NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.111 |
3.110 |
-0.001 |
0.0% |
3.060 |
| High |
3.125 |
3.147 |
0.022 |
0.7% |
3.210 |
| Low |
3.083 |
3.006 |
-0.077 |
-2.5% |
3.027 |
| Close |
3.115 |
3.042 |
-0.073 |
-2.3% |
3.154 |
| Range |
0.042 |
0.141 |
0.099 |
235.7% |
0.183 |
| ATR |
0.100 |
0.103 |
0.003 |
2.9% |
0.000 |
| Volume |
41,947 |
42,647 |
700 |
1.7% |
149,383 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.488 |
3.406 |
3.120 |
|
| R3 |
3.347 |
3.265 |
3.081 |
|
| R2 |
3.206 |
3.206 |
3.068 |
|
| R1 |
3.124 |
3.124 |
3.055 |
3.095 |
| PP |
3.065 |
3.065 |
3.065 |
3.050 |
| S1 |
2.983 |
2.983 |
3.029 |
2.954 |
| S2 |
2.924 |
2.924 |
3.016 |
|
| S3 |
2.783 |
2.842 |
3.003 |
|
| S4 |
2.642 |
2.701 |
2.964 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.679 |
3.600 |
3.255 |
|
| R3 |
3.496 |
3.417 |
3.204 |
|
| R2 |
3.313 |
3.313 |
3.188 |
|
| R1 |
3.234 |
3.234 |
3.171 |
3.274 |
| PP |
3.130 |
3.130 |
3.130 |
3.150 |
| S1 |
3.051 |
3.051 |
3.137 |
3.091 |
| S2 |
2.947 |
2.947 |
3.120 |
|
| S3 |
2.764 |
2.868 |
3.104 |
|
| S4 |
2.581 |
2.685 |
3.053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.210 |
3.006 |
0.204 |
6.7% |
0.119 |
3.9% |
18% |
False |
True |
42,528 |
| 10 |
3.306 |
3.006 |
0.300 |
9.9% |
0.108 |
3.5% |
12% |
False |
True |
29,454 |
| 20 |
3.402 |
3.006 |
0.396 |
13.0% |
0.093 |
3.1% |
9% |
False |
True |
30,247 |
| 40 |
3.765 |
3.006 |
0.759 |
25.0% |
0.098 |
3.2% |
5% |
False |
True |
28,327 |
| 60 |
4.092 |
3.006 |
1.086 |
35.7% |
0.099 |
3.2% |
3% |
False |
True |
25,518 |
| 80 |
4.315 |
3.006 |
1.309 |
43.0% |
0.093 |
3.1% |
3% |
False |
True |
22,921 |
| 100 |
4.500 |
3.006 |
1.494 |
49.1% |
0.095 |
3.1% |
2% |
False |
True |
20,521 |
| 120 |
4.753 |
3.006 |
1.747 |
57.4% |
0.093 |
3.1% |
2% |
False |
True |
18,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.746 |
|
2.618 |
3.516 |
|
1.618 |
3.375 |
|
1.000 |
3.288 |
|
0.618 |
3.234 |
|
HIGH |
3.147 |
|
0.618 |
3.093 |
|
0.500 |
3.077 |
|
0.382 |
3.060 |
|
LOW |
3.006 |
|
0.618 |
2.919 |
|
1.000 |
2.865 |
|
1.618 |
2.778 |
|
2.618 |
2.637 |
|
4.250 |
2.407 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.077 |
3.088 |
| PP |
3.065 |
3.072 |
| S1 |
3.054 |
3.057 |
|