NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.810 |
2.689 |
-0.121 |
-4.3% |
2.330 |
| High |
2.844 |
2.689 |
-0.155 |
-5.5% |
2.838 |
| Low |
2.640 |
2.453 |
-0.187 |
-7.1% |
2.289 |
| Close |
2.713 |
2.503 |
-0.210 |
-7.7% |
2.756 |
| Range |
0.204 |
0.236 |
0.032 |
15.7% |
0.549 |
| ATR |
0.158 |
0.165 |
0.007 |
4.6% |
0.000 |
| Volume |
148,200 |
192,438 |
44,238 |
29.9% |
931,680 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.256 |
3.116 |
2.633 |
|
| R3 |
3.020 |
2.880 |
2.568 |
|
| R2 |
2.784 |
2.784 |
2.546 |
|
| R1 |
2.644 |
2.644 |
2.525 |
2.596 |
| PP |
2.548 |
2.548 |
2.548 |
2.525 |
| S1 |
2.408 |
2.408 |
2.481 |
2.360 |
| S2 |
2.312 |
2.312 |
2.460 |
|
| S3 |
2.076 |
2.172 |
2.438 |
|
| S4 |
1.840 |
1.936 |
2.373 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.275 |
4.064 |
3.058 |
|
| R3 |
3.726 |
3.515 |
2.907 |
|
| R2 |
3.177 |
3.177 |
2.857 |
|
| R1 |
2.966 |
2.966 |
2.806 |
3.072 |
| PP |
2.628 |
2.628 |
2.628 |
2.680 |
| S1 |
2.417 |
2.417 |
2.706 |
2.523 |
| S2 |
2.079 |
2.079 |
2.655 |
|
| S3 |
1.530 |
1.868 |
2.605 |
|
| S4 |
0.981 |
1.319 |
2.454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.844 |
2.453 |
0.391 |
15.6% |
0.213 |
8.5% |
13% |
False |
True |
189,056 |
| 10 |
2.844 |
2.289 |
0.555 |
22.2% |
0.197 |
7.9% |
39% |
False |
False |
152,411 |
| 20 |
3.153 |
2.289 |
0.864 |
34.5% |
0.163 |
6.5% |
25% |
False |
False |
113,909 |
| 40 |
3.694 |
2.289 |
1.405 |
56.1% |
0.127 |
5.1% |
15% |
False |
False |
78,232 |
| 60 |
3.954 |
2.289 |
1.665 |
66.5% |
0.120 |
4.8% |
13% |
False |
False |
60,518 |
| 80 |
4.114 |
2.289 |
1.825 |
72.9% |
0.115 |
4.6% |
12% |
False |
False |
49,867 |
| 100 |
4.450 |
2.289 |
2.161 |
86.3% |
0.108 |
4.3% |
10% |
False |
False |
42,449 |
| 120 |
4.558 |
2.289 |
2.269 |
90.7% |
0.107 |
4.3% |
9% |
False |
False |
36,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.692 |
|
2.618 |
3.307 |
|
1.618 |
3.071 |
|
1.000 |
2.925 |
|
0.618 |
2.835 |
|
HIGH |
2.689 |
|
0.618 |
2.599 |
|
0.500 |
2.571 |
|
0.382 |
2.543 |
|
LOW |
2.453 |
|
0.618 |
2.307 |
|
1.000 |
2.217 |
|
1.618 |
2.071 |
|
2.618 |
1.835 |
|
4.250 |
1.450 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.571 |
2.649 |
| PP |
2.548 |
2.600 |
| S1 |
2.526 |
2.552 |
|