NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.962 |
3.119 |
0.157 |
5.3% |
2.698 |
| High |
3.083 |
3.124 |
0.041 |
1.3% |
3.128 |
| Low |
2.931 |
2.961 |
0.030 |
1.0% |
2.663 |
| Close |
3.068 |
3.018 |
-0.050 |
-1.6% |
3.068 |
| Range |
0.152 |
0.163 |
0.011 |
7.2% |
0.465 |
| ATR |
0.136 |
0.138 |
0.002 |
1.4% |
0.000 |
| Volume |
15,670 |
16,949 |
1,279 |
8.2% |
99,892 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.523 |
3.434 |
3.108 |
|
| R3 |
3.360 |
3.271 |
3.063 |
|
| R2 |
3.197 |
3.197 |
3.048 |
|
| R1 |
3.108 |
3.108 |
3.033 |
3.071 |
| PP |
3.034 |
3.034 |
3.034 |
3.016 |
| S1 |
2.945 |
2.945 |
3.003 |
2.908 |
| S2 |
2.871 |
2.871 |
2.988 |
|
| S3 |
2.708 |
2.782 |
2.973 |
|
| S4 |
2.545 |
2.619 |
2.928 |
|
|
| 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 |
2.905 |
0.223 |
7.4% |
0.159 |
5.3% |
51% |
False |
False |
20,898 |
| 10 |
3.128 |
2.643 |
0.485 |
16.1% |
0.163 |
5.4% |
77% |
False |
False |
17,908 |
| 20 |
3.368 |
2.643 |
0.725 |
24.0% |
0.135 |
4.5% |
52% |
False |
False |
13,798 |
| 40 |
3.868 |
2.643 |
1.225 |
40.6% |
0.106 |
3.5% |
31% |
False |
False |
8,797 |
| 60 |
4.060 |
2.643 |
1.417 |
47.0% |
0.098 |
3.2% |
26% |
False |
False |
6,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.817 |
|
2.618 |
3.551 |
|
1.618 |
3.388 |
|
1.000 |
3.287 |
|
0.618 |
3.225 |
|
HIGH |
3.124 |
|
0.618 |
3.062 |
|
0.500 |
3.043 |
|
0.382 |
3.023 |
|
LOW |
2.961 |
|
0.618 |
2.860 |
|
1.000 |
2.798 |
|
1.618 |
2.697 |
|
2.618 |
2.534 |
|
4.250 |
2.268 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.043 |
3.018 |
| PP |
3.034 |
3.017 |
| S1 |
3.026 |
3.017 |
|