NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.903 |
2.762 |
-0.141 |
-4.9% |
3.162 |
| High |
2.903 |
2.776 |
-0.127 |
-4.4% |
3.204 |
| Low |
2.826 |
2.645 |
-0.181 |
-6.4% |
2.826 |
| Close |
2.867 |
2.690 |
-0.177 |
-6.2% |
2.867 |
| Range |
0.077 |
0.131 |
0.054 |
70.1% |
0.378 |
| ATR |
0.103 |
0.111 |
0.009 |
8.3% |
0.000 |
| Volume |
31,600 |
24,851 |
-6,749 |
-21.4% |
134,325 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.097 |
3.024 |
2.762 |
|
| R3 |
2.966 |
2.893 |
2.726 |
|
| R2 |
2.835 |
2.835 |
2.714 |
|
| R1 |
2.762 |
2.762 |
2.702 |
2.733 |
| PP |
2.704 |
2.704 |
2.704 |
2.689 |
| S1 |
2.631 |
2.631 |
2.678 |
2.602 |
| S2 |
2.573 |
2.573 |
2.666 |
|
| S3 |
2.442 |
2.500 |
2.654 |
|
| S4 |
2.311 |
2.369 |
2.618 |
|
|
| 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 |
2.645 |
0.559 |
20.8% |
0.126 |
4.7% |
8% |
False |
True |
27,297 |
| 10 |
3.259 |
2.645 |
0.614 |
22.8% |
0.119 |
4.4% |
7% |
False |
True |
22,974 |
| 20 |
3.391 |
2.645 |
0.746 |
27.7% |
0.098 |
3.6% |
6% |
False |
True |
15,260 |
| 40 |
3.804 |
2.645 |
1.159 |
43.1% |
0.096 |
3.6% |
4% |
False |
True |
12,355 |
| 60 |
4.080 |
2.645 |
1.435 |
53.3% |
0.093 |
3.5% |
3% |
False |
True |
10,269 |
| 80 |
4.303 |
2.645 |
1.658 |
61.6% |
0.090 |
3.4% |
3% |
False |
True |
8,600 |
| 100 |
4.525 |
2.645 |
1.880 |
69.9% |
0.091 |
3.4% |
2% |
False |
True |
7,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.333 |
|
2.618 |
3.119 |
|
1.618 |
2.988 |
|
1.000 |
2.907 |
|
0.618 |
2.857 |
|
HIGH |
2.776 |
|
0.618 |
2.726 |
|
0.500 |
2.711 |
|
0.382 |
2.695 |
|
LOW |
2.645 |
|
0.618 |
2.564 |
|
1.000 |
2.514 |
|
1.618 |
2.433 |
|
2.618 |
2.302 |
|
4.250 |
2.088 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.711 |
2.797 |
| PP |
2.704 |
2.761 |
| S1 |
2.697 |
2.726 |
|