NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
2.912 |
2.770 |
-0.142 |
-4.9% |
2.471 |
High |
2.942 |
2.782 |
-0.160 |
-5.4% |
2.940 |
Low |
2.750 |
2.596 |
-0.154 |
-5.6% |
2.438 |
Close |
2.816 |
2.638 |
-0.178 |
-6.3% |
2.869 |
Range |
0.192 |
0.186 |
-0.006 |
-3.1% |
0.502 |
ATR |
0.149 |
0.154 |
0.005 |
3.4% |
0.000 |
Volume |
75,844 |
60,962 |
-14,882 |
-19.6% |
469,948 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.230 |
3.120 |
2.740 |
|
R3 |
3.044 |
2.934 |
2.689 |
|
R2 |
2.858 |
2.858 |
2.672 |
|
R1 |
2.748 |
2.748 |
2.655 |
2.710 |
PP |
2.672 |
2.672 |
2.672 |
2.653 |
S1 |
2.562 |
2.562 |
2.621 |
2.524 |
S2 |
2.486 |
2.486 |
2.604 |
|
S3 |
2.300 |
2.376 |
2.587 |
|
S4 |
2.114 |
2.190 |
2.536 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.255 |
4.064 |
3.145 |
|
R3 |
3.753 |
3.562 |
3.007 |
|
R2 |
3.251 |
3.251 |
2.961 |
|
R1 |
3.060 |
3.060 |
2.915 |
3.156 |
PP |
2.749 |
2.749 |
2.749 |
2.797 |
S1 |
2.558 |
2.558 |
2.823 |
2.654 |
S2 |
2.247 |
2.247 |
2.777 |
|
S3 |
1.745 |
2.056 |
2.731 |
|
S4 |
1.243 |
1.554 |
2.593 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.942 |
2.596 |
0.346 |
13.1% |
0.182 |
6.9% |
12% |
False |
True |
86,542 |
10 |
2.942 |
2.438 |
0.504 |
19.1% |
0.179 |
6.8% |
40% |
False |
False |
79,037 |
20 |
3.210 |
2.438 |
0.772 |
29.3% |
0.152 |
5.8% |
26% |
False |
False |
62,404 |
40 |
3.712 |
2.438 |
1.274 |
48.3% |
0.119 |
4.5% |
16% |
False |
False |
45,830 |
60 |
3.947 |
2.438 |
1.509 |
57.2% |
0.114 |
4.3% |
13% |
False |
False |
37,677 |
80 |
4.092 |
2.438 |
1.654 |
62.7% |
0.109 |
4.1% |
12% |
False |
False |
33,248 |
100 |
4.414 |
2.438 |
1.976 |
74.9% |
0.103 |
3.9% |
10% |
False |
False |
29,285 |
120 |
4.508 |
2.438 |
2.070 |
78.5% |
0.102 |
3.9% |
10% |
False |
False |
26,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.573 |
2.618 |
3.269 |
1.618 |
3.083 |
1.000 |
2.968 |
0.618 |
2.897 |
HIGH |
2.782 |
0.618 |
2.711 |
0.500 |
2.689 |
0.382 |
2.667 |
LOW |
2.596 |
0.618 |
2.481 |
1.000 |
2.410 |
1.618 |
2.295 |
2.618 |
2.109 |
4.250 |
1.806 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
2.689 |
2.769 |
PP |
2.672 |
2.725 |
S1 |
2.655 |
2.682 |
|