NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.471 |
2.777 |
0.306 |
12.4% |
2.749 |
| High |
2.820 |
2.851 |
0.031 |
1.1% |
2.749 |
| Low |
2.438 |
2.712 |
0.274 |
11.2% |
2.445 |
| Close |
2.719 |
2.754 |
0.035 |
1.3% |
2.525 |
| Range |
0.382 |
0.139 |
-0.243 |
-63.6% |
0.304 |
| ATR |
0.135 |
0.135 |
0.000 |
0.2% |
0.000 |
| Volume |
63,281 |
110,761 |
47,480 |
75.0% |
232,308 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.189 |
3.111 |
2.830 |
|
| R3 |
3.050 |
2.972 |
2.792 |
|
| R2 |
2.911 |
2.911 |
2.779 |
|
| R1 |
2.833 |
2.833 |
2.767 |
2.803 |
| PP |
2.772 |
2.772 |
2.772 |
2.757 |
| S1 |
2.694 |
2.694 |
2.741 |
2.664 |
| S2 |
2.633 |
2.633 |
2.729 |
|
| S3 |
2.494 |
2.555 |
2.716 |
|
| S4 |
2.355 |
2.416 |
2.678 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.485 |
3.309 |
2.692 |
|
| R3 |
3.181 |
3.005 |
2.609 |
|
| R2 |
2.877 |
2.877 |
2.581 |
|
| R1 |
2.701 |
2.701 |
2.553 |
2.637 |
| PP |
2.573 |
2.573 |
2.573 |
2.541 |
| S1 |
2.397 |
2.397 |
2.497 |
2.333 |
| S2 |
2.269 |
2.269 |
2.469 |
|
| S3 |
1.965 |
2.093 |
2.441 |
|
| S4 |
1.661 |
1.789 |
2.358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.851 |
2.438 |
0.413 |
15.0% |
0.175 |
6.4% |
77% |
True |
False |
71,532 |
| 10 |
3.147 |
2.438 |
0.709 |
25.7% |
0.156 |
5.7% |
45% |
False |
False |
62,405 |
| 20 |
3.306 |
2.438 |
0.868 |
31.5% |
0.128 |
4.6% |
36% |
False |
False |
45,383 |
| 40 |
3.765 |
2.438 |
1.327 |
48.2% |
0.111 |
4.0% |
24% |
False |
False |
37,277 |
| 60 |
4.052 |
2.438 |
1.614 |
58.6% |
0.107 |
3.9% |
20% |
False |
False |
32,305 |
| 80 |
4.206 |
2.438 |
1.768 |
64.2% |
0.103 |
3.7% |
18% |
False |
False |
28,808 |
| 100 |
4.500 |
2.438 |
2.062 |
74.9% |
0.101 |
3.7% |
15% |
False |
False |
25,607 |
| 120 |
4.508 |
2.438 |
2.070 |
75.2% |
0.099 |
3.6% |
15% |
False |
False |
22,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.442 |
|
2.618 |
3.215 |
|
1.618 |
3.076 |
|
1.000 |
2.990 |
|
0.618 |
2.937 |
|
HIGH |
2.851 |
|
0.618 |
2.798 |
|
0.500 |
2.782 |
|
0.382 |
2.765 |
|
LOW |
2.712 |
|
0.618 |
2.626 |
|
1.000 |
2.573 |
|
1.618 |
2.487 |
|
2.618 |
2.348 |
|
4.250 |
2.121 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.782 |
2.718 |
| PP |
2.772 |
2.681 |
| S1 |
2.763 |
2.645 |
|