NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.060 |
3.069 |
0.009 |
0.3% |
3.223 |
| High |
3.152 |
3.210 |
0.058 |
1.8% |
3.306 |
| Low |
3.027 |
3.069 |
0.042 |
1.4% |
3.050 |
| Close |
3.084 |
3.185 |
0.101 |
3.3% |
3.079 |
| Range |
0.125 |
0.141 |
0.016 |
12.8% |
0.256 |
| ATR |
0.094 |
0.098 |
0.003 |
3.6% |
0.000 |
| Volume |
21,337 |
32,761 |
11,424 |
53.5% |
60,572 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.578 |
3.522 |
3.263 |
|
| R3 |
3.437 |
3.381 |
3.224 |
|
| R2 |
3.296 |
3.296 |
3.211 |
|
| R1 |
3.240 |
3.240 |
3.198 |
3.268 |
| PP |
3.155 |
3.155 |
3.155 |
3.169 |
| S1 |
3.099 |
3.099 |
3.172 |
3.127 |
| S2 |
3.014 |
3.014 |
3.159 |
|
| S3 |
2.873 |
2.958 |
3.146 |
|
| S4 |
2.732 |
2.817 |
3.107 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.913 |
3.752 |
3.220 |
|
| R3 |
3.657 |
3.496 |
3.149 |
|
| R2 |
3.401 |
3.401 |
3.126 |
|
| R1 |
3.240 |
3.240 |
3.102 |
3.193 |
| PP |
3.145 |
3.145 |
3.145 |
3.121 |
| S1 |
2.984 |
2.984 |
3.056 |
2.937 |
| S2 |
2.889 |
2.889 |
3.032 |
|
| S3 |
2.633 |
2.728 |
3.009 |
|
| S4 |
2.377 |
2.472 |
2.938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.265 |
3.027 |
0.238 |
7.5% |
0.107 |
3.4% |
66% |
False |
False |
20,864 |
| 10 |
3.340 |
3.027 |
0.313 |
9.8% |
0.094 |
2.9% |
50% |
False |
False |
23,027 |
| 20 |
3.616 |
3.027 |
0.589 |
18.5% |
0.090 |
2.8% |
27% |
False |
False |
28,366 |
| 40 |
3.871 |
3.027 |
0.844 |
26.5% |
0.097 |
3.0% |
19% |
False |
False |
25,677 |
| 60 |
4.092 |
3.027 |
1.065 |
33.4% |
0.096 |
3.0% |
15% |
False |
False |
23,677 |
| 80 |
4.414 |
3.027 |
1.387 |
43.5% |
0.093 |
2.9% |
11% |
False |
False |
21,292 |
| 100 |
4.507 |
3.027 |
1.480 |
46.5% |
0.093 |
2.9% |
11% |
False |
False |
19,169 |
| 120 |
4.817 |
3.027 |
1.790 |
56.2% |
0.092 |
2.9% |
9% |
False |
False |
17,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.809 |
|
2.618 |
3.579 |
|
1.618 |
3.438 |
|
1.000 |
3.351 |
|
0.618 |
3.297 |
|
HIGH |
3.210 |
|
0.618 |
3.156 |
|
0.500 |
3.140 |
|
0.382 |
3.123 |
|
LOW |
3.069 |
|
0.618 |
2.982 |
|
1.000 |
2.928 |
|
1.618 |
2.841 |
|
2.618 |
2.700 |
|
4.250 |
2.470 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.170 |
3.163 |
| PP |
3.155 |
3.141 |
| S1 |
3.140 |
3.119 |
|