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 |
|