NYMEX Natural Gas Future May 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 |
3.162 |
3.148 |
-0.014 |
-0.4% |
3.113 |
| High |
3.181 |
3.204 |
0.023 |
0.7% |
3.259 |
| Low |
3.138 |
3.065 |
-0.073 |
-2.3% |
3.078 |
| Close |
3.172 |
3.103 |
-0.069 |
-2.2% |
3.208 |
| Range |
0.043 |
0.139 |
0.096 |
223.3% |
0.181 |
| ATR |
0.095 |
0.098 |
0.003 |
3.3% |
0.000 |
| Volume |
22,688 |
22,454 |
-234 |
-1.0% |
70,570 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.541 |
3.461 |
3.179 |
|
| R3 |
3.402 |
3.322 |
3.141 |
|
| R2 |
3.263 |
3.263 |
3.128 |
|
| R1 |
3.183 |
3.183 |
3.116 |
3.154 |
| PP |
3.124 |
3.124 |
3.124 |
3.109 |
| S1 |
3.044 |
3.044 |
3.090 |
3.015 |
| S2 |
2.985 |
2.985 |
3.078 |
|
| S3 |
2.846 |
2.905 |
3.065 |
|
| S4 |
2.707 |
2.766 |
3.027 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.647 |
3.308 |
|
| R3 |
3.544 |
3.466 |
3.258 |
|
| R2 |
3.363 |
3.363 |
3.241 |
|
| R1 |
3.285 |
3.285 |
3.225 |
3.324 |
| PP |
3.182 |
3.182 |
3.182 |
3.201 |
| S1 |
3.104 |
3.104 |
3.191 |
3.143 |
| S2 |
3.001 |
3.001 |
3.175 |
|
| S3 |
2.820 |
2.923 |
3.158 |
|
| S4 |
2.639 |
2.742 |
3.108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.259 |
3.065 |
0.194 |
6.3% |
0.115 |
3.7% |
20% |
False |
True |
21,150 |
| 10 |
3.352 |
3.065 |
0.287 |
9.2% |
0.102 |
3.3% |
13% |
False |
True |
13,935 |
| 20 |
3.444 |
3.065 |
0.379 |
12.2% |
0.088 |
2.8% |
10% |
False |
True |
12,043 |
| 40 |
3.804 |
3.065 |
0.739 |
23.8% |
0.090 |
2.9% |
5% |
False |
True |
10,290 |
| 60 |
4.121 |
3.065 |
1.056 |
34.0% |
0.092 |
3.0% |
4% |
False |
True |
8,657 |
| 80 |
4.342 |
3.065 |
1.277 |
41.2% |
0.087 |
2.8% |
3% |
False |
True |
7,274 |
| 100 |
4.525 |
3.065 |
1.460 |
47.1% |
0.089 |
2.9% |
3% |
False |
True |
6,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.795 |
|
2.618 |
3.568 |
|
1.618 |
3.429 |
|
1.000 |
3.343 |
|
0.618 |
3.290 |
|
HIGH |
3.204 |
|
0.618 |
3.151 |
|
0.500 |
3.135 |
|
0.382 |
3.118 |
|
LOW |
3.065 |
|
0.618 |
2.979 |
|
1.000 |
2.926 |
|
1.618 |
2.840 |
|
2.618 |
2.701 |
|
4.250 |
2.474 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.135 |
3.143 |
| PP |
3.124 |
3.129 |
| S1 |
3.114 |
3.116 |
|