NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.522 |
2.349 |
-0.173 |
-6.9% |
2.628 |
| High |
2.528 |
2.416 |
-0.112 |
-4.4% |
2.634 |
| Low |
2.338 |
2.330 |
-0.008 |
-0.3% |
2.330 |
| Close |
2.363 |
2.377 |
0.014 |
0.6% |
2.377 |
| Range |
0.190 |
0.086 |
-0.104 |
-54.7% |
0.304 |
| ATR |
0.123 |
0.121 |
-0.003 |
-2.2% |
0.000 |
| Volume |
96,696 |
85,131 |
-11,565 |
-12.0% |
363,341 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.632 |
2.591 |
2.424 |
|
| R3 |
2.546 |
2.505 |
2.401 |
|
| R2 |
2.460 |
2.460 |
2.393 |
|
| R1 |
2.419 |
2.419 |
2.385 |
2.440 |
| PP |
2.374 |
2.374 |
2.374 |
2.385 |
| S1 |
2.333 |
2.333 |
2.369 |
2.354 |
| S2 |
2.288 |
2.288 |
2.361 |
|
| S3 |
2.202 |
2.247 |
2.353 |
|
| S4 |
2.116 |
2.161 |
2.330 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.359 |
3.172 |
2.544 |
|
| R3 |
3.055 |
2.868 |
2.461 |
|
| R2 |
2.751 |
2.751 |
2.433 |
|
| R1 |
2.564 |
2.564 |
2.405 |
2.506 |
| PP |
2.447 |
2.447 |
2.447 |
2.418 |
| S1 |
2.260 |
2.260 |
2.349 |
2.202 |
| S2 |
2.143 |
2.143 |
2.321 |
|
| S3 |
1.839 |
1.956 |
2.293 |
|
| S4 |
1.535 |
1.652 |
2.210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.748 |
2.330 |
0.418 |
17.6% |
0.119 |
5.0% |
11% |
False |
True |
93,962 |
| 10 |
3.113 |
2.330 |
0.783 |
32.9% |
0.121 |
5.1% |
6% |
False |
True |
87,398 |
| 20 |
3.278 |
2.330 |
0.948 |
39.9% |
0.115 |
4.9% |
5% |
False |
True |
60,363 |
| 40 |
3.741 |
2.330 |
1.411 |
59.4% |
0.109 |
4.6% |
3% |
False |
True |
51,776 |
| 60 |
4.070 |
2.330 |
1.740 |
73.2% |
0.106 |
4.4% |
3% |
False |
True |
41,253 |
| 80 |
4.281 |
2.330 |
1.951 |
82.1% |
0.102 |
4.3% |
2% |
False |
True |
35,216 |
| 100 |
4.516 |
2.330 |
2.186 |
92.0% |
0.101 |
4.2% |
2% |
False |
True |
30,337 |
| 120 |
4.602 |
2.330 |
2.272 |
95.6% |
0.099 |
4.2% |
2% |
False |
True |
26,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.782 |
|
2.618 |
2.641 |
|
1.618 |
2.555 |
|
1.000 |
2.502 |
|
0.618 |
2.469 |
|
HIGH |
2.416 |
|
0.618 |
2.383 |
|
0.500 |
2.373 |
|
0.382 |
2.363 |
|
LOW |
2.330 |
|
0.618 |
2.277 |
|
1.000 |
2.244 |
|
1.618 |
2.191 |
|
2.618 |
2.105 |
|
4.250 |
1.965 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.376 |
2.454 |
| PP |
2.374 |
2.428 |
| S1 |
2.373 |
2.403 |
|