NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.899 |
2.769 |
-0.130 |
-4.5% |
2.471 |
| High |
2.940 |
2.886 |
-0.054 |
-1.8% |
2.940 |
| Low |
2.700 |
2.726 |
0.026 |
1.0% |
2.438 |
| Close |
2.772 |
2.869 |
0.097 |
3.5% |
2.869 |
| Range |
0.240 |
0.160 |
-0.080 |
-33.3% |
0.502 |
| ATR |
0.144 |
0.146 |
0.001 |
0.8% |
0.000 |
| Volume |
117,993 |
89,330 |
-28,663 |
-24.3% |
469,948 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.307 |
3.248 |
2.957 |
|
| R3 |
3.147 |
3.088 |
2.913 |
|
| R2 |
2.987 |
2.987 |
2.898 |
|
| R1 |
2.928 |
2.928 |
2.884 |
2.958 |
| PP |
2.827 |
2.827 |
2.827 |
2.842 |
| S1 |
2.768 |
2.768 |
2.854 |
2.798 |
| S2 |
2.667 |
2.667 |
2.840 |
|
| S3 |
2.507 |
2.608 |
2.825 |
|
| S4 |
2.347 |
2.448 |
2.781 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.255 |
4.064 |
3.145 |
|
| R3 |
3.753 |
3.562 |
3.007 |
|
| R2 |
3.251 |
3.251 |
2.961 |
|
| R1 |
3.060 |
3.060 |
2.915 |
3.156 |
| PP |
2.749 |
2.749 |
2.749 |
2.797 |
| S1 |
2.558 |
2.558 |
2.823 |
2.654 |
| S2 |
2.247 |
2.247 |
2.777 |
|
| S3 |
1.745 |
2.056 |
2.731 |
|
| S4 |
1.243 |
1.554 |
2.593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.940 |
2.438 |
0.502 |
17.5% |
0.211 |
7.4% |
86% |
False |
False |
93,989 |
| 10 |
2.940 |
2.438 |
0.502 |
17.5% |
0.166 |
5.8% |
86% |
False |
False |
76,983 |
| 20 |
3.231 |
2.438 |
0.793 |
27.6% |
0.144 |
5.0% |
54% |
False |
False |
57,638 |
| 40 |
3.740 |
2.438 |
1.302 |
45.4% |
0.115 |
4.0% |
33% |
False |
False |
43,589 |
| 60 |
4.035 |
2.438 |
1.597 |
55.7% |
0.111 |
3.9% |
27% |
False |
False |
36,049 |
| 80 |
4.117 |
2.438 |
1.679 |
58.5% |
0.106 |
3.7% |
26% |
False |
False |
31,917 |
| 100 |
4.414 |
2.438 |
1.976 |
68.9% |
0.101 |
3.5% |
22% |
False |
False |
28,194 |
| 120 |
4.508 |
2.438 |
2.070 |
72.2% |
0.101 |
3.5% |
21% |
False |
False |
25,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.566 |
|
2.618 |
3.305 |
|
1.618 |
3.145 |
|
1.000 |
3.046 |
|
0.618 |
2.985 |
|
HIGH |
2.886 |
|
0.618 |
2.825 |
|
0.500 |
2.806 |
|
0.382 |
2.787 |
|
LOW |
2.726 |
|
0.618 |
2.627 |
|
1.000 |
2.566 |
|
1.618 |
2.467 |
|
2.618 |
2.307 |
|
4.250 |
2.046 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.848 |
2.853 |
| PP |
2.827 |
2.836 |
| S1 |
2.806 |
2.820 |
|