NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.014 |
2.923 |
-0.091 |
-3.0% |
2.969 |
| High |
3.045 |
2.929 |
-0.116 |
-3.8% |
3.123 |
| Low |
2.903 |
2.741 |
-0.162 |
-5.6% |
2.936 |
| Close |
2.941 |
2.774 |
-0.167 |
-5.7% |
3.073 |
| Range |
0.142 |
0.188 |
0.046 |
32.4% |
0.187 |
| ATR |
0.114 |
0.120 |
0.006 |
5.4% |
0.000 |
| Volume |
125,741 |
158,646 |
32,905 |
26.2% |
474,913 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.379 |
3.264 |
2.877 |
|
| R3 |
3.191 |
3.076 |
2.826 |
|
| R2 |
3.003 |
3.003 |
2.808 |
|
| R1 |
2.888 |
2.888 |
2.791 |
2.852 |
| PP |
2.815 |
2.815 |
2.815 |
2.796 |
| S1 |
2.700 |
2.700 |
2.757 |
2.664 |
| S2 |
2.627 |
2.627 |
2.740 |
|
| S3 |
2.439 |
2.512 |
2.722 |
|
| S4 |
2.251 |
2.324 |
2.671 |
|
|
| 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 |
2.741 |
0.382 |
13.8% |
0.137 |
4.9% |
9% |
False |
True |
125,106 |
| 10 |
3.185 |
2.741 |
0.444 |
16.0% |
0.128 |
4.6% |
7% |
False |
True |
105,036 |
| 20 |
3.337 |
2.741 |
0.596 |
21.5% |
0.110 |
4.0% |
6% |
False |
True |
78,843 |
| 40 |
3.741 |
2.741 |
1.000 |
36.0% |
0.110 |
4.0% |
3% |
False |
True |
57,399 |
| 60 |
4.153 |
2.741 |
1.412 |
50.9% |
0.107 |
3.9% |
2% |
False |
True |
44,319 |
| 80 |
4.357 |
2.741 |
1.616 |
58.3% |
0.102 |
3.7% |
2% |
False |
True |
36,927 |
| 100 |
4.580 |
2.741 |
1.839 |
66.3% |
0.103 |
3.7% |
2% |
False |
True |
30,940 |
| 120 |
4.826 |
2.741 |
2.085 |
75.2% |
0.101 |
3.6% |
2% |
False |
True |
26,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.728 |
|
2.618 |
3.421 |
|
1.618 |
3.233 |
|
1.000 |
3.117 |
|
0.618 |
3.045 |
|
HIGH |
2.929 |
|
0.618 |
2.857 |
|
0.500 |
2.835 |
|
0.382 |
2.813 |
|
LOW |
2.741 |
|
0.618 |
2.625 |
|
1.000 |
2.553 |
|
1.618 |
2.437 |
|
2.618 |
2.249 |
|
4.250 |
1.942 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.835 |
2.893 |
| PP |
2.815 |
2.853 |
| S1 |
2.794 |
2.814 |
|