NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.485 |
2.482 |
-0.003 |
-0.1% |
3.011 |
| High |
2.542 |
2.485 |
-0.057 |
-2.2% |
3.045 |
| Low |
2.452 |
2.293 |
-0.159 |
-6.5% |
2.621 |
| Close |
2.472 |
2.322 |
-0.150 |
-6.1% |
2.670 |
| Range |
0.090 |
0.192 |
0.102 |
113.3% |
0.424 |
| ATR |
0.123 |
0.128 |
0.005 |
4.0% |
0.000 |
| Volume |
120,906 |
149,494 |
28,588 |
23.6% |
630,601 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.943 |
2.824 |
2.428 |
|
| R3 |
2.751 |
2.632 |
2.375 |
|
| R2 |
2.559 |
2.559 |
2.357 |
|
| R1 |
2.440 |
2.440 |
2.340 |
2.404 |
| PP |
2.367 |
2.367 |
2.367 |
2.348 |
| S1 |
2.248 |
2.248 |
2.304 |
2.212 |
| S2 |
2.175 |
2.175 |
2.287 |
|
| S3 |
1.983 |
2.056 |
2.269 |
|
| S4 |
1.791 |
1.864 |
2.216 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.051 |
3.784 |
2.903 |
|
| R3 |
3.627 |
3.360 |
2.787 |
|
| R2 |
3.203 |
3.203 |
2.748 |
|
| R1 |
2.936 |
2.936 |
2.709 |
2.858 |
| PP |
2.779 |
2.779 |
2.779 |
2.739 |
| S1 |
2.512 |
2.512 |
2.631 |
2.434 |
| S2 |
2.355 |
2.355 |
2.592 |
|
| S3 |
1.931 |
2.088 |
2.553 |
|
| S4 |
1.507 |
1.664 |
2.437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.772 |
2.293 |
0.479 |
20.6% |
0.126 |
5.4% |
6% |
False |
True |
140,035 |
| 10 |
3.123 |
2.293 |
0.830 |
35.7% |
0.131 |
5.7% |
3% |
False |
True |
132,570 |
| 20 |
3.242 |
2.293 |
0.949 |
40.9% |
0.118 |
5.1% |
3% |
False |
True |
100,450 |
| 40 |
3.741 |
2.293 |
1.448 |
62.4% |
0.113 |
4.9% |
2% |
False |
True |
71,815 |
| 60 |
4.107 |
2.293 |
1.814 |
78.1% |
0.109 |
4.7% |
2% |
False |
True |
54,435 |
| 80 |
4.314 |
2.293 |
2.021 |
87.0% |
0.106 |
4.6% |
1% |
False |
True |
45,227 |
| 100 |
4.580 |
2.293 |
2.287 |
98.5% |
0.105 |
4.5% |
1% |
False |
True |
37,664 |
| 120 |
4.636 |
2.293 |
2.343 |
100.9% |
0.102 |
4.4% |
1% |
False |
True |
32,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.301 |
|
2.618 |
2.988 |
|
1.618 |
2.796 |
|
1.000 |
2.677 |
|
0.618 |
2.604 |
|
HIGH |
2.485 |
|
0.618 |
2.412 |
|
0.500 |
2.389 |
|
0.382 |
2.366 |
|
LOW |
2.293 |
|
0.618 |
2.174 |
|
1.000 |
2.101 |
|
1.618 |
1.982 |
|
2.618 |
1.790 |
|
4.250 |
1.477 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.389 |
2.440 |
| PP |
2.367 |
2.401 |
| S1 |
2.344 |
2.361 |
|