NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.577 |
2.572 |
-0.005 |
-0.2% |
2.569 |
| High |
2.650 |
2.776 |
0.126 |
4.8% |
2.587 |
| Low |
2.512 |
2.571 |
0.059 |
2.3% |
2.283 |
| Close |
2.560 |
2.729 |
0.169 |
6.6% |
2.343 |
| Range |
0.138 |
0.205 |
0.067 |
48.6% |
0.304 |
| ATR |
0.147 |
0.152 |
0.005 |
3.3% |
0.000 |
| Volume |
198,446 |
152,693 |
-45,753 |
-23.1% |
571,424 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.307 |
3.223 |
2.842 |
|
| R3 |
3.102 |
3.018 |
2.785 |
|
| R2 |
2.897 |
2.897 |
2.767 |
|
| R1 |
2.813 |
2.813 |
2.748 |
2.855 |
| PP |
2.692 |
2.692 |
2.692 |
2.713 |
| S1 |
2.608 |
2.608 |
2.710 |
2.650 |
| S2 |
2.487 |
2.487 |
2.691 |
|
| S3 |
2.282 |
2.403 |
2.673 |
|
| S4 |
2.077 |
2.198 |
2.616 |
|
|
| 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 |
2.776 |
2.231 |
0.545 |
20.0% |
0.201 |
7.4% |
91% |
True |
False |
172,068 |
| 10 |
2.929 |
2.231 |
0.698 |
25.6% |
0.163 |
6.0% |
71% |
False |
False |
156,966 |
| 20 |
3.219 |
2.231 |
0.988 |
36.2% |
0.142 |
5.2% |
50% |
False |
False |
126,056 |
| 40 |
3.741 |
2.231 |
1.510 |
55.3% |
0.122 |
4.5% |
33% |
False |
False |
86,265 |
| 60 |
4.107 |
2.231 |
1.876 |
68.7% |
0.116 |
4.3% |
27% |
False |
False |
65,528 |
| 80 |
4.213 |
2.231 |
1.982 |
72.6% |
0.111 |
4.1% |
25% |
False |
False |
53,748 |
| 100 |
4.580 |
2.231 |
2.349 |
86.1% |
0.108 |
4.0% |
21% |
False |
False |
44,555 |
| 120 |
4.599 |
2.231 |
2.368 |
86.8% |
0.107 |
3.9% |
21% |
False |
False |
38,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.647 |
|
2.618 |
3.313 |
|
1.618 |
3.108 |
|
1.000 |
2.981 |
|
0.618 |
2.903 |
|
HIGH |
2.776 |
|
0.618 |
2.698 |
|
0.500 |
2.674 |
|
0.382 |
2.649 |
|
LOW |
2.571 |
|
0.618 |
2.444 |
|
1.000 |
2.366 |
|
1.618 |
2.239 |
|
2.618 |
2.034 |
|
4.250 |
1.700 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.711 |
2.654 |
| PP |
2.692 |
2.579 |
| S1 |
2.674 |
2.504 |
|