NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.831 |
2.749 |
-0.082 |
-2.9% |
3.111 |
| High |
2.834 |
2.749 |
-0.085 |
-3.0% |
3.147 |
| Low |
2.756 |
2.575 |
-0.181 |
-6.6% |
2.756 |
| Close |
2.797 |
2.617 |
-0.180 |
-6.4% |
2.797 |
| Range |
0.078 |
0.174 |
0.096 |
123.1% |
0.391 |
| ATR |
0.107 |
0.115 |
0.008 |
7.7% |
0.000 |
| Volume |
67,582 |
48,690 |
-18,892 |
-28.0% |
259,653 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.169 |
3.067 |
2.713 |
|
| R3 |
2.995 |
2.893 |
2.665 |
|
| R2 |
2.821 |
2.821 |
2.649 |
|
| R1 |
2.719 |
2.719 |
2.633 |
2.683 |
| PP |
2.647 |
2.647 |
2.647 |
2.629 |
| S1 |
2.545 |
2.545 |
2.601 |
2.509 |
| S2 |
2.473 |
2.473 |
2.585 |
|
| S3 |
2.299 |
2.371 |
2.569 |
|
| S4 |
2.125 |
2.197 |
2.521 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.073 |
3.826 |
3.012 |
|
| R3 |
3.682 |
3.435 |
2.905 |
|
| R2 |
3.291 |
3.291 |
2.869 |
|
| R1 |
3.044 |
3.044 |
2.833 |
2.972 |
| PP |
2.900 |
2.900 |
2.900 |
2.864 |
| S1 |
2.653 |
2.653 |
2.761 |
2.581 |
| S2 |
2.509 |
2.509 |
2.725 |
|
| S3 |
2.118 |
2.262 |
2.689 |
|
| S4 |
1.727 |
1.871 |
2.582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.147 |
2.575 |
0.572 |
21.9% |
0.136 |
5.2% |
7% |
False |
True |
53,279 |
| 10 |
3.210 |
2.575 |
0.635 |
24.3% |
0.126 |
4.8% |
7% |
False |
True |
45,772 |
| 20 |
3.340 |
2.575 |
0.765 |
29.2% |
0.104 |
4.0% |
5% |
False |
True |
34,391 |
| 40 |
3.765 |
2.575 |
1.190 |
45.5% |
0.104 |
4.0% |
4% |
False |
True |
31,573 |
| 60 |
4.052 |
2.575 |
1.477 |
56.4% |
0.100 |
3.8% |
3% |
False |
True |
27,839 |
| 80 |
4.270 |
2.575 |
1.695 |
64.8% |
0.097 |
3.7% |
2% |
False |
True |
25,115 |
| 100 |
4.500 |
2.575 |
1.925 |
73.6% |
0.097 |
3.7% |
2% |
False |
True |
22,476 |
| 120 |
4.627 |
2.575 |
2.052 |
78.4% |
0.095 |
3.6% |
2% |
False |
True |
20,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.489 |
|
2.618 |
3.205 |
|
1.618 |
3.031 |
|
1.000 |
2.923 |
|
0.618 |
2.857 |
|
HIGH |
2.749 |
|
0.618 |
2.683 |
|
0.500 |
2.662 |
|
0.382 |
2.641 |
|
LOW |
2.575 |
|
0.618 |
2.467 |
|
1.000 |
2.401 |
|
1.618 |
2.293 |
|
2.618 |
2.119 |
|
4.250 |
1.836 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.662 |
2.731 |
| PP |
2.647 |
2.693 |
| S1 |
2.632 |
2.655 |
|