NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.200 |
3.181 |
-0.019 |
-0.6% |
3.321 |
| High |
3.220 |
3.244 |
0.024 |
0.7% |
3.398 |
| Low |
3.150 |
3.129 |
-0.021 |
-0.7% |
3.150 |
| Close |
3.182 |
3.189 |
0.007 |
0.2% |
3.182 |
| Range |
0.070 |
0.115 |
0.045 |
64.3% |
0.248 |
| ATR |
0.085 |
0.087 |
0.002 |
2.6% |
0.000 |
| Volume |
4,713 |
4,093 |
-620 |
-13.2% |
13,867 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.532 |
3.476 |
3.252 |
|
| R3 |
3.417 |
3.361 |
3.221 |
|
| R2 |
3.302 |
3.302 |
3.210 |
|
| R1 |
3.246 |
3.246 |
3.200 |
3.274 |
| PP |
3.187 |
3.187 |
3.187 |
3.202 |
| S1 |
3.131 |
3.131 |
3.178 |
3.159 |
| S2 |
3.072 |
3.072 |
3.168 |
|
| S3 |
2.957 |
3.016 |
3.157 |
|
| S4 |
2.842 |
2.901 |
3.126 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.987 |
3.833 |
3.318 |
|
| R3 |
3.739 |
3.585 |
3.250 |
|
| R2 |
3.491 |
3.491 |
3.227 |
|
| R1 |
3.337 |
3.337 |
3.205 |
3.290 |
| PP |
3.243 |
3.243 |
3.243 |
3.220 |
| S1 |
3.089 |
3.089 |
3.159 |
3.042 |
| S2 |
2.995 |
2.995 |
3.137 |
|
| S3 |
2.747 |
2.841 |
3.114 |
|
| S4 |
2.499 |
2.593 |
3.046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.398 |
3.129 |
0.269 |
8.4% |
0.088 |
2.7% |
22% |
False |
True |
3,592 |
| 10 |
3.441 |
3.129 |
0.312 |
9.8% |
0.080 |
2.5% |
19% |
False |
True |
3,801 |
| 20 |
3.734 |
3.129 |
0.605 |
19.0% |
0.083 |
2.6% |
10% |
False |
True |
4,739 |
| 40 |
3.991 |
3.129 |
0.862 |
27.0% |
0.085 |
2.7% |
7% |
False |
True |
4,369 |
| 60 |
4.157 |
3.129 |
1.028 |
32.2% |
0.086 |
2.7% |
6% |
False |
True |
3,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.733 |
|
2.618 |
3.545 |
|
1.618 |
3.430 |
|
1.000 |
3.359 |
|
0.618 |
3.315 |
|
HIGH |
3.244 |
|
0.618 |
3.200 |
|
0.500 |
3.187 |
|
0.382 |
3.173 |
|
LOW |
3.129 |
|
0.618 |
3.058 |
|
1.000 |
3.014 |
|
1.618 |
2.943 |
|
2.618 |
2.828 |
|
4.250 |
2.640 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.188 |
3.226 |
| PP |
3.187 |
3.214 |
| S1 |
3.187 |
3.201 |
|