NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.482 |
2.306 |
-0.176 |
-7.1% |
2.569 |
| High |
2.485 |
2.367 |
-0.118 |
-4.7% |
2.587 |
| Low |
2.293 |
2.283 |
-0.010 |
-0.4% |
2.283 |
| Close |
2.322 |
2.343 |
0.021 |
0.9% |
2.343 |
| Range |
0.192 |
0.084 |
-0.108 |
-56.3% |
0.304 |
| ATR |
0.128 |
0.125 |
-0.003 |
-2.5% |
0.000 |
| Volume |
149,494 |
122,340 |
-27,154 |
-18.2% |
571,424 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.583 |
2.547 |
2.389 |
|
| R3 |
2.499 |
2.463 |
2.366 |
|
| R2 |
2.415 |
2.415 |
2.358 |
|
| R1 |
2.379 |
2.379 |
2.351 |
2.397 |
| PP |
2.331 |
2.331 |
2.331 |
2.340 |
| S1 |
2.295 |
2.295 |
2.335 |
2.313 |
| S2 |
2.247 |
2.247 |
2.328 |
|
| S3 |
2.163 |
2.211 |
2.320 |
|
| S4 |
2.079 |
2.127 |
2.297 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.316 |
3.134 |
2.510 |
|
| R3 |
3.012 |
2.830 |
2.427 |
|
| R2 |
2.708 |
2.708 |
2.399 |
|
| R1 |
2.526 |
2.526 |
2.371 |
2.465 |
| PP |
2.404 |
2.404 |
2.404 |
2.374 |
| S1 |
2.222 |
2.222 |
2.315 |
2.161 |
| S2 |
2.100 |
2.100 |
2.287 |
|
| S3 |
1.796 |
1.918 |
2.259 |
|
| S4 |
1.492 |
1.614 |
2.176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.711 |
2.283 |
0.428 |
18.3% |
0.121 |
5.2% |
14% |
False |
True |
135,075 |
| 10 |
3.077 |
2.283 |
0.794 |
33.9% |
0.122 |
5.2% |
8% |
False |
True |
129,983 |
| 20 |
3.242 |
2.283 |
0.959 |
40.9% |
0.119 |
5.1% |
6% |
False |
True |
104,382 |
| 40 |
3.741 |
2.283 |
1.458 |
62.2% |
0.112 |
4.8% |
4% |
False |
True |
74,032 |
| 60 |
4.107 |
2.283 |
1.824 |
77.8% |
0.109 |
4.7% |
3% |
False |
True |
56,268 |
| 80 |
4.314 |
2.283 |
2.031 |
86.7% |
0.105 |
4.5% |
3% |
False |
True |
46,681 |
| 100 |
4.580 |
2.283 |
2.297 |
98.0% |
0.104 |
4.5% |
3% |
False |
True |
38,836 |
| 120 |
4.636 |
2.283 |
2.353 |
100.4% |
0.103 |
4.4% |
3% |
False |
True |
33,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.724 |
|
2.618 |
2.587 |
|
1.618 |
2.503 |
|
1.000 |
2.451 |
|
0.618 |
2.419 |
|
HIGH |
2.367 |
|
0.618 |
2.335 |
|
0.500 |
2.325 |
|
0.382 |
2.315 |
|
LOW |
2.283 |
|
0.618 |
2.231 |
|
1.000 |
2.199 |
|
1.618 |
2.147 |
|
2.618 |
2.063 |
|
4.250 |
1.926 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.337 |
2.413 |
| PP |
2.331 |
2.389 |
| S1 |
2.325 |
2.366 |
|