NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.136 |
3.000 |
-0.136 |
-4.3% |
2.700 |
| High |
3.145 |
3.107 |
-0.038 |
-1.2% |
3.145 |
| Low |
2.937 |
2.960 |
0.023 |
0.8% |
2.694 |
| Close |
3.007 |
3.093 |
0.086 |
2.9% |
3.093 |
| Range |
0.208 |
0.147 |
-0.061 |
-29.3% |
0.451 |
| ATR |
0.130 |
0.131 |
0.001 |
0.9% |
0.000 |
| Volume |
10,221 |
12,817 |
2,596 |
25.4% |
58,746 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.494 |
3.441 |
3.174 |
|
| R3 |
3.347 |
3.294 |
3.133 |
|
| R2 |
3.200 |
3.200 |
3.120 |
|
| R1 |
3.147 |
3.147 |
3.106 |
3.174 |
| PP |
3.053 |
3.053 |
3.053 |
3.067 |
| S1 |
3.000 |
3.000 |
3.080 |
3.027 |
| S2 |
2.906 |
2.906 |
3.066 |
|
| S3 |
2.759 |
2.853 |
3.053 |
|
| S4 |
2.612 |
2.706 |
3.012 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.330 |
4.163 |
3.341 |
|
| R3 |
3.879 |
3.712 |
3.217 |
|
| R2 |
3.428 |
3.428 |
3.176 |
|
| R1 |
3.261 |
3.261 |
3.134 |
3.345 |
| PP |
2.977 |
2.977 |
2.977 |
3.019 |
| S1 |
2.810 |
2.810 |
3.052 |
2.894 |
| S2 |
2.526 |
2.526 |
3.010 |
|
| S3 |
2.075 |
2.359 |
2.969 |
|
| S4 |
1.624 |
1.908 |
2.845 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.732 |
|
2.618 |
3.492 |
|
1.618 |
3.345 |
|
1.000 |
3.254 |
|
0.618 |
3.198 |
|
HIGH |
3.107 |
|
0.618 |
3.051 |
|
0.500 |
3.034 |
|
0.382 |
3.016 |
|
LOW |
2.960 |
|
0.618 |
2.869 |
|
1.000 |
2.813 |
|
1.618 |
2.722 |
|
2.618 |
2.575 |
|
4.250 |
2.335 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.073 |
3.076 |
| PP |
3.053 |
3.058 |
| S1 |
3.034 |
3.041 |
|