NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.929 |
2.958 |
0.029 |
1.0% |
2.850 |
| High |
3.027 |
3.060 |
0.033 |
1.1% |
2.850 |
| Low |
2.886 |
2.944 |
0.058 |
2.0% |
2.590 |
| Close |
2.920 |
3.025 |
0.105 |
3.6% |
2.679 |
| Range |
0.141 |
0.116 |
-0.025 |
-17.7% |
0.260 |
| ATR |
0.129 |
0.130 |
0.001 |
0.6% |
0.000 |
| Volume |
39,064 |
23,644 |
-15,420 |
-39.5% |
78,141 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.358 |
3.307 |
3.089 |
|
| R3 |
3.242 |
3.191 |
3.057 |
|
| R2 |
3.126 |
3.126 |
3.046 |
|
| R1 |
3.075 |
3.075 |
3.036 |
3.101 |
| PP |
3.010 |
3.010 |
3.010 |
3.022 |
| S1 |
2.959 |
2.959 |
3.014 |
2.985 |
| S2 |
2.894 |
2.894 |
3.004 |
|
| S3 |
2.778 |
2.843 |
2.993 |
|
| S4 |
2.662 |
2.727 |
2.961 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.486 |
3.343 |
2.822 |
|
| R3 |
3.226 |
3.083 |
2.751 |
|
| R2 |
2.966 |
2.966 |
2.727 |
|
| R1 |
2.823 |
2.823 |
2.703 |
2.765 |
| PP |
2.706 |
2.706 |
2.706 |
2.677 |
| S1 |
2.563 |
2.563 |
2.655 |
2.505 |
| S2 |
2.446 |
2.446 |
2.631 |
|
| S3 |
2.186 |
2.303 |
2.608 |
|
| S4 |
1.926 |
2.043 |
2.536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.060 |
2.590 |
0.470 |
15.5% |
0.179 |
5.9% |
93% |
True |
False |
24,584 |
| 10 |
3.153 |
2.590 |
0.563 |
18.6% |
0.148 |
4.9% |
77% |
False |
False |
21,960 |
| 20 |
3.398 |
2.590 |
0.808 |
26.7% |
0.122 |
4.0% |
54% |
False |
False |
14,079 |
| 40 |
3.851 |
2.590 |
1.261 |
41.7% |
0.103 |
3.4% |
34% |
False |
False |
9,478 |
| 60 |
4.118 |
2.590 |
1.528 |
50.5% |
0.098 |
3.2% |
28% |
False |
False |
7,537 |
| 80 |
4.236 |
2.590 |
1.646 |
54.4% |
0.094 |
3.1% |
26% |
False |
False |
6,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.553 |
|
2.618 |
3.364 |
|
1.618 |
3.248 |
|
1.000 |
3.176 |
|
0.618 |
3.132 |
|
HIGH |
3.060 |
|
0.618 |
3.016 |
|
0.500 |
3.002 |
|
0.382 |
2.988 |
|
LOW |
2.944 |
|
0.618 |
2.872 |
|
1.000 |
2.828 |
|
1.618 |
2.756 |
|
2.618 |
2.640 |
|
4.250 |
2.451 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.017 |
2.961 |
| PP |
3.010 |
2.897 |
| S1 |
3.002 |
2.833 |
|