NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.060 |
2.992 |
-0.068 |
-2.2% |
3.280 |
| High |
3.060 |
3.012 |
-0.048 |
-1.6% |
3.311 |
| Low |
2.961 |
2.943 |
-0.018 |
-0.6% |
2.943 |
| Close |
3.011 |
2.981 |
-0.030 |
-1.0% |
2.981 |
| Range |
0.099 |
0.069 |
-0.030 |
-30.3% |
0.368 |
| ATR |
0.100 |
0.098 |
-0.002 |
-2.2% |
0.000 |
| Volume |
20,651 |
18,657 |
-1,994 |
-9.7% |
71,517 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.186 |
3.152 |
3.019 |
|
| R3 |
3.117 |
3.083 |
3.000 |
|
| R2 |
3.048 |
3.048 |
2.994 |
|
| R1 |
3.014 |
3.014 |
2.987 |
2.997 |
| PP |
2.979 |
2.979 |
2.979 |
2.970 |
| S1 |
2.945 |
2.945 |
2.975 |
2.928 |
| S2 |
2.910 |
2.910 |
2.968 |
|
| S3 |
2.841 |
2.876 |
2.962 |
|
| S4 |
2.772 |
2.807 |
2.943 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
3.950 |
3.183 |
|
| R3 |
3.814 |
3.582 |
3.082 |
|
| R2 |
3.446 |
3.446 |
3.048 |
|
| R1 |
3.214 |
3.214 |
3.015 |
3.146 |
| PP |
3.078 |
3.078 |
3.078 |
3.045 |
| S1 |
2.846 |
2.846 |
2.947 |
2.778 |
| S2 |
2.710 |
2.710 |
2.914 |
|
| S3 |
2.342 |
2.478 |
2.880 |
|
| S4 |
1.974 |
2.110 |
2.779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.311 |
2.943 |
0.368 |
12.3% |
0.106 |
3.6% |
10% |
False |
True |
14,303 |
| 10 |
3.368 |
2.943 |
0.425 |
14.3% |
0.108 |
3.6% |
9% |
False |
True |
9,689 |
| 20 |
3.496 |
2.943 |
0.553 |
18.6% |
0.089 |
3.0% |
7% |
False |
True |
6,383 |
| 40 |
3.901 |
2.943 |
0.958 |
32.1% |
0.088 |
2.9% |
4% |
False |
True |
4,972 |
| 60 |
4.162 |
2.943 |
1.219 |
40.9% |
0.085 |
2.9% |
3% |
False |
True |
3,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.305 |
|
2.618 |
3.193 |
|
1.618 |
3.124 |
|
1.000 |
3.081 |
|
0.618 |
3.055 |
|
HIGH |
3.012 |
|
0.618 |
2.986 |
|
0.500 |
2.978 |
|
0.382 |
2.969 |
|
LOW |
2.943 |
|
0.618 |
2.900 |
|
1.000 |
2.874 |
|
1.618 |
2.831 |
|
2.618 |
2.762 |
|
4.250 |
2.650 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.980 |
3.075 |
| PP |
2.979 |
3.044 |
| S1 |
2.978 |
3.012 |
|