NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.345 |
3.285 |
-0.060 |
-1.8% |
3.260 |
| High |
3.345 |
3.343 |
-0.002 |
-0.1% |
3.390 |
| Low |
3.243 |
3.285 |
0.042 |
1.3% |
3.221 |
| Close |
3.279 |
3.343 |
0.064 |
2.0% |
3.343 |
| Range |
0.102 |
0.058 |
-0.044 |
-43.1% |
0.169 |
| ATR |
0.086 |
0.084 |
-0.002 |
-1.8% |
0.000 |
| Volume |
3,854 |
4,082 |
228 |
5.9% |
13,551 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.498 |
3.478 |
3.375 |
|
| R3 |
3.440 |
3.420 |
3.359 |
|
| R2 |
3.382 |
3.382 |
3.354 |
|
| R1 |
3.362 |
3.362 |
3.348 |
3.372 |
| PP |
3.324 |
3.324 |
3.324 |
3.329 |
| S1 |
3.304 |
3.304 |
3.338 |
3.314 |
| S2 |
3.266 |
3.266 |
3.332 |
|
| S3 |
3.208 |
3.246 |
3.327 |
|
| S4 |
3.150 |
3.188 |
3.311 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.825 |
3.753 |
3.436 |
|
| R3 |
3.656 |
3.584 |
3.389 |
|
| R2 |
3.487 |
3.487 |
3.374 |
|
| R1 |
3.415 |
3.415 |
3.358 |
3.451 |
| PP |
3.318 |
3.318 |
3.318 |
3.336 |
| S1 |
3.246 |
3.246 |
3.328 |
3.282 |
| S2 |
3.149 |
3.149 |
3.312 |
|
| S3 |
2.980 |
3.077 |
3.297 |
|
| S4 |
2.811 |
2.908 |
3.250 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.590 |
|
2.618 |
3.495 |
|
1.618 |
3.437 |
|
1.000 |
3.401 |
|
0.618 |
3.379 |
|
HIGH |
3.343 |
|
0.618 |
3.321 |
|
0.500 |
3.314 |
|
0.382 |
3.307 |
|
LOW |
3.285 |
|
0.618 |
3.249 |
|
1.000 |
3.227 |
|
1.618 |
3.191 |
|
2.618 |
3.133 |
|
4.250 |
3.039 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.333 |
3.334 |
| PP |
3.324 |
3.325 |
| S1 |
3.314 |
3.317 |
|