NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.990 |
2.950 |
-0.040 |
-1.3% |
3.220 |
| High |
3.005 |
2.955 |
-0.050 |
-1.7% |
3.253 |
| Low |
2.905 |
2.885 |
-0.020 |
-0.7% |
2.885 |
| Close |
2.955 |
2.925 |
-0.030 |
-1.0% |
2.925 |
| Range |
0.100 |
0.070 |
-0.030 |
-30.0% |
0.368 |
| ATR |
0.101 |
0.099 |
-0.002 |
-2.2% |
0.000 |
| Volume |
19,225 |
21,901 |
2,676 |
13.9% |
75,866 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.132 |
3.098 |
2.964 |
|
| R3 |
3.062 |
3.028 |
2.944 |
|
| R2 |
2.992 |
2.992 |
2.938 |
|
| R1 |
2.958 |
2.958 |
2.931 |
2.940 |
| PP |
2.922 |
2.922 |
2.922 |
2.913 |
| S1 |
2.888 |
2.888 |
2.919 |
2.870 |
| S2 |
2.852 |
2.852 |
2.912 |
|
| S3 |
2.782 |
2.818 |
2.906 |
|
| S4 |
2.712 |
2.748 |
2.887 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.125 |
3.893 |
3.127 |
|
| R3 |
3.757 |
3.525 |
3.026 |
|
| R2 |
3.389 |
3.389 |
2.992 |
|
| R1 |
3.157 |
3.157 |
2.959 |
3.089 |
| PP |
3.021 |
3.021 |
3.021 |
2.987 |
| S1 |
2.789 |
2.789 |
2.891 |
2.721 |
| S2 |
2.653 |
2.653 |
2.858 |
|
| S3 |
2.285 |
2.421 |
2.824 |
|
| S4 |
1.917 |
2.053 |
2.723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.253 |
2.885 |
0.368 |
12.6% |
0.106 |
3.6% |
11% |
False |
True |
15,173 |
| 10 |
3.310 |
2.885 |
0.425 |
14.5% |
0.107 |
3.7% |
9% |
False |
True |
11,137 |
| 20 |
3.441 |
2.885 |
0.556 |
19.0% |
0.091 |
3.1% |
7% |
False |
True |
7,683 |
| 40 |
3.851 |
2.885 |
0.966 |
33.0% |
0.092 |
3.1% |
4% |
False |
True |
6,224 |
| 60 |
4.118 |
2.885 |
1.233 |
42.2% |
0.088 |
3.0% |
3% |
False |
True |
5,006 |
| 80 |
4.344 |
2.885 |
1.459 |
49.9% |
0.086 |
2.9% |
3% |
False |
True |
4,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.253 |
|
2.618 |
3.138 |
|
1.618 |
3.068 |
|
1.000 |
3.025 |
|
0.618 |
2.998 |
|
HIGH |
2.955 |
|
0.618 |
2.928 |
|
0.500 |
2.920 |
|
0.382 |
2.912 |
|
LOW |
2.885 |
|
0.618 |
2.842 |
|
1.000 |
2.815 |
|
1.618 |
2.772 |
|
2.618 |
2.702 |
|
4.250 |
2.588 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.923 |
3.019 |
| PP |
2.922 |
2.988 |
| S1 |
2.920 |
2.956 |
|