NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.270 |
2.577 |
0.307 |
13.5% |
2.569 |
| High |
2.619 |
2.650 |
0.031 |
1.2% |
2.587 |
| Low |
2.231 |
2.512 |
0.281 |
12.6% |
2.283 |
| Close |
2.455 |
2.560 |
0.105 |
4.3% |
2.343 |
| Range |
0.388 |
0.138 |
-0.250 |
-64.4% |
0.304 |
| ATR |
0.144 |
0.147 |
0.004 |
2.6% |
0.000 |
| Volume |
237,368 |
198,446 |
-38,922 |
-16.4% |
571,424 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.988 |
2.912 |
2.636 |
|
| R3 |
2.850 |
2.774 |
2.598 |
|
| R2 |
2.712 |
2.712 |
2.585 |
|
| R1 |
2.636 |
2.636 |
2.573 |
2.605 |
| PP |
2.574 |
2.574 |
2.574 |
2.559 |
| S1 |
2.498 |
2.498 |
2.547 |
2.467 |
| S2 |
2.436 |
2.436 |
2.535 |
|
| S3 |
2.298 |
2.360 |
2.522 |
|
| S4 |
2.160 |
2.222 |
2.484 |
|
|
| 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 |
2.650 |
2.231 |
0.419 |
16.4% |
0.178 |
7.0% |
79% |
True |
False |
165,710 |
| 10 |
3.045 |
2.231 |
0.814 |
31.8% |
0.157 |
6.1% |
40% |
False |
False |
154,271 |
| 20 |
3.219 |
2.231 |
0.988 |
38.6% |
0.135 |
5.3% |
33% |
False |
False |
120,013 |
| 40 |
3.741 |
2.231 |
1.510 |
59.0% |
0.120 |
4.7% |
22% |
False |
False |
83,223 |
| 60 |
4.107 |
2.231 |
1.876 |
73.3% |
0.114 |
4.5% |
18% |
False |
False |
63,178 |
| 80 |
4.254 |
2.231 |
2.023 |
79.0% |
0.110 |
4.3% |
16% |
False |
False |
51,944 |
| 100 |
4.580 |
2.231 |
2.349 |
91.8% |
0.108 |
4.2% |
14% |
False |
False |
43,071 |
| 120 |
4.599 |
2.231 |
2.368 |
92.5% |
0.106 |
4.1% |
14% |
False |
False |
36,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.237 |
|
2.618 |
3.011 |
|
1.618 |
2.873 |
|
1.000 |
2.788 |
|
0.618 |
2.735 |
|
HIGH |
2.650 |
|
0.618 |
2.597 |
|
0.500 |
2.581 |
|
0.382 |
2.565 |
|
LOW |
2.512 |
|
0.618 |
2.427 |
|
1.000 |
2.374 |
|
1.618 |
2.289 |
|
2.618 |
2.151 |
|
4.250 |
1.926 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.581 |
2.520 |
| PP |
2.574 |
2.480 |
| S1 |
2.567 |
2.441 |
|