NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.046 |
2.955 |
-0.091 |
-3.0% |
2.986 |
| High |
3.082 |
2.961 |
-0.121 |
-3.9% |
3.153 |
| Low |
2.937 |
2.768 |
-0.169 |
-5.8% |
2.964 |
| Close |
2.970 |
2.803 |
-0.167 |
-5.6% |
3.098 |
| Range |
0.145 |
0.193 |
0.048 |
33.1% |
0.189 |
| ATR |
0.109 |
0.116 |
0.007 |
6.1% |
0.000 |
| Volume |
69,765 |
86,444 |
16,679 |
23.9% |
204,110 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.423 |
3.306 |
2.909 |
|
| R3 |
3.230 |
3.113 |
2.856 |
|
| R2 |
3.037 |
3.037 |
2.838 |
|
| R1 |
2.920 |
2.920 |
2.821 |
2.882 |
| PP |
2.844 |
2.844 |
2.844 |
2.825 |
| S1 |
2.727 |
2.727 |
2.785 |
2.689 |
| S2 |
2.651 |
2.651 |
2.768 |
|
| S3 |
2.458 |
2.534 |
2.750 |
|
| S4 |
2.265 |
2.341 |
2.697 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.639 |
3.557 |
3.202 |
|
| R3 |
3.450 |
3.368 |
3.150 |
|
| R2 |
3.261 |
3.261 |
3.133 |
|
| R1 |
3.179 |
3.179 |
3.115 |
3.220 |
| PP |
3.072 |
3.072 |
3.072 |
3.092 |
| S1 |
2.990 |
2.990 |
3.081 |
3.031 |
| S2 |
2.883 |
2.883 |
3.063 |
|
| S3 |
2.694 |
2.801 |
3.046 |
|
| S4 |
2.505 |
2.612 |
2.994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.153 |
2.768 |
0.385 |
13.7% |
0.136 |
4.9% |
9% |
False |
True |
70,436 |
| 10 |
3.209 |
2.768 |
0.441 |
15.7% |
0.125 |
4.5% |
8% |
False |
True |
49,913 |
| 20 |
3.356 |
2.768 |
0.588 |
21.0% |
0.105 |
3.8% |
6% |
False |
True |
43,963 |
| 40 |
3.741 |
2.768 |
0.973 |
34.7% |
0.106 |
3.8% |
4% |
False |
True |
40,703 |
| 60 |
4.114 |
2.768 |
1.346 |
48.0% |
0.103 |
3.7% |
3% |
False |
True |
33,264 |
| 80 |
4.333 |
2.768 |
1.565 |
55.8% |
0.098 |
3.5% |
2% |
False |
True |
28,680 |
| 100 |
4.516 |
2.768 |
1.748 |
62.4% |
0.099 |
3.5% |
2% |
False |
True |
24,922 |
| 120 |
4.780 |
2.768 |
2.012 |
71.8% |
0.097 |
3.5% |
2% |
False |
True |
21,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.781 |
|
2.618 |
3.466 |
|
1.618 |
3.273 |
|
1.000 |
3.154 |
|
0.618 |
3.080 |
|
HIGH |
2.961 |
|
0.618 |
2.887 |
|
0.500 |
2.865 |
|
0.382 |
2.842 |
|
LOW |
2.768 |
|
0.618 |
2.649 |
|
1.000 |
2.575 |
|
1.618 |
2.456 |
|
2.618 |
2.263 |
|
4.250 |
1.948 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.865 |
2.925 |
| PP |
2.844 |
2.884 |
| S1 |
2.824 |
2.844 |
|