NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.368 |
3.242 |
-0.126 |
-3.7% |
3.237 |
| High |
3.368 |
3.327 |
-0.041 |
-1.2% |
3.368 |
| Low |
3.214 |
3.242 |
0.028 |
0.9% |
3.190 |
| Close |
3.251 |
3.316 |
0.065 |
2.0% |
3.316 |
| Range |
0.154 |
0.085 |
-0.069 |
-44.8% |
0.178 |
| ATR |
0.092 |
0.091 |
0.000 |
-0.5% |
0.000 |
| Volume |
6,809 |
6,863 |
54 |
0.8% |
21,433 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.550 |
3.518 |
3.363 |
|
| R3 |
3.465 |
3.433 |
3.339 |
|
| R2 |
3.380 |
3.380 |
3.332 |
|
| R1 |
3.348 |
3.348 |
3.324 |
3.364 |
| PP |
3.295 |
3.295 |
3.295 |
3.303 |
| S1 |
3.263 |
3.263 |
3.308 |
3.279 |
| S2 |
3.210 |
3.210 |
3.300 |
|
| S3 |
3.125 |
3.178 |
3.293 |
|
| S4 |
3.040 |
3.093 |
3.269 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.825 |
3.749 |
3.414 |
|
| R3 |
3.647 |
3.571 |
3.365 |
|
| R2 |
3.469 |
3.469 |
3.349 |
|
| R1 |
3.393 |
3.393 |
3.332 |
3.431 |
| PP |
3.291 |
3.291 |
3.291 |
3.311 |
| S1 |
3.215 |
3.215 |
3.300 |
3.253 |
| S2 |
3.113 |
3.113 |
3.283 |
|
| S3 |
2.935 |
3.037 |
3.267 |
|
| S4 |
2.757 |
2.859 |
3.218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.368 |
3.190 |
0.178 |
5.4% |
0.109 |
3.3% |
71% |
False |
False |
5,074 |
| 10 |
3.496 |
3.190 |
0.306 |
9.2% |
0.092 |
2.8% |
41% |
False |
False |
4,043 |
| 20 |
3.752 |
3.190 |
0.562 |
16.9% |
0.082 |
2.5% |
22% |
False |
False |
3,929 |
| 40 |
3.966 |
3.190 |
0.776 |
23.4% |
0.083 |
2.5% |
16% |
False |
False |
3,560 |
| 60 |
4.201 |
3.190 |
1.011 |
30.5% |
0.085 |
2.6% |
12% |
False |
False |
3,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.688 |
|
2.618 |
3.550 |
|
1.618 |
3.465 |
|
1.000 |
3.412 |
|
0.618 |
3.380 |
|
HIGH |
3.327 |
|
0.618 |
3.295 |
|
0.500 |
3.285 |
|
0.382 |
3.274 |
|
LOW |
3.242 |
|
0.618 |
3.189 |
|
1.000 |
3.157 |
|
1.618 |
3.104 |
|
2.618 |
3.019 |
|
4.250 |
2.881 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.306 |
3.308 |
| PP |
3.295 |
3.299 |
| S1 |
3.285 |
3.291 |
|