NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.232 |
3.070 |
-0.162 |
-5.0% |
3.260 |
| High |
3.232 |
3.090 |
-0.142 |
-4.4% |
3.390 |
| Low |
3.044 |
2.992 |
-0.052 |
-1.7% |
3.221 |
| Close |
3.086 |
3.037 |
-0.049 |
-1.6% |
3.343 |
| Range |
0.188 |
0.098 |
-0.090 |
-47.9% |
0.169 |
| ATR |
0.094 |
0.094 |
0.000 |
0.3% |
0.000 |
| Volume |
8,213 |
12,686 |
4,473 |
54.5% |
13,551 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.334 |
3.283 |
3.091 |
|
| R3 |
3.236 |
3.185 |
3.064 |
|
| R2 |
3.138 |
3.138 |
3.055 |
|
| R1 |
3.087 |
3.087 |
3.046 |
3.064 |
| PP |
3.040 |
3.040 |
3.040 |
3.028 |
| S1 |
2.989 |
2.989 |
3.028 |
2.966 |
| S2 |
2.942 |
2.942 |
3.019 |
|
| S3 |
2.844 |
2.891 |
3.010 |
|
| S4 |
2.746 |
2.793 |
2.983 |
|
|
| 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 |
3.507 |
|
2.618 |
3.347 |
|
1.618 |
3.249 |
|
1.000 |
3.188 |
|
0.618 |
3.151 |
|
HIGH |
3.090 |
|
0.618 |
3.053 |
|
0.500 |
3.041 |
|
0.382 |
3.029 |
|
LOW |
2.992 |
|
0.618 |
2.931 |
|
1.000 |
2.894 |
|
1.618 |
2.833 |
|
2.618 |
2.735 |
|
4.250 |
2.576 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.041 |
3.161 |
| PP |
3.040 |
3.120 |
| S1 |
3.038 |
3.078 |
|