NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
2.940 |
2.903 |
-0.037 |
-1.3% |
3.162 |
High |
2.949 |
2.903 |
-0.046 |
-1.6% |
3.204 |
Low |
2.849 |
2.826 |
-0.023 |
-0.8% |
2.826 |
Close |
2.896 |
2.867 |
-0.029 |
-1.0% |
2.867 |
Range |
0.100 |
0.077 |
-0.023 |
-23.0% |
0.378 |
ATR |
0.105 |
0.103 |
-0.002 |
-1.9% |
0.000 |
Volume |
27,477 |
31,600 |
4,123 |
15.0% |
134,325 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.096 |
3.059 |
2.909 |
|
R3 |
3.019 |
2.982 |
2.888 |
|
R2 |
2.942 |
2.942 |
2.881 |
|
R1 |
2.905 |
2.905 |
2.874 |
2.885 |
PP |
2.865 |
2.865 |
2.865 |
2.856 |
S1 |
2.828 |
2.828 |
2.860 |
2.808 |
S2 |
2.788 |
2.788 |
2.853 |
|
S3 |
2.711 |
2.751 |
2.846 |
|
S4 |
2.634 |
2.674 |
2.825 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.100 |
3.861 |
3.075 |
|
R3 |
3.722 |
3.483 |
2.971 |
|
R2 |
3.344 |
3.344 |
2.936 |
|
R1 |
3.105 |
3.105 |
2.902 |
3.036 |
PP |
2.966 |
2.966 |
2.966 |
2.931 |
S1 |
2.727 |
2.727 |
2.832 |
2.658 |
S2 |
2.588 |
2.588 |
2.798 |
|
S3 |
2.210 |
2.349 |
2.763 |
|
S4 |
1.832 |
1.971 |
2.659 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.204 |
2.826 |
0.378 |
13.2% |
0.109 |
3.8% |
11% |
False |
True |
26,865 |
10 |
3.259 |
2.826 |
0.433 |
15.1% |
0.113 |
3.9% |
9% |
False |
True |
21,571 |
20 |
3.391 |
2.826 |
0.565 |
19.7% |
0.095 |
3.3% |
7% |
False |
True |
14,750 |
40 |
3.804 |
2.826 |
0.978 |
34.1% |
0.095 |
3.3% |
4% |
False |
True |
11,897 |
60 |
4.080 |
2.826 |
1.254 |
43.7% |
0.092 |
3.2% |
3% |
False |
True |
9,911 |
80 |
4.303 |
2.826 |
1.477 |
51.5% |
0.089 |
3.1% |
3% |
False |
True |
8,322 |
100 |
4.525 |
2.826 |
1.699 |
59.3% |
0.090 |
3.2% |
2% |
False |
True |
6,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.230 |
2.618 |
3.105 |
1.618 |
3.028 |
1.000 |
2.980 |
0.618 |
2.951 |
HIGH |
2.903 |
0.618 |
2.874 |
0.500 |
2.865 |
0.382 |
2.855 |
LOW |
2.826 |
0.618 |
2.778 |
1.000 |
2.749 |
1.618 |
2.701 |
2.618 |
2.624 |
4.250 |
2.499 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
2.866 |
2.960 |
PP |
2.865 |
2.929 |
S1 |
2.865 |
2.898 |
|