NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.522 |
2.522 |
0.000 |
0.0% |
3.048 |
| High |
2.577 |
2.528 |
-0.049 |
-1.9% |
3.082 |
| Low |
2.490 |
2.338 |
-0.152 |
-6.1% |
2.665 |
| Close |
2.516 |
2.363 |
-0.153 |
-6.1% |
2.713 |
| Range |
0.087 |
0.190 |
0.103 |
118.4% |
0.417 |
| ATR |
0.118 |
0.123 |
0.005 |
4.3% |
0.000 |
| Volume |
69,968 |
96,696 |
26,728 |
38.2% |
438,413 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.980 |
2.861 |
2.468 |
|
| R3 |
2.790 |
2.671 |
2.415 |
|
| R2 |
2.600 |
2.600 |
2.398 |
|
| R1 |
2.481 |
2.481 |
2.380 |
2.446 |
| PP |
2.410 |
2.410 |
2.410 |
2.392 |
| S1 |
2.291 |
2.291 |
2.346 |
2.256 |
| S2 |
2.220 |
2.220 |
2.328 |
|
| S3 |
2.030 |
2.101 |
2.311 |
|
| S4 |
1.840 |
1.911 |
2.259 |
|
|
| 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 |
2.804 |
2.338 |
0.466 |
19.7% |
0.123 |
5.2% |
5% |
False |
True |
99,781 |
| 10 |
3.153 |
2.338 |
0.815 |
34.5% |
0.129 |
5.5% |
3% |
False |
True |
85,108 |
| 20 |
3.278 |
2.338 |
0.940 |
39.8% |
0.114 |
4.8% |
3% |
False |
True |
57,457 |
| 40 |
3.741 |
2.338 |
1.403 |
59.4% |
0.109 |
4.6% |
2% |
False |
True |
50,319 |
| 60 |
4.070 |
2.338 |
1.732 |
73.3% |
0.106 |
4.5% |
1% |
False |
True |
40,009 |
| 80 |
4.281 |
2.338 |
1.943 |
82.2% |
0.102 |
4.3% |
1% |
False |
True |
34,266 |
| 100 |
4.516 |
2.338 |
2.178 |
92.2% |
0.101 |
4.3% |
1% |
False |
True |
29,545 |
| 120 |
4.602 |
2.338 |
2.264 |
95.8% |
0.099 |
4.2% |
1% |
False |
True |
25,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.336 |
|
2.618 |
3.025 |
|
1.618 |
2.835 |
|
1.000 |
2.718 |
|
0.618 |
2.645 |
|
HIGH |
2.528 |
|
0.618 |
2.455 |
|
0.500 |
2.433 |
|
0.382 |
2.411 |
|
LOW |
2.338 |
|
0.618 |
2.221 |
|
1.000 |
2.148 |
|
1.618 |
2.031 |
|
2.618 |
1.841 |
|
4.250 |
1.531 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.433 |
2.486 |
| PP |
2.410 |
2.445 |
| S1 |
2.386 |
2.404 |
|