NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.960 |
3.011 |
0.051 |
1.7% |
2.969 |
| High |
3.077 |
3.032 |
-0.045 |
-1.5% |
3.123 |
| Low |
2.955 |
2.977 |
0.022 |
0.7% |
2.936 |
| Close |
3.073 |
3.014 |
-0.059 |
-1.9% |
3.073 |
| Range |
0.122 |
0.055 |
-0.067 |
-54.9% |
0.187 |
| ATR |
0.113 |
0.112 |
-0.001 |
-1.1% |
0.000 |
| Volume |
97,814 |
95,122 |
-2,692 |
-2.8% |
474,913 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.173 |
3.148 |
3.044 |
|
| R3 |
3.118 |
3.093 |
3.029 |
|
| R2 |
3.063 |
3.063 |
3.024 |
|
| R1 |
3.038 |
3.038 |
3.019 |
3.051 |
| PP |
3.008 |
3.008 |
3.008 |
3.014 |
| S1 |
2.983 |
2.983 |
3.009 |
2.996 |
| S2 |
2.953 |
2.953 |
3.004 |
|
| S3 |
2.898 |
2.928 |
2.999 |
|
| S4 |
2.843 |
2.873 |
2.984 |
|
|
| 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 |
6.2% |
0.128 |
4.2% |
42% |
False |
False |
114,007 |
| 10 |
3.219 |
2.936 |
0.283 |
9.4% |
0.113 |
3.8% |
28% |
False |
False |
85,755 |
| 20 |
3.471 |
2.936 |
0.535 |
17.8% |
0.102 |
3.4% |
15% |
False |
False |
71,787 |
| 40 |
3.814 |
2.936 |
0.878 |
29.1% |
0.106 |
3.5% |
9% |
False |
False |
51,059 |
| 60 |
4.153 |
2.936 |
1.217 |
40.4% |
0.106 |
3.5% |
6% |
False |
False |
40,302 |
| 80 |
4.472 |
2.936 |
1.536 |
51.0% |
0.100 |
3.3% |
5% |
False |
False |
33,644 |
| 100 |
4.580 |
2.936 |
1.644 |
54.5% |
0.101 |
3.4% |
5% |
False |
False |
28,265 |
| 120 |
4.944 |
2.936 |
2.008 |
66.6% |
0.100 |
3.3% |
4% |
False |
False |
24,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.266 |
|
2.618 |
3.176 |
|
1.618 |
3.121 |
|
1.000 |
3.087 |
|
0.618 |
3.066 |
|
HIGH |
3.032 |
|
0.618 |
3.011 |
|
0.500 |
3.005 |
|
0.382 |
2.998 |
|
LOW |
2.977 |
|
0.618 |
2.943 |
|
1.000 |
2.922 |
|
1.618 |
2.888 |
|
2.618 |
2.833 |
|
4.250 |
2.743 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.011 |
3.035 |
| PP |
3.008 |
3.028 |
| S1 |
3.005 |
3.021 |
|