NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.642 |
3.614 |
-0.028 |
-0.8% |
3.549 |
| High |
3.644 |
3.646 |
0.002 |
0.1% |
3.599 |
| Low |
3.567 |
3.569 |
0.002 |
0.1% |
3.400 |
| Close |
3.591 |
3.639 |
0.048 |
1.3% |
3.581 |
| Range |
0.077 |
0.077 |
0.000 |
0.0% |
0.199 |
| ATR |
0.102 |
0.100 |
-0.002 |
-1.7% |
0.000 |
| Volume |
25,387 |
19,258 |
-6,129 |
-24.1% |
99,431 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.849 |
3.821 |
3.681 |
|
| R3 |
3.772 |
3.744 |
3.660 |
|
| R2 |
3.695 |
3.695 |
3.653 |
|
| R1 |
3.667 |
3.667 |
3.646 |
3.681 |
| PP |
3.618 |
3.618 |
3.618 |
3.625 |
| S1 |
3.590 |
3.590 |
3.632 |
3.604 |
| S2 |
3.541 |
3.541 |
3.625 |
|
| S3 |
3.464 |
3.513 |
3.618 |
|
| S4 |
3.387 |
3.436 |
3.597 |
|
|
| 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 |
3.648 |
3.503 |
0.145 |
4.0% |
0.083 |
2.3% |
94% |
False |
False |
26,005 |
| 10 |
3.648 |
3.400 |
0.248 |
6.8% |
0.092 |
2.5% |
96% |
False |
False |
22,131 |
| 20 |
3.656 |
3.394 |
0.262 |
7.2% |
0.103 |
2.8% |
94% |
False |
False |
20,886 |
| 40 |
3.656 |
3.114 |
0.542 |
14.9% |
0.101 |
2.8% |
97% |
False |
False |
19,603 |
| 60 |
3.656 |
3.114 |
0.542 |
14.9% |
0.096 |
2.7% |
97% |
False |
False |
18,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.973 |
|
2.618 |
3.848 |
|
1.618 |
3.771 |
|
1.000 |
3.723 |
|
0.618 |
3.694 |
|
HIGH |
3.646 |
|
0.618 |
3.617 |
|
0.500 |
3.608 |
|
0.382 |
3.598 |
|
LOW |
3.569 |
|
0.618 |
3.521 |
|
1.000 |
3.492 |
|
1.618 |
3.444 |
|
2.618 |
3.367 |
|
4.250 |
3.242 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.629 |
3.628 |
| PP |
3.618 |
3.617 |
| S1 |
3.608 |
3.606 |
|