NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.049 |
2.986 |
-0.063 |
-2.1% |
3.175 |
| High |
3.065 |
3.094 |
0.029 |
0.9% |
3.245 |
| Low |
2.985 |
2.964 |
-0.021 |
-0.7% |
2.985 |
| Close |
3.016 |
3.022 |
0.006 |
0.2% |
3.016 |
| Range |
0.080 |
0.130 |
0.050 |
62.5% |
0.260 |
| ATR |
0.097 |
0.099 |
0.002 |
2.4% |
0.000 |
| Volume |
40,175 |
26,787 |
-13,388 |
-33.3% |
91,416 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.417 |
3.349 |
3.094 |
|
| R3 |
3.287 |
3.219 |
3.058 |
|
| R2 |
3.157 |
3.157 |
3.046 |
|
| R1 |
3.089 |
3.089 |
3.034 |
3.123 |
| PP |
3.027 |
3.027 |
3.027 |
3.044 |
| S1 |
2.959 |
2.959 |
3.010 |
2.993 |
| S2 |
2.897 |
2.897 |
2.998 |
|
| S3 |
2.767 |
2.829 |
2.986 |
|
| S4 |
2.637 |
2.699 |
2.951 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.862 |
3.699 |
3.159 |
|
| R3 |
3.602 |
3.439 |
3.088 |
|
| R2 |
3.342 |
3.342 |
3.064 |
|
| R1 |
3.179 |
3.179 |
3.040 |
3.131 |
| PP |
3.082 |
3.082 |
3.082 |
3.058 |
| S1 |
2.919 |
2.919 |
2.992 |
2.871 |
| S2 |
2.822 |
2.822 |
2.968 |
|
| S3 |
2.562 |
2.659 |
2.945 |
|
| S4 |
2.302 |
2.399 |
2.873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.245 |
2.964 |
0.281 |
9.3% |
0.104 |
3.5% |
21% |
False |
True |
23,640 |
| 10 |
3.278 |
2.964 |
0.314 |
10.4% |
0.092 |
3.0% |
18% |
False |
True |
28,559 |
| 20 |
3.607 |
2.964 |
0.643 |
21.3% |
0.094 |
3.1% |
9% |
False |
True |
41,297 |
| 40 |
3.933 |
2.964 |
0.969 |
32.1% |
0.099 |
3.3% |
6% |
False |
True |
34,001 |
| 60 |
4.114 |
2.964 |
1.150 |
38.1% |
0.099 |
3.3% |
5% |
False |
True |
28,731 |
| 80 |
4.450 |
2.964 |
1.486 |
49.2% |
0.096 |
3.2% |
4% |
False |
True |
24,723 |
| 100 |
4.558 |
2.964 |
1.594 |
52.7% |
0.097 |
3.2% |
4% |
False |
True |
21,447 |
| 120 |
4.912 |
2.964 |
1.948 |
64.5% |
0.096 |
3.2% |
3% |
False |
True |
18,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.647 |
|
2.618 |
3.434 |
|
1.618 |
3.304 |
|
1.000 |
3.224 |
|
0.618 |
3.174 |
|
HIGH |
3.094 |
|
0.618 |
3.044 |
|
0.500 |
3.029 |
|
0.382 |
3.014 |
|
LOW |
2.964 |
|
0.618 |
2.884 |
|
1.000 |
2.834 |
|
1.618 |
2.754 |
|
2.618 |
2.624 |
|
4.250 |
2.412 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.029 |
3.069 |
| PP |
3.027 |
3.053 |
| S1 |
3.024 |
3.038 |
|