NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.015 |
3.076 |
0.061 |
2.0% |
2.950 |
| High |
3.117 |
3.139 |
0.022 |
0.7% |
2.950 |
| Low |
2.973 |
3.028 |
0.055 |
1.8% |
2.666 |
| Close |
3.006 |
3.112 |
0.106 |
3.5% |
2.758 |
| Range |
0.144 |
0.111 |
-0.033 |
-22.9% |
0.284 |
| ATR |
0.124 |
0.124 |
0.001 |
0.5% |
0.000 |
| Volume |
18,220 |
11,386 |
-6,834 |
-37.5% |
26,974 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.426 |
3.380 |
3.173 |
|
| R3 |
3.315 |
3.269 |
3.143 |
|
| R2 |
3.204 |
3.204 |
3.132 |
|
| R1 |
3.158 |
3.158 |
3.122 |
3.181 |
| PP |
3.093 |
3.093 |
3.093 |
3.105 |
| S1 |
3.047 |
3.047 |
3.102 |
3.070 |
| S2 |
2.982 |
2.982 |
3.092 |
|
| S3 |
2.871 |
2.936 |
3.081 |
|
| S4 |
2.760 |
2.825 |
3.051 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.643 |
3.485 |
2.914 |
|
| R3 |
3.359 |
3.201 |
2.836 |
|
| R2 |
3.075 |
3.075 |
2.810 |
|
| R1 |
2.917 |
2.917 |
2.784 |
2.854 |
| PP |
2.791 |
2.791 |
2.791 |
2.760 |
| S1 |
2.633 |
2.633 |
2.732 |
2.570 |
| S2 |
2.507 |
2.507 |
2.706 |
|
| S3 |
2.223 |
2.349 |
2.680 |
|
| S4 |
1.939 |
2.065 |
2.602 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.611 |
|
2.618 |
3.430 |
|
1.618 |
3.319 |
|
1.000 |
3.250 |
|
0.618 |
3.208 |
|
HIGH |
3.139 |
|
0.618 |
3.097 |
|
0.500 |
3.084 |
|
0.382 |
3.070 |
|
LOW |
3.028 |
|
0.618 |
2.959 |
|
1.000 |
2.917 |
|
1.618 |
2.848 |
|
2.618 |
2.737 |
|
4.250 |
2.556 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.103 |
3.047 |
| PP |
3.093 |
2.982 |
| S1 |
3.084 |
2.917 |
|