NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.281 |
3.206 |
-0.075 |
-2.3% |
3.237 |
| High |
3.311 |
3.207 |
-0.104 |
-3.1% |
3.368 |
| Low |
3.177 |
3.017 |
-0.160 |
-5.0% |
3.190 |
| Close |
3.214 |
3.060 |
-0.154 |
-4.8% |
3.316 |
| Range |
0.134 |
0.190 |
0.056 |
41.8% |
0.178 |
| ATR |
0.093 |
0.100 |
0.007 |
8.0% |
0.000 |
| Volume |
9,892 |
17,095 |
7,203 |
72.8% |
21,433 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.665 |
3.552 |
3.165 |
|
| R3 |
3.475 |
3.362 |
3.112 |
|
| R2 |
3.285 |
3.285 |
3.095 |
|
| R1 |
3.172 |
3.172 |
3.077 |
3.134 |
| PP |
3.095 |
3.095 |
3.095 |
3.075 |
| S1 |
2.982 |
2.982 |
3.043 |
2.944 |
| S2 |
2.905 |
2.905 |
3.025 |
|
| S3 |
2.715 |
2.792 |
3.008 |
|
| S4 |
2.525 |
2.602 |
2.956 |
|
|
| 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 |
3.017 |
0.351 |
11.5% |
0.120 |
3.9% |
12% |
False |
True |
9,176 |
| 10 |
3.417 |
3.017 |
0.400 |
13.1% |
0.108 |
3.5% |
11% |
False |
True |
6,258 |
| 20 |
3.537 |
3.017 |
0.520 |
17.0% |
0.087 |
2.9% |
8% |
False |
True |
4,807 |
| 40 |
3.901 |
3.017 |
0.884 |
28.9% |
0.086 |
2.8% |
5% |
False |
True |
4,102 |
| 60 |
4.201 |
3.017 |
1.184 |
38.7% |
0.086 |
2.8% |
4% |
False |
True |
3,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.015 |
|
2.618 |
3.704 |
|
1.618 |
3.514 |
|
1.000 |
3.397 |
|
0.618 |
3.324 |
|
HIGH |
3.207 |
|
0.618 |
3.134 |
|
0.500 |
3.112 |
|
0.382 |
3.090 |
|
LOW |
3.017 |
|
0.618 |
2.900 |
|
1.000 |
2.827 |
|
1.618 |
2.710 |
|
2.618 |
2.520 |
|
4.250 |
2.210 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.112 |
3.164 |
| PP |
3.095 |
3.129 |
| S1 |
3.077 |
3.095 |
|