NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.986 |
3.010 |
0.024 |
0.8% |
3.175 |
| High |
3.094 |
3.152 |
0.058 |
1.9% |
3.245 |
| Low |
2.964 |
3.006 |
0.042 |
1.4% |
2.985 |
| Close |
3.022 |
3.127 |
0.105 |
3.5% |
3.016 |
| Range |
0.130 |
0.146 |
0.016 |
12.3% |
0.260 |
| ATR |
0.099 |
0.103 |
0.003 |
3.4% |
0.000 |
| Volume |
26,787 |
42,857 |
16,070 |
60.0% |
91,416 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.533 |
3.476 |
3.207 |
|
| R3 |
3.387 |
3.330 |
3.167 |
|
| R2 |
3.241 |
3.241 |
3.154 |
|
| R1 |
3.184 |
3.184 |
3.140 |
3.213 |
| PP |
3.095 |
3.095 |
3.095 |
3.109 |
| S1 |
3.038 |
3.038 |
3.114 |
3.067 |
| S2 |
2.949 |
2.949 |
3.100 |
|
| S3 |
2.803 |
2.892 |
3.087 |
|
| S4 |
2.657 |
2.746 |
3.047 |
|
|
| 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 |
3.209 |
2.964 |
0.245 |
7.8% |
0.114 |
3.6% |
67% |
False |
False |
29,390 |
| 10 |
3.278 |
2.964 |
0.314 |
10.0% |
0.099 |
3.2% |
52% |
False |
False |
29,805 |
| 20 |
3.578 |
2.964 |
0.614 |
19.6% |
0.095 |
3.0% |
27% |
False |
False |
41,946 |
| 40 |
3.874 |
2.964 |
0.910 |
29.1% |
0.101 |
3.2% |
18% |
False |
False |
34,384 |
| 60 |
4.114 |
2.964 |
1.150 |
36.8% |
0.100 |
3.2% |
14% |
False |
False |
29,092 |
| 80 |
4.450 |
2.964 |
1.486 |
47.5% |
0.096 |
3.1% |
11% |
False |
False |
25,094 |
| 100 |
4.556 |
2.964 |
1.592 |
50.9% |
0.096 |
3.1% |
10% |
False |
False |
21,809 |
| 120 |
4.912 |
2.964 |
1.948 |
62.3% |
0.096 |
3.1% |
8% |
False |
False |
19,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.773 |
|
2.618 |
3.534 |
|
1.618 |
3.388 |
|
1.000 |
3.298 |
|
0.618 |
3.242 |
|
HIGH |
3.152 |
|
0.618 |
3.096 |
|
0.500 |
3.079 |
|
0.382 |
3.062 |
|
LOW |
3.006 |
|
0.618 |
2.916 |
|
1.000 |
2.860 |
|
1.618 |
2.770 |
|
2.618 |
2.624 |
|
4.250 |
2.386 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.111 |
3.104 |
| PP |
3.095 |
3.081 |
| S1 |
3.079 |
3.058 |
|