |
3.660 |
|
HIGH |
3.604 |
|
0.618 |
3.569 |
|
0.500 |
3.559 |
|
0.382 |
3.548 |
|
LOW |
3.513 |
|
0.618 |
3.457 |
|
1.000 |
3.422 |
|
1.618 |
3.366 |
|
2.618 |
3.275 |
|
4.250 |
3.126 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.578 |
3.574 |
| PP |
3.568 |
3.560 |
| S1 |
3.559 |
3.547 |
|