NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.550 |
2.870 |
0.320 |
12.5% |
2.762 |
| High |
2.911 |
2.950 |
0.039 |
1.3% |
2.776 |
| Low |
2.527 |
2.810 |
0.283 |
11.2% |
2.537 |
| Close |
2.812 |
2.848 |
0.036 |
1.3% |
2.612 |
| Range |
0.384 |
0.140 |
-0.244 |
-63.5% |
0.239 |
| ATR |
0.131 |
0.131 |
0.001 |
0.5% |
0.000 |
| Volume |
36,971 |
55,599 |
18,628 |
50.4% |
143,020 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.289 |
3.209 |
2.925 |
|
| R3 |
3.149 |
3.069 |
2.887 |
|
| R2 |
3.009 |
3.009 |
2.874 |
|
| R1 |
2.929 |
2.929 |
2.861 |
2.899 |
| PP |
2.869 |
2.869 |
2.869 |
2.855 |
| S1 |
2.789 |
2.789 |
2.835 |
2.759 |
| S2 |
2.729 |
2.729 |
2.822 |
|
| S3 |
2.589 |
2.649 |
2.810 |
|
| S4 |
2.449 |
2.509 |
2.771 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.359 |
3.224 |
2.743 |
|
| R3 |
3.120 |
2.985 |
2.678 |
|
| R2 |
2.881 |
2.881 |
2.656 |
|
| R1 |
2.746 |
2.746 |
2.634 |
2.694 |
| PP |
2.642 |
2.642 |
2.642 |
2.616 |
| S1 |
2.507 |
2.507 |
2.590 |
2.455 |
| S2 |
2.403 |
2.403 |
2.568 |
|
| S3 |
2.164 |
2.268 |
2.546 |
|
| S4 |
1.925 |
2.029 |
2.481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.950 |
2.527 |
0.423 |
14.9% |
0.172 |
6.0% |
76% |
True |
False |
42,147 |
| 10 |
3.204 |
2.527 |
0.677 |
23.8% |
0.149 |
5.2% |
47% |
False |
False |
34,722 |
| 20 |
3.352 |
2.527 |
0.825 |
29.0% |
0.121 |
4.3% |
39% |
False |
False |
23,724 |
| 40 |
3.804 |
2.527 |
1.277 |
44.8% |
0.104 |
3.6% |
25% |
False |
False |
16,786 |
| 60 |
4.080 |
2.527 |
1.553 |
54.5% |
0.101 |
3.5% |
21% |
False |
False |
13,468 |
| 80 |
4.239 |
2.527 |
1.712 |
60.1% |
0.097 |
3.4% |
19% |
False |
False |
11,054 |
| 100 |
4.525 |
2.527 |
1.998 |
70.2% |
0.095 |
3.3% |
16% |
False |
False |
9,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.545 |
|
2.618 |
3.317 |
|
1.618 |
3.177 |
|
1.000 |
3.090 |
|
0.618 |
3.037 |
|
HIGH |
2.950 |
|
0.618 |
2.897 |
|
0.500 |
2.880 |
|
0.382 |
2.863 |
|
LOW |
2.810 |
|
0.618 |
2.723 |
|
1.000 |
2.670 |
|
1.618 |
2.583 |
|
2.618 |
2.443 |
|
4.250 |
2.215 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.880 |
2.812 |
| PP |
2.869 |
2.775 |
| S1 |
2.859 |
2.739 |
|