NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.848 |
2.998 |
0.150 |
5.3% |
2.550 |
| High |
2.961 |
3.015 |
0.054 |
1.8% |
3.013 |
| Low |
2.804 |
2.838 |
0.034 |
1.2% |
2.527 |
| Close |
2.948 |
2.898 |
-0.050 |
-1.7% |
2.948 |
| Range |
0.157 |
0.177 |
0.020 |
12.7% |
0.486 |
| ATR |
0.141 |
0.144 |
0.003 |
1.8% |
0.000 |
| Volume |
46,693 |
37,446 |
-9,247 |
-19.8% |
244,099 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.448 |
3.350 |
2.995 |
|
| R3 |
3.271 |
3.173 |
2.947 |
|
| R2 |
3.094 |
3.094 |
2.930 |
|
| R1 |
2.996 |
2.996 |
2.914 |
2.957 |
| PP |
2.917 |
2.917 |
2.917 |
2.897 |
| S1 |
2.819 |
2.819 |
2.882 |
2.780 |
| S2 |
2.740 |
2.740 |
2.866 |
|
| S3 |
2.563 |
2.642 |
2.849 |
|
| S4 |
2.386 |
2.465 |
2.801 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.287 |
4.104 |
3.215 |
|
| R3 |
3.801 |
3.618 |
3.082 |
|
| R2 |
3.315 |
3.315 |
3.037 |
|
| R1 |
3.132 |
3.132 |
2.993 |
3.224 |
| PP |
2.829 |
2.829 |
2.829 |
2.875 |
| S1 |
2.646 |
2.646 |
2.903 |
2.738 |
| S2 |
2.343 |
2.343 |
2.859 |
|
| S3 |
1.857 |
2.160 |
2.814 |
|
| S4 |
1.371 |
1.674 |
2.681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.015 |
2.778 |
0.237 |
8.2% |
0.166 |
5.7% |
51% |
True |
False |
48,914 |
| 10 |
3.015 |
2.527 |
0.488 |
16.8% |
0.168 |
5.8% |
76% |
True |
False |
42,456 |
| 20 |
3.259 |
2.527 |
0.732 |
25.3% |
0.140 |
4.8% |
51% |
False |
False |
32,013 |
| 40 |
3.777 |
2.527 |
1.250 |
43.1% |
0.112 |
3.8% |
30% |
False |
False |
20,929 |
| 60 |
3.978 |
2.527 |
1.451 |
50.1% |
0.104 |
3.6% |
26% |
False |
False |
16,245 |
| 80 |
4.144 |
2.527 |
1.617 |
55.8% |
0.101 |
3.5% |
23% |
False |
False |
13,253 |
| 100 |
4.440 |
2.527 |
1.913 |
66.0% |
0.096 |
3.3% |
19% |
False |
False |
11,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.767 |
|
2.618 |
3.478 |
|
1.618 |
3.301 |
|
1.000 |
3.192 |
|
0.618 |
3.124 |
|
HIGH |
3.015 |
|
0.618 |
2.947 |
|
0.500 |
2.927 |
|
0.382 |
2.906 |
|
LOW |
2.838 |
|
0.618 |
2.729 |
|
1.000 |
2.661 |
|
1.618 |
2.552 |
|
2.618 |
2.375 |
|
4.250 |
2.086 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.927 |
2.898 |
| PP |
2.917 |
2.897 |
| S1 |
2.908 |
2.897 |
|