NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.122 |
2.960 |
-0.162 |
-5.2% |
2.969 |
| High |
3.123 |
3.077 |
-0.046 |
-1.5% |
3.123 |
| Low |
2.947 |
2.955 |
0.008 |
0.3% |
2.936 |
| Close |
2.980 |
3.073 |
0.093 |
3.1% |
3.073 |
| Range |
0.176 |
0.122 |
-0.054 |
-30.7% |
0.187 |
| ATR |
0.112 |
0.113 |
0.001 |
0.6% |
0.000 |
| Volume |
148,208 |
97,814 |
-50,394 |
-34.0% |
474,913 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.401 |
3.359 |
3.140 |
|
| R3 |
3.279 |
3.237 |
3.107 |
|
| R2 |
3.157 |
3.157 |
3.095 |
|
| R1 |
3.115 |
3.115 |
3.084 |
3.136 |
| PP |
3.035 |
3.035 |
3.035 |
3.046 |
| S1 |
2.993 |
2.993 |
3.062 |
3.014 |
| S2 |
2.913 |
2.913 |
3.051 |
|
| S3 |
2.791 |
2.871 |
3.039 |
|
| S4 |
2.669 |
2.749 |
3.006 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.605 |
3.526 |
3.176 |
|
| R3 |
3.418 |
3.339 |
3.124 |
|
| R2 |
3.231 |
3.231 |
3.107 |
|
| R1 |
3.152 |
3.152 |
3.090 |
3.192 |
| PP |
3.044 |
3.044 |
3.044 |
3.064 |
| S1 |
2.965 |
2.965 |
3.056 |
3.005 |
| S2 |
2.857 |
2.857 |
3.039 |
|
| S3 |
2.670 |
2.778 |
3.022 |
|
| S4 |
2.483 |
2.591 |
2.970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.123 |
2.936 |
0.187 |
6.1% |
0.134 |
4.4% |
73% |
False |
False |
106,369 |
| 10 |
3.242 |
2.936 |
0.306 |
10.0% |
0.118 |
3.8% |
45% |
False |
False |
83,474 |
| 20 |
3.580 |
2.936 |
0.644 |
21.0% |
0.106 |
3.4% |
21% |
False |
False |
70,190 |
| 40 |
3.875 |
2.936 |
0.939 |
30.6% |
0.107 |
3.5% |
15% |
False |
False |
49,174 |
| 60 |
4.153 |
2.936 |
1.217 |
39.6% |
0.106 |
3.5% |
11% |
False |
False |
39,137 |
| 80 |
4.500 |
2.936 |
1.564 |
50.9% |
0.101 |
3.3% |
9% |
False |
False |
32,570 |
| 100 |
4.580 |
2.936 |
1.644 |
53.5% |
0.102 |
3.3% |
8% |
False |
False |
27,392 |
| 120 |
4.944 |
2.936 |
2.008 |
65.3% |
0.100 |
3.3% |
7% |
False |
False |
23,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.596 |
|
2.618 |
3.396 |
|
1.618 |
3.274 |
|
1.000 |
3.199 |
|
0.618 |
3.152 |
|
HIGH |
3.077 |
|
0.618 |
3.030 |
|
0.500 |
3.016 |
|
0.382 |
3.002 |
|
LOW |
2.955 |
|
0.618 |
2.880 |
|
1.000 |
2.833 |
|
1.618 |
2.758 |
|
2.618 |
2.636 |
|
4.250 |
2.437 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.054 |
3.060 |
| PP |
3.035 |
3.048 |
| S1 |
3.016 |
3.035 |
|