NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.237 |
3.238 |
0.001 |
0.0% |
3.425 |
| High |
3.303 |
3.361 |
0.058 |
1.8% |
3.460 |
| Low |
3.190 |
3.238 |
0.048 |
1.5% |
3.210 |
| Close |
3.249 |
3.346 |
0.097 |
3.0% |
3.243 |
| Range |
0.113 |
0.123 |
0.010 |
8.8% |
0.250 |
| ATR |
0.084 |
0.087 |
0.003 |
3.3% |
0.000 |
| Volume |
3,234 |
4,527 |
1,293 |
40.0% |
11,072 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.684 |
3.638 |
3.414 |
|
| R3 |
3.561 |
3.515 |
3.380 |
|
| R2 |
3.438 |
3.438 |
3.369 |
|
| R1 |
3.392 |
3.392 |
3.357 |
3.415 |
| PP |
3.315 |
3.315 |
3.315 |
3.327 |
| S1 |
3.269 |
3.269 |
3.335 |
3.292 |
| S2 |
3.192 |
3.192 |
3.323 |
|
| S3 |
3.069 |
3.146 |
3.312 |
|
| S4 |
2.946 |
3.023 |
3.278 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.054 |
3.899 |
3.381 |
|
| R3 |
3.804 |
3.649 |
3.312 |
|
| R2 |
3.554 |
3.554 |
3.289 |
|
| R1 |
3.399 |
3.399 |
3.266 |
3.352 |
| PP |
3.304 |
3.304 |
3.304 |
3.281 |
| S1 |
3.149 |
3.149 |
3.220 |
3.102 |
| S2 |
3.054 |
3.054 |
3.197 |
|
| S3 |
2.804 |
2.899 |
3.174 |
|
| S4 |
2.554 |
2.649 |
3.106 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.884 |
|
2.618 |
3.683 |
|
1.618 |
3.560 |
|
1.000 |
3.484 |
|
0.618 |
3.437 |
|
HIGH |
3.361 |
|
0.618 |
3.314 |
|
0.500 |
3.300 |
|
0.382 |
3.285 |
|
LOW |
3.238 |
|
0.618 |
3.162 |
|
1.000 |
3.115 |
|
1.618 |
3.039 |
|
2.618 |
2.916 |
|
4.250 |
2.715 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.331 |
3.323 |
| PP |
3.315 |
3.299 |
| S1 |
3.300 |
3.276 |
|