NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.186 |
3.220 |
0.034 |
1.1% |
3.181 |
| High |
3.268 |
3.233 |
-0.035 |
-1.1% |
3.310 |
| Low |
3.186 |
3.196 |
0.010 |
0.3% |
3.129 |
| Close |
3.260 |
3.227 |
-0.033 |
-1.0% |
3.260 |
| Range |
0.082 |
0.037 |
-0.045 |
-54.9% |
0.181 |
| ATR |
0.093 |
0.091 |
-0.002 |
-2.2% |
0.000 |
| Volume |
10,478 |
7,445 |
-3,033 |
-28.9% |
30,791 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.330 |
3.315 |
3.247 |
|
| R3 |
3.293 |
3.278 |
3.237 |
|
| R2 |
3.256 |
3.256 |
3.234 |
|
| R1 |
3.241 |
3.241 |
3.230 |
3.249 |
| PP |
3.219 |
3.219 |
3.219 |
3.222 |
| S1 |
3.204 |
3.204 |
3.224 |
3.212 |
| S2 |
3.182 |
3.182 |
3.220 |
|
| S3 |
3.145 |
3.167 |
3.217 |
|
| S4 |
3.108 |
3.130 |
3.207 |
|
|
| 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% |
0.102 |
3.2% |
54% |
False |
False |
7,647 |
| 10 |
3.398 |
3.129 |
0.269 |
8.3% |
0.087 |
2.7% |
36% |
False |
False |
5,708 |
| 20 |
3.606 |
3.129 |
0.477 |
14.8% |
0.084 |
2.6% |
21% |
False |
False |
5,512 |
| 40 |
3.859 |
3.129 |
0.730 |
22.6% |
0.086 |
2.7% |
13% |
False |
False |
4,934 |
| 60 |
4.157 |
3.129 |
1.028 |
31.9% |
0.087 |
2.7% |
10% |
False |
False |
3,993 |
| 80 |
4.472 |
3.129 |
1.343 |
41.6% |
0.084 |
2.6% |
7% |
False |
False |
3,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.390 |
|
2.618 |
3.330 |
|
1.618 |
3.293 |
|
1.000 |
3.270 |
|
0.618 |
3.256 |
|
HIGH |
3.233 |
|
0.618 |
3.219 |
|
0.500 |
3.215 |
|
0.382 |
3.210 |
|
LOW |
3.196 |
|
0.618 |
3.173 |
|
1.000 |
3.159 |
|
1.618 |
3.136 |
|
2.618 |
3.099 |
|
4.250 |
3.039 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.223 |
3.236 |
| PP |
3.219 |
3.233 |
| S1 |
3.215 |
3.230 |
|