NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
2.955 |
2.800 |
-0.155 |
-5.2% |
2.986 |
High |
2.961 |
2.804 |
-0.157 |
-5.3% |
3.153 |
Low |
2.768 |
2.700 |
-0.068 |
-2.5% |
2.964 |
Close |
2.803 |
2.737 |
-0.066 |
-2.4% |
3.098 |
Range |
0.193 |
0.104 |
-0.089 |
-46.1% |
0.189 |
ATR |
0.116 |
0.115 |
-0.001 |
-0.7% |
0.000 |
Volume |
86,444 |
114,226 |
27,782 |
32.1% |
204,110 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.059 |
3.002 |
2.794 |
|
R3 |
2.955 |
2.898 |
2.766 |
|
R2 |
2.851 |
2.851 |
2.756 |
|
R1 |
2.794 |
2.794 |
2.747 |
2.771 |
PP |
2.747 |
2.747 |
2.747 |
2.735 |
S1 |
2.690 |
2.690 |
2.727 |
2.667 |
S2 |
2.643 |
2.643 |
2.718 |
|
S3 |
2.539 |
2.586 |
2.708 |
|
S4 |
2.435 |
2.482 |
2.680 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.639 |
3.557 |
3.202 |
|
R3 |
3.450 |
3.368 |
3.150 |
|
R2 |
3.261 |
3.261 |
3.133 |
|
R1 |
3.179 |
3.179 |
3.115 |
3.220 |
PP |
3.072 |
3.072 |
3.072 |
3.092 |
S1 |
2.990 |
2.990 |
3.081 |
3.031 |
S2 |
2.883 |
2.883 |
3.063 |
|
S3 |
2.694 |
2.801 |
3.046 |
|
S4 |
2.505 |
2.612 |
2.994 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.113 |
2.700 |
0.413 |
15.1% |
0.123 |
4.5% |
9% |
False |
True |
80,835 |
10 |
3.174 |
2.700 |
0.474 |
17.3% |
0.128 |
4.7% |
8% |
False |
True |
59,931 |
20 |
3.347 |
2.700 |
0.647 |
23.6% |
0.107 |
3.9% |
6% |
False |
True |
46,771 |
40 |
3.741 |
2.700 |
1.041 |
38.0% |
0.107 |
3.9% |
4% |
False |
True |
43,055 |
60 |
4.070 |
2.700 |
1.370 |
50.1% |
0.103 |
3.8% |
3% |
False |
True |
34,696 |
80 |
4.333 |
2.700 |
1.633 |
59.7% |
0.099 |
3.6% |
2% |
False |
True |
30,041 |
100 |
4.516 |
2.700 |
1.816 |
66.4% |
0.100 |
3.6% |
2% |
False |
True |
25,942 |
120 |
4.765 |
2.700 |
2.065 |
75.4% |
0.097 |
3.6% |
2% |
False |
True |
22,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.246 |
2.618 |
3.076 |
1.618 |
2.972 |
1.000 |
2.908 |
0.618 |
2.868 |
HIGH |
2.804 |
0.618 |
2.764 |
0.500 |
2.752 |
0.382 |
2.740 |
LOW |
2.700 |
0.618 |
2.636 |
1.000 |
2.596 |
1.618 |
2.532 |
2.618 |
2.428 |
4.250 |
2.258 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
2.752 |
2.891 |
PP |
2.747 |
2.840 |
S1 |
2.742 |
2.788 |
|