NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.148 |
3.093 |
-0.055 |
-1.7% |
3.113 |
| High |
3.204 |
3.094 |
-0.110 |
-3.4% |
3.259 |
| Low |
3.065 |
2.909 |
-0.156 |
-5.1% |
3.078 |
| Close |
3.103 |
2.949 |
-0.154 |
-5.0% |
3.208 |
| Range |
0.139 |
0.185 |
0.046 |
33.1% |
0.181 |
| ATR |
0.098 |
0.105 |
0.007 |
7.0% |
0.000 |
| Volume |
22,454 |
30,106 |
7,652 |
34.1% |
70,570 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.539 |
3.429 |
3.051 |
|
| R3 |
3.354 |
3.244 |
3.000 |
|
| R2 |
3.169 |
3.169 |
2.983 |
|
| R1 |
3.059 |
3.059 |
2.966 |
3.022 |
| PP |
2.984 |
2.984 |
2.984 |
2.965 |
| S1 |
2.874 |
2.874 |
2.932 |
2.837 |
| S2 |
2.799 |
2.799 |
2.915 |
|
| S3 |
2.614 |
2.689 |
2.898 |
|
| S4 |
2.429 |
2.504 |
2.847 |
|
|
| 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 |
3.256 |
2.909 |
0.347 |
11.8% |
0.125 |
4.2% |
12% |
False |
True |
24,371 |
| 10 |
3.312 |
2.909 |
0.403 |
13.7% |
0.113 |
3.8% |
10% |
False |
True |
16,482 |
| 20 |
3.444 |
2.909 |
0.535 |
18.1% |
0.095 |
3.2% |
7% |
False |
True |
12,819 |
| 40 |
3.804 |
2.909 |
0.895 |
30.3% |
0.093 |
3.2% |
4% |
False |
True |
10,878 |
| 60 |
4.121 |
2.909 |
1.212 |
41.1% |
0.093 |
3.1% |
3% |
False |
True |
9,116 |
| 80 |
4.342 |
2.909 |
1.433 |
48.6% |
0.088 |
3.0% |
3% |
False |
True |
7,614 |
| 100 |
4.525 |
2.909 |
1.616 |
54.8% |
0.090 |
3.0% |
2% |
False |
True |
6,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.880 |
|
2.618 |
3.578 |
|
1.618 |
3.393 |
|
1.000 |
3.279 |
|
0.618 |
3.208 |
|
HIGH |
3.094 |
|
0.618 |
3.023 |
|
0.500 |
3.002 |
|
0.382 |
2.980 |
|
LOW |
2.909 |
|
0.618 |
2.795 |
|
1.000 |
2.724 |
|
1.618 |
2.610 |
|
2.618 |
2.425 |
|
4.250 |
2.123 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.002 |
3.057 |
| PP |
2.984 |
3.021 |
| S1 |
2.967 |
2.985 |
|