NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.306 |
2.270 |
-0.036 |
-1.6% |
2.569 |
| High |
2.367 |
2.619 |
0.252 |
10.6% |
2.587 |
| Low |
2.283 |
2.231 |
-0.052 |
-2.3% |
2.283 |
| Close |
2.343 |
2.455 |
0.112 |
4.8% |
2.343 |
| Range |
0.084 |
0.388 |
0.304 |
361.9% |
0.304 |
| ATR |
0.125 |
0.144 |
0.019 |
15.1% |
0.000 |
| Volume |
122,340 |
237,368 |
115,028 |
94.0% |
571,424 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.599 |
3.415 |
2.668 |
|
| R3 |
3.211 |
3.027 |
2.562 |
|
| R2 |
2.823 |
2.823 |
2.526 |
|
| R1 |
2.639 |
2.639 |
2.491 |
2.731 |
| PP |
2.435 |
2.435 |
2.435 |
2.481 |
| S1 |
2.251 |
2.251 |
2.419 |
2.343 |
| S2 |
2.047 |
2.047 |
2.384 |
|
| S3 |
1.659 |
1.863 |
2.348 |
|
| S4 |
1.271 |
1.475 |
2.242 |
|
|
| 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 |
2.619 |
2.231 |
0.388 |
15.8% |
0.180 |
7.3% |
58% |
True |
True |
161,758 |
| 10 |
3.045 |
2.231 |
0.814 |
33.2% |
0.149 |
6.1% |
28% |
False |
True |
143,939 |
| 20 |
3.242 |
2.231 |
1.011 |
41.2% |
0.133 |
5.4% |
22% |
False |
True |
113,706 |
| 40 |
3.741 |
2.231 |
1.510 |
61.5% |
0.120 |
4.9% |
15% |
False |
True |
78,952 |
| 60 |
4.107 |
2.231 |
1.876 |
76.4% |
0.114 |
4.6% |
12% |
False |
True |
60,068 |
| 80 |
4.259 |
2.231 |
2.028 |
82.6% |
0.109 |
4.5% |
11% |
False |
True |
49,559 |
| 100 |
4.580 |
2.231 |
2.349 |
95.7% |
0.107 |
4.4% |
10% |
False |
True |
41,141 |
| 120 |
4.636 |
2.231 |
2.405 |
98.0% |
0.106 |
4.3% |
9% |
False |
True |
35,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.268 |
|
2.618 |
3.635 |
|
1.618 |
3.247 |
|
1.000 |
3.007 |
|
0.618 |
2.859 |
|
HIGH |
2.619 |
|
0.618 |
2.471 |
|
0.500 |
2.425 |
|
0.382 |
2.379 |
|
LOW |
2.231 |
|
0.618 |
1.991 |
|
1.000 |
1.843 |
|
1.618 |
1.603 |
|
2.618 |
1.215 |
|
4.250 |
0.582 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.445 |
2.445 |
| PP |
2.435 |
2.435 |
| S1 |
2.425 |
2.425 |
|