NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.285 |
3.290 |
0.005 |
0.2% |
3.260 |
| High |
3.343 |
3.313 |
-0.030 |
-0.9% |
3.390 |
| Low |
3.285 |
3.280 |
-0.005 |
-0.2% |
3.221 |
| Close |
3.343 |
3.309 |
-0.034 |
-1.0% |
3.343 |
| Range |
0.058 |
0.033 |
-0.025 |
-43.1% |
0.169 |
| ATR |
0.084 |
0.083 |
-0.002 |
-1.8% |
0.000 |
| Volume |
4,082 |
3,747 |
-335 |
-8.2% |
13,551 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.400 |
3.387 |
3.327 |
|
| R3 |
3.367 |
3.354 |
3.318 |
|
| R2 |
3.334 |
3.334 |
3.315 |
|
| R1 |
3.321 |
3.321 |
3.312 |
3.328 |
| PP |
3.301 |
3.301 |
3.301 |
3.304 |
| S1 |
3.288 |
3.288 |
3.306 |
3.295 |
| S2 |
3.268 |
3.268 |
3.303 |
|
| S3 |
3.235 |
3.255 |
3.300 |
|
| S4 |
3.202 |
3.222 |
3.291 |
|
|
| 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 |
3.453 |
|
2.618 |
3.399 |
|
1.618 |
3.366 |
|
1.000 |
3.346 |
|
0.618 |
3.333 |
|
HIGH |
3.313 |
|
0.618 |
3.300 |
|
0.500 |
3.297 |
|
0.382 |
3.293 |
|
LOW |
3.280 |
|
0.618 |
3.260 |
|
1.000 |
3.247 |
|
1.618 |
3.227 |
|
2.618 |
3.194 |
|
4.250 |
3.140 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.305 |
3.304 |
| PP |
3.301 |
3.299 |
| S1 |
3.297 |
3.294 |
|