NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.969 |
2.978 |
0.009 |
0.3% |
3.134 |
| High |
3.074 |
3.123 |
0.049 |
1.6% |
3.219 |
| Low |
2.936 |
2.975 |
0.039 |
1.3% |
2.957 |
| Close |
2.993 |
3.115 |
0.122 |
4.1% |
2.989 |
| Range |
0.138 |
0.148 |
0.010 |
7.2% |
0.262 |
| ATR |
0.104 |
0.107 |
0.003 |
3.0% |
0.000 |
| Volume |
101,885 |
127,006 |
25,121 |
24.7% |
255,675 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.515 |
3.463 |
3.196 |
|
| R3 |
3.367 |
3.315 |
3.156 |
|
| R2 |
3.219 |
3.219 |
3.142 |
|
| R1 |
3.167 |
3.167 |
3.129 |
3.193 |
| PP |
3.071 |
3.071 |
3.071 |
3.084 |
| S1 |
3.019 |
3.019 |
3.101 |
3.045 |
| S2 |
2.923 |
2.923 |
3.088 |
|
| S3 |
2.775 |
2.871 |
3.074 |
|
| S4 |
2.627 |
2.723 |
3.034 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.841 |
3.677 |
3.133 |
|
| R3 |
3.579 |
3.415 |
3.061 |
|
| R2 |
3.317 |
3.317 |
3.037 |
|
| R1 |
3.153 |
3.153 |
3.013 |
3.104 |
| PP |
3.055 |
3.055 |
3.055 |
3.031 |
| S1 |
2.891 |
2.891 |
2.965 |
2.842 |
| S2 |
2.793 |
2.793 |
2.941 |
|
| S3 |
2.531 |
2.629 |
2.917 |
|
| S4 |
2.269 |
2.367 |
2.845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.185 |
2.936 |
0.249 |
8.0% |
0.120 |
3.8% |
72% |
False |
False |
84,967 |
| 10 |
3.242 |
2.936 |
0.306 |
9.8% |
0.104 |
3.3% |
58% |
False |
False |
68,329 |
| 20 |
3.580 |
2.936 |
0.644 |
20.7% |
0.100 |
3.2% |
28% |
False |
False |
61,752 |
| 40 |
3.900 |
2.936 |
0.964 |
30.9% |
0.105 |
3.4% |
19% |
False |
False |
44,043 |
| 60 |
4.153 |
2.936 |
1.217 |
39.1% |
0.104 |
3.3% |
15% |
False |
False |
35,719 |
| 80 |
4.500 |
2.936 |
1.564 |
50.2% |
0.100 |
3.2% |
11% |
False |
False |
29,671 |
| 100 |
4.590 |
2.936 |
1.654 |
53.1% |
0.100 |
3.2% |
11% |
False |
False |
25,038 |
| 120 |
4.958 |
2.936 |
2.022 |
64.9% |
0.100 |
3.2% |
9% |
False |
False |
21,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.752 |
|
2.618 |
3.510 |
|
1.618 |
3.362 |
|
1.000 |
3.271 |
|
0.618 |
3.214 |
|
HIGH |
3.123 |
|
0.618 |
3.066 |
|
0.500 |
3.049 |
|
0.382 |
3.032 |
|
LOW |
2.975 |
|
0.618 |
2.884 |
|
1.000 |
2.827 |
|
1.618 |
2.736 |
|
2.618 |
2.588 |
|
4.250 |
2.346 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.093 |
3.087 |
| PP |
3.071 |
3.058 |
| S1 |
3.049 |
3.030 |
|