NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.010 |
2.950 |
-0.060 |
-2.0% |
3.290 |
| High |
3.034 |
2.950 |
-0.084 |
-2.8% |
3.330 |
| Low |
2.972 |
2.789 |
-0.183 |
-6.2% |
2.972 |
| Close |
3.007 |
2.824 |
-0.183 |
-6.1% |
3.007 |
| Range |
0.062 |
0.161 |
0.099 |
159.7% |
0.358 |
| ATR |
0.092 |
0.101 |
0.009 |
9.8% |
0.000 |
| Volume |
7,346 |
5,129 |
-2,217 |
-30.2% |
36,864 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.337 |
3.242 |
2.913 |
|
| R3 |
3.176 |
3.081 |
2.868 |
|
| R2 |
3.015 |
3.015 |
2.854 |
|
| R1 |
2.920 |
2.920 |
2.839 |
2.887 |
| PP |
2.854 |
2.854 |
2.854 |
2.838 |
| S1 |
2.759 |
2.759 |
2.809 |
2.726 |
| S2 |
2.693 |
2.693 |
2.794 |
|
| S3 |
2.532 |
2.598 |
2.780 |
|
| S4 |
2.371 |
2.437 |
2.735 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.177 |
3.950 |
3.204 |
|
| R3 |
3.819 |
3.592 |
3.105 |
|
| R2 |
3.461 |
3.461 |
3.073 |
|
| R1 |
3.234 |
3.234 |
3.040 |
3.169 |
| PP |
3.103 |
3.103 |
3.103 |
3.070 |
| S1 |
2.876 |
2.876 |
2.974 |
2.811 |
| S2 |
2.745 |
2.745 |
2.941 |
|
| S3 |
2.387 |
2.518 |
2.909 |
|
| S4 |
2.029 |
2.160 |
2.810 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.634 |
|
2.618 |
3.371 |
|
1.618 |
3.210 |
|
1.000 |
3.111 |
|
0.618 |
3.049 |
|
HIGH |
2.950 |
|
0.618 |
2.888 |
|
0.500 |
2.870 |
|
0.382 |
2.851 |
|
LOW |
2.789 |
|
0.618 |
2.690 |
|
1.000 |
2.628 |
|
1.618 |
2.529 |
|
2.618 |
2.368 |
|
4.250 |
2.105 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.870 |
2.940 |
| PP |
2.854 |
2.901 |
| S1 |
2.839 |
2.863 |
|