NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.781 |
2.750 |
-0.031 |
-1.1% |
3.280 |
| High |
2.834 |
2.758 |
-0.076 |
-2.7% |
3.311 |
| Low |
2.758 |
2.648 |
-0.110 |
-4.0% |
2.943 |
| Close |
2.792 |
2.671 |
-0.121 |
-4.3% |
2.981 |
| Range |
0.076 |
0.110 |
0.034 |
44.7% |
0.368 |
| ATR |
0.105 |
0.107 |
0.003 |
2.7% |
0.000 |
| Volume |
16,619 |
14,690 |
-1,929 |
-11.6% |
71,517 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.022 |
2.957 |
2.732 |
|
| R3 |
2.912 |
2.847 |
2.701 |
|
| R2 |
2.802 |
2.802 |
2.691 |
|
| R1 |
2.737 |
2.737 |
2.681 |
2.715 |
| PP |
2.692 |
2.692 |
2.692 |
2.681 |
| S1 |
2.627 |
2.627 |
2.661 |
2.605 |
| S2 |
2.582 |
2.582 |
2.651 |
|
| S3 |
2.472 |
2.517 |
2.641 |
|
| S4 |
2.362 |
2.407 |
2.611 |
|
|
| 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 |
3.060 |
2.648 |
0.412 |
15.4% |
0.104 |
3.9% |
6% |
False |
True |
17,208 |
| 10 |
3.368 |
2.648 |
0.720 |
27.0% |
0.112 |
4.2% |
3% |
False |
True |
13,192 |
| 20 |
3.496 |
2.648 |
0.848 |
31.7% |
0.098 |
3.7% |
3% |
False |
True |
8,214 |
| 40 |
3.901 |
2.648 |
1.253 |
46.9% |
0.090 |
3.4% |
2% |
False |
True |
5,934 |
| 60 |
4.162 |
2.648 |
1.514 |
56.7% |
0.088 |
3.3% |
2% |
False |
True |
4,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.226 |
|
2.618 |
3.046 |
|
1.618 |
2.936 |
|
1.000 |
2.868 |
|
0.618 |
2.826 |
|
HIGH |
2.758 |
|
0.618 |
2.716 |
|
0.500 |
2.703 |
|
0.382 |
2.690 |
|
LOW |
2.648 |
|
0.618 |
2.580 |
|
1.000 |
2.538 |
|
1.618 |
2.470 |
|
2.618 |
2.360 |
|
4.250 |
2.181 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.703 |
2.786 |
| PP |
2.692 |
2.747 |
| S1 |
2.682 |
2.709 |
|