NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.309 |
3.186 |
-0.123 |
-3.7% |
3.181 |
| High |
3.309 |
3.268 |
-0.041 |
-1.2% |
3.310 |
| Low |
3.162 |
3.186 |
0.024 |
0.8% |
3.129 |
| Close |
3.193 |
3.260 |
0.067 |
2.1% |
3.260 |
| Range |
0.147 |
0.082 |
-0.065 |
-44.2% |
0.181 |
| ATR |
0.094 |
0.093 |
-0.001 |
-0.9% |
0.000 |
| Volume |
11,016 |
10,478 |
-538 |
-4.9% |
30,791 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.484 |
3.454 |
3.305 |
|
| R3 |
3.402 |
3.372 |
3.283 |
|
| R2 |
3.320 |
3.320 |
3.275 |
|
| R1 |
3.290 |
3.290 |
3.268 |
3.305 |
| PP |
3.238 |
3.238 |
3.238 |
3.246 |
| S1 |
3.208 |
3.208 |
3.252 |
3.223 |
| S2 |
3.156 |
3.156 |
3.245 |
|
| S3 |
3.074 |
3.126 |
3.237 |
|
| S4 |
2.992 |
3.044 |
3.215 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.776 |
3.699 |
3.360 |
|
| R3 |
3.595 |
3.518 |
3.310 |
|
| R2 |
3.414 |
3.414 |
3.293 |
|
| R1 |
3.337 |
3.337 |
3.277 |
3.376 |
| PP |
3.233 |
3.233 |
3.233 |
3.252 |
| S1 |
3.156 |
3.156 |
3.243 |
3.195 |
| S2 |
3.052 |
3.052 |
3.227 |
|
| S3 |
2.871 |
2.975 |
3.210 |
|
| S4 |
2.690 |
2.794 |
3.160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.310 |
3.129 |
0.181 |
5.6% |
0.109 |
3.3% |
72% |
False |
False |
7,100 |
| 10 |
3.441 |
3.129 |
0.312 |
9.6% |
0.093 |
2.9% |
42% |
False |
False |
5,405 |
| 20 |
3.686 |
3.129 |
0.557 |
17.1% |
0.086 |
2.7% |
24% |
False |
False |
5,336 |
| 40 |
3.922 |
3.129 |
0.793 |
24.3% |
0.087 |
2.7% |
17% |
False |
False |
4,831 |
| 60 |
4.157 |
3.129 |
1.028 |
31.5% |
0.088 |
2.7% |
13% |
False |
False |
3,899 |
| 80 |
4.478 |
3.129 |
1.349 |
41.4% |
0.084 |
2.6% |
10% |
False |
False |
3,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.617 |
|
2.618 |
3.483 |
|
1.618 |
3.401 |
|
1.000 |
3.350 |
|
0.618 |
3.319 |
|
HIGH |
3.268 |
|
0.618 |
3.237 |
|
0.500 |
3.227 |
|
0.382 |
3.217 |
|
LOW |
3.186 |
|
0.618 |
3.135 |
|
1.000 |
3.104 |
|
1.618 |
3.053 |
|
2.618 |
2.971 |
|
4.250 |
2.838 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.249 |
3.252 |
| PP |
3.238 |
3.244 |
| S1 |
3.227 |
3.236 |
|