NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.206 |
3.060 |
-0.146 |
-4.6% |
3.237 |
| High |
3.207 |
3.060 |
-0.147 |
-4.6% |
3.368 |
| Low |
3.017 |
2.961 |
-0.056 |
-1.9% |
3.190 |
| Close |
3.060 |
3.011 |
-0.049 |
-1.6% |
3.316 |
| Range |
0.190 |
0.099 |
-0.091 |
-47.9% |
0.178 |
| ATR |
0.100 |
0.100 |
0.000 |
-0.1% |
0.000 |
| Volume |
17,095 |
20,651 |
3,556 |
20.8% |
21,433 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.308 |
3.258 |
3.065 |
|
| R3 |
3.209 |
3.159 |
3.038 |
|
| R2 |
3.110 |
3.110 |
3.029 |
|
| R1 |
3.060 |
3.060 |
3.020 |
3.036 |
| PP |
3.011 |
3.011 |
3.011 |
2.998 |
| S1 |
2.961 |
2.961 |
3.002 |
2.937 |
| S2 |
2.912 |
2.912 |
2.993 |
|
| S3 |
2.813 |
2.862 |
2.984 |
|
| S4 |
2.714 |
2.763 |
2.957 |
|
|
| 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 |
3.327 |
2.961 |
0.366 |
12.2% |
0.109 |
3.6% |
14% |
False |
True |
11,944 |
| 10 |
3.375 |
2.961 |
0.414 |
13.7% |
0.112 |
3.7% |
12% |
False |
True |
8,157 |
| 20 |
3.496 |
2.961 |
0.535 |
17.8% |
0.089 |
3.0% |
9% |
False |
True |
5,608 |
| 40 |
3.901 |
2.961 |
0.940 |
31.2% |
0.088 |
2.9% |
5% |
False |
True |
4,579 |
| 60 |
4.162 |
2.961 |
1.201 |
39.9% |
0.086 |
2.9% |
4% |
False |
True |
3,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.481 |
|
2.618 |
3.319 |
|
1.618 |
3.220 |
|
1.000 |
3.159 |
|
0.618 |
3.121 |
|
HIGH |
3.060 |
|
0.618 |
3.022 |
|
0.500 |
3.011 |
|
0.382 |
2.999 |
|
LOW |
2.961 |
|
0.618 |
2.900 |
|
1.000 |
2.862 |
|
1.618 |
2.801 |
|
2.618 |
2.702 |
|
4.250 |
2.540 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.011 |
3.136 |
| PP |
3.011 |
3.094 |
| S1 |
3.011 |
3.053 |
|