NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.100 |
2.962 |
-0.138 |
-4.5% |
2.698 |
| High |
3.128 |
3.083 |
-0.045 |
-1.4% |
3.128 |
| Low |
2.905 |
2.931 |
0.026 |
0.9% |
2.663 |
| Close |
2.980 |
3.068 |
0.088 |
3.0% |
3.068 |
| Range |
0.223 |
0.152 |
-0.071 |
-31.8% |
0.465 |
| ATR |
0.135 |
0.136 |
0.001 |
0.9% |
0.000 |
| Volume |
17,843 |
15,670 |
-2,173 |
-12.2% |
99,892 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.483 |
3.428 |
3.152 |
|
| R3 |
3.331 |
3.276 |
3.110 |
|
| R2 |
3.179 |
3.179 |
3.096 |
|
| R1 |
3.124 |
3.124 |
3.082 |
3.152 |
| PP |
3.027 |
3.027 |
3.027 |
3.041 |
| S1 |
2.972 |
2.972 |
3.054 |
3.000 |
| S2 |
2.875 |
2.875 |
3.040 |
|
| S3 |
2.723 |
2.820 |
3.026 |
|
| S4 |
2.571 |
2.668 |
2.984 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.348 |
4.173 |
3.324 |
|
| R3 |
3.883 |
3.708 |
3.196 |
|
| R2 |
3.418 |
3.418 |
3.153 |
|
| R1 |
3.243 |
3.243 |
3.111 |
3.331 |
| PP |
2.953 |
2.953 |
2.953 |
2.997 |
| S1 |
2.778 |
2.778 |
3.025 |
2.866 |
| S2 |
2.488 |
2.488 |
2.983 |
|
| S3 |
2.023 |
2.313 |
2.940 |
|
| S4 |
1.558 |
1.848 |
2.812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.128 |
2.663 |
0.465 |
15.2% |
0.200 |
6.5% |
87% |
False |
False |
19,978 |
| 10 |
3.128 |
2.643 |
0.485 |
15.8% |
0.154 |
5.0% |
88% |
False |
False |
18,079 |
| 20 |
3.375 |
2.643 |
0.732 |
23.9% |
0.133 |
4.3% |
58% |
False |
False |
13,118 |
| 40 |
3.868 |
2.643 |
1.225 |
39.9% |
0.104 |
3.4% |
35% |
False |
False |
8,479 |
| 60 |
4.159 |
2.643 |
1.516 |
49.4% |
0.097 |
3.2% |
28% |
False |
False |
6,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.729 |
|
2.618 |
3.481 |
|
1.618 |
3.329 |
|
1.000 |
3.235 |
|
0.618 |
3.177 |
|
HIGH |
3.083 |
|
0.618 |
3.025 |
|
0.500 |
3.007 |
|
0.382 |
2.989 |
|
LOW |
2.931 |
|
0.618 |
2.837 |
|
1.000 |
2.779 |
|
1.618 |
2.685 |
|
2.618 |
2.533 |
|
4.250 |
2.285 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.048 |
3.051 |
| PP |
3.027 |
3.034 |
| S1 |
3.007 |
3.017 |
|