NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.595 |
-0.165 |
-6.0% |
2.270 |
| High |
2.803 |
2.714 |
-0.089 |
-3.2% |
2.803 |
| Low |
2.553 |
2.542 |
-0.011 |
-0.4% |
2.231 |
| Close |
2.605 |
2.678 |
0.073 |
2.8% |
2.678 |
| Range |
0.250 |
0.172 |
-0.078 |
-31.2% |
0.572 |
| ATR |
0.159 |
0.160 |
0.001 |
0.6% |
0.000 |
| Volume |
77,066 |
12,120 |
-64,946 |
-84.3% |
677,693 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.161 |
3.091 |
2.773 |
|
| R3 |
2.989 |
2.919 |
2.725 |
|
| R2 |
2.817 |
2.817 |
2.710 |
|
| R1 |
2.747 |
2.747 |
2.694 |
2.782 |
| PP |
2.645 |
2.645 |
2.645 |
2.662 |
| S1 |
2.575 |
2.575 |
2.662 |
2.610 |
| S2 |
2.473 |
2.473 |
2.646 |
|
| S3 |
2.301 |
2.403 |
2.631 |
|
| S4 |
2.129 |
2.231 |
2.583 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.287 |
4.054 |
2.993 |
|
| R3 |
3.715 |
3.482 |
2.835 |
|
| R2 |
3.143 |
3.143 |
2.783 |
|
| R1 |
2.910 |
2.910 |
2.730 |
3.027 |
| PP |
2.571 |
2.571 |
2.571 |
2.629 |
| S1 |
2.338 |
2.338 |
2.626 |
2.455 |
| S2 |
1.999 |
1.999 |
2.573 |
|
| S3 |
1.427 |
1.766 |
2.521 |
|
| S4 |
0.855 |
1.194 |
2.363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.803 |
2.231 |
0.572 |
21.4% |
0.231 |
8.6% |
78% |
False |
False |
135,538 |
| 10 |
2.803 |
2.231 |
0.572 |
21.4% |
0.176 |
6.6% |
78% |
False |
False |
135,306 |
| 20 |
3.148 |
2.231 |
0.917 |
34.2% |
0.153 |
5.7% |
49% |
False |
False |
124,623 |
| 40 |
3.711 |
2.231 |
1.480 |
55.3% |
0.125 |
4.7% |
30% |
False |
False |
87,403 |
| 60 |
4.082 |
2.231 |
1.851 |
69.1% |
0.119 |
4.4% |
24% |
False |
False |
66,229 |
| 80 |
4.166 |
2.231 |
1.935 |
72.3% |
0.114 |
4.3% |
23% |
False |
False |
54,487 |
| 100 |
4.500 |
2.231 |
2.269 |
84.7% |
0.109 |
4.1% |
20% |
False |
False |
45,294 |
| 120 |
4.599 |
2.231 |
2.368 |
88.4% |
0.108 |
4.0% |
19% |
False |
False |
38,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.445 |
|
2.618 |
3.164 |
|
1.618 |
2.992 |
|
1.000 |
2.886 |
|
0.618 |
2.820 |
|
HIGH |
2.714 |
|
0.618 |
2.648 |
|
0.500 |
2.628 |
|
0.382 |
2.608 |
|
LOW |
2.542 |
|
0.618 |
2.436 |
|
1.000 |
2.370 |
|
1.618 |
2.264 |
|
2.618 |
2.092 |
|
4.250 |
1.811 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.661 |
2.676 |
| PP |
2.645 |
2.674 |
| S1 |
2.628 |
2.673 |
|