NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.242 |
3.280 |
0.038 |
1.2% |
3.237 |
| High |
3.327 |
3.288 |
-0.039 |
-1.2% |
3.368 |
| Low |
3.242 |
3.250 |
0.008 |
0.2% |
3.190 |
| Close |
3.316 |
3.283 |
-0.033 |
-1.0% |
3.316 |
| Range |
0.085 |
0.038 |
-0.047 |
-55.3% |
0.178 |
| ATR |
0.091 |
0.089 |
-0.002 |
-2.0% |
0.000 |
| Volume |
6,863 |
5,222 |
-1,641 |
-23.9% |
21,433 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.388 |
3.373 |
3.304 |
|
| R3 |
3.350 |
3.335 |
3.293 |
|
| R2 |
3.312 |
3.312 |
3.290 |
|
| R1 |
3.297 |
3.297 |
3.286 |
3.305 |
| PP |
3.274 |
3.274 |
3.274 |
3.277 |
| S1 |
3.259 |
3.259 |
3.280 |
3.267 |
| S2 |
3.236 |
3.236 |
3.276 |
|
| S3 |
3.198 |
3.221 |
3.273 |
|
| S4 |
3.160 |
3.183 |
3.262 |
|
|
| 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% |
0.103 |
3.1% |
52% |
False |
False |
5,331 |
| 10 |
3.460 |
3.190 |
0.270 |
8.2% |
0.087 |
2.6% |
34% |
False |
False |
4,098 |
| 20 |
3.651 |
3.190 |
0.461 |
14.0% |
0.079 |
2.4% |
20% |
False |
False |
4,037 |
| 40 |
3.902 |
3.190 |
0.712 |
21.7% |
0.081 |
2.5% |
13% |
False |
False |
3,654 |
| 60 |
4.201 |
3.190 |
1.011 |
30.8% |
0.084 |
2.6% |
9% |
False |
False |
3,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.450 |
|
2.618 |
3.387 |
|
1.618 |
3.349 |
|
1.000 |
3.326 |
|
0.618 |
3.311 |
|
HIGH |
3.288 |
|
0.618 |
3.273 |
|
0.500 |
3.269 |
|
0.382 |
3.265 |
|
LOW |
3.250 |
|
0.618 |
3.227 |
|
1.000 |
3.212 |
|
1.618 |
3.189 |
|
2.618 |
3.151 |
|
4.250 |
3.089 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.278 |
3.291 |
| PP |
3.274 |
3.288 |
| S1 |
3.269 |
3.286 |
|