NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 10-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
3.220 |
3.228 |
0.008 |
0.2% |
3.181 |
High |
3.233 |
3.253 |
0.020 |
0.6% |
3.310 |
Low |
3.196 |
3.120 |
-0.076 |
-2.4% |
3.129 |
Close |
3.227 |
3.158 |
-0.069 |
-2.1% |
3.260 |
Range |
0.037 |
0.133 |
0.096 |
259.5% |
0.181 |
ATR |
0.091 |
0.094 |
0.003 |
3.3% |
0.000 |
Volume |
7,445 |
9,879 |
2,434 |
32.7% |
30,791 |
|
Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.576 |
3.500 |
3.231 |
|
R3 |
3.443 |
3.367 |
3.195 |
|
R2 |
3.310 |
3.310 |
3.182 |
|
R1 |
3.234 |
3.234 |
3.170 |
3.206 |
PP |
3.177 |
3.177 |
3.177 |
3.163 |
S1 |
3.101 |
3.101 |
3.146 |
3.073 |
S2 |
3.044 |
3.044 |
3.134 |
|
S3 |
2.911 |
2.968 |
3.121 |
|
S4 |
2.778 |
2.835 |
3.085 |
|
|
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 |
3.120 |
0.190 |
6.0% |
0.106 |
3.3% |
20% |
False |
True |
8,804 |
10 |
3.398 |
3.120 |
0.278 |
8.8% |
0.097 |
3.1% |
14% |
False |
True |
6,198 |
20 |
3.485 |
3.120 |
0.365 |
11.6% |
0.085 |
2.7% |
10% |
False |
True |
5,634 |
40 |
3.851 |
3.120 |
0.731 |
23.1% |
0.087 |
2.8% |
5% |
False |
True |
5,056 |
60 |
4.157 |
3.120 |
1.037 |
32.8% |
0.089 |
2.8% |
4% |
False |
True |
4,140 |
80 |
4.384 |
3.120 |
1.264 |
40.0% |
0.084 |
2.7% |
3% |
False |
True |
3,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.818 |
2.618 |
3.601 |
1.618 |
3.468 |
1.000 |
3.386 |
0.618 |
3.335 |
HIGH |
3.253 |
0.618 |
3.202 |
0.500 |
3.187 |
0.382 |
3.171 |
LOW |
3.120 |
0.618 |
3.038 |
1.000 |
2.987 |
1.618 |
2.905 |
2.618 |
2.772 |
4.250 |
2.555 |
|
|
Fisher Pivots for day following 10-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
3.187 |
3.194 |
PP |
3.177 |
3.182 |
S1 |
3.168 |
3.170 |
|