NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.011 |
3.014 |
0.003 |
0.1% |
2.969 |
| High |
3.032 |
3.045 |
0.013 |
0.4% |
3.123 |
| Low |
2.977 |
2.903 |
-0.074 |
-2.5% |
2.936 |
| Close |
3.014 |
2.941 |
-0.073 |
-2.4% |
3.073 |
| Range |
0.055 |
0.142 |
0.087 |
158.2% |
0.187 |
| ATR |
0.112 |
0.114 |
0.002 |
1.9% |
0.000 |
| Volume |
95,122 |
125,741 |
30,619 |
32.2% |
474,913 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.389 |
3.307 |
3.019 |
|
| R3 |
3.247 |
3.165 |
2.980 |
|
| R2 |
3.105 |
3.105 |
2.967 |
|
| R1 |
3.023 |
3.023 |
2.954 |
2.993 |
| PP |
2.963 |
2.963 |
2.963 |
2.948 |
| S1 |
2.881 |
2.881 |
2.928 |
2.851 |
| S2 |
2.821 |
2.821 |
2.915 |
|
| S3 |
2.679 |
2.739 |
2.902 |
|
| S4 |
2.537 |
2.597 |
2.863 |
|
|
| 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 |
2.903 |
0.220 |
7.5% |
0.129 |
4.4% |
17% |
False |
True |
118,778 |
| 10 |
3.219 |
2.903 |
0.316 |
10.7% |
0.120 |
4.1% |
12% |
False |
True |
95,145 |
| 20 |
3.337 |
2.903 |
0.434 |
14.8% |
0.103 |
3.5% |
9% |
False |
True |
74,464 |
| 40 |
3.767 |
2.903 |
0.864 |
29.4% |
0.107 |
3.6% |
4% |
False |
True |
53,775 |
| 60 |
4.153 |
2.903 |
1.250 |
42.5% |
0.107 |
3.6% |
3% |
False |
True |
42,079 |
| 80 |
4.360 |
2.903 |
1.457 |
49.5% |
0.100 |
3.4% |
3% |
False |
True |
35,072 |
| 100 |
4.580 |
2.903 |
1.677 |
57.0% |
0.102 |
3.5% |
2% |
False |
True |
29,413 |
| 120 |
4.920 |
2.903 |
2.017 |
68.6% |
0.100 |
3.4% |
2% |
False |
True |
25,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.649 |
|
2.618 |
3.417 |
|
1.618 |
3.275 |
|
1.000 |
3.187 |
|
0.618 |
3.133 |
|
HIGH |
3.045 |
|
0.618 |
2.991 |
|
0.500 |
2.974 |
|
0.382 |
2.957 |
|
LOW |
2.903 |
|
0.618 |
2.815 |
|
1.000 |
2.761 |
|
1.618 |
2.673 |
|
2.618 |
2.531 |
|
4.250 |
2.300 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.974 |
2.990 |
| PP |
2.963 |
2.974 |
| S1 |
2.952 |
2.957 |
|