NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.744 |
2.628 |
-0.116 |
-4.2% |
3.048 |
| High |
2.748 |
2.634 |
-0.114 |
-4.1% |
3.082 |
| Low |
2.665 |
2.485 |
-0.180 |
-6.8% |
2.665 |
| Close |
2.713 |
2.528 |
-0.185 |
-6.8% |
2.713 |
| Range |
0.083 |
0.149 |
0.066 |
79.5% |
0.417 |
| ATR |
0.112 |
0.121 |
0.008 |
7.3% |
0.000 |
| Volume |
106,470 |
111,546 |
5,076 |
4.8% |
438,413 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.996 |
2.911 |
2.610 |
|
| R3 |
2.847 |
2.762 |
2.569 |
|
| R2 |
2.698 |
2.698 |
2.555 |
|
| R1 |
2.613 |
2.613 |
2.542 |
2.581 |
| PP |
2.549 |
2.549 |
2.549 |
2.533 |
| S1 |
2.464 |
2.464 |
2.514 |
2.432 |
| S2 |
2.400 |
2.400 |
2.501 |
|
| S3 |
2.251 |
2.315 |
2.487 |
|
| S4 |
2.102 |
2.166 |
2.446 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.071 |
3.809 |
2.942 |
|
| R3 |
3.654 |
3.392 |
2.828 |
|
| R2 |
3.237 |
3.237 |
2.789 |
|
| R1 |
2.975 |
2.975 |
2.751 |
2.898 |
| PP |
2.820 |
2.820 |
2.820 |
2.781 |
| S1 |
2.558 |
2.558 |
2.675 |
2.481 |
| S2 |
2.403 |
2.403 |
2.637 |
|
| S3 |
1.986 |
2.141 |
2.598 |
|
| S4 |
1.569 |
1.724 |
2.484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.082 |
2.485 |
0.597 |
23.6% |
0.135 |
5.3% |
7% |
False |
True |
97,690 |
| 10 |
3.153 |
2.485 |
0.668 |
26.4% |
0.129 |
5.1% |
6% |
False |
True |
75,406 |
| 20 |
3.278 |
2.485 |
0.793 |
31.4% |
0.108 |
4.3% |
5% |
False |
True |
52,704 |
| 40 |
3.741 |
2.485 |
1.256 |
49.7% |
0.108 |
4.3% |
3% |
False |
True |
47,267 |
| 60 |
4.070 |
2.485 |
1.585 |
62.7% |
0.104 |
4.1% |
3% |
False |
True |
37,791 |
| 80 |
4.281 |
2.485 |
1.796 |
71.0% |
0.100 |
4.0% |
2% |
False |
True |
32,529 |
| 100 |
4.516 |
2.485 |
2.031 |
80.3% |
0.100 |
4.0% |
2% |
False |
True |
28,018 |
| 120 |
4.710 |
2.485 |
2.225 |
88.0% |
0.098 |
3.9% |
2% |
False |
True |
24,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.267 |
|
2.618 |
3.024 |
|
1.618 |
2.875 |
|
1.000 |
2.783 |
|
0.618 |
2.726 |
|
HIGH |
2.634 |
|
0.618 |
2.577 |
|
0.500 |
2.560 |
|
0.382 |
2.542 |
|
LOW |
2.485 |
|
0.618 |
2.393 |
|
1.000 |
2.336 |
|
1.618 |
2.244 |
|
2.618 |
2.095 |
|
4.250 |
1.852 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.560 |
2.645 |
| PP |
2.549 |
2.606 |
| S1 |
2.539 |
2.567 |
|