NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.075 |
3.020 |
-0.055 |
-1.8% |
3.310 |
| High |
3.080 |
3.042 |
-0.038 |
-1.2% |
3.335 |
| Low |
2.997 |
2.972 |
-0.025 |
-0.8% |
2.972 |
| Close |
3.042 |
3.012 |
-0.030 |
-1.0% |
3.012 |
| Range |
0.083 |
0.070 |
-0.013 |
-15.7% |
0.363 |
| ATR |
0.095 |
0.093 |
-0.002 |
-1.9% |
0.000 |
| Volume |
15,721 |
9,758 |
-5,963 |
-37.9% |
44,463 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.219 |
3.185 |
3.051 |
|
| R3 |
3.149 |
3.115 |
3.031 |
|
| R2 |
3.079 |
3.079 |
3.025 |
|
| R1 |
3.045 |
3.045 |
3.018 |
3.027 |
| PP |
3.009 |
3.009 |
3.009 |
3.000 |
| S1 |
2.975 |
2.975 |
3.006 |
2.957 |
| S2 |
2.939 |
2.939 |
2.999 |
|
| S3 |
2.869 |
2.905 |
2.993 |
|
| S4 |
2.799 |
2.835 |
2.974 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
3.967 |
3.212 |
|
| R3 |
3.832 |
3.604 |
3.112 |
|
| R2 |
3.469 |
3.469 |
3.079 |
|
| R1 |
3.241 |
3.241 |
3.045 |
3.174 |
| PP |
3.106 |
3.106 |
3.106 |
3.073 |
| S1 |
2.878 |
2.878 |
2.979 |
2.811 |
| S2 |
2.743 |
2.743 |
2.945 |
|
| S3 |
2.380 |
2.515 |
2.912 |
|
| S4 |
2.017 |
2.152 |
2.812 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.340 |
|
2.618 |
3.225 |
|
1.618 |
3.155 |
|
1.000 |
3.112 |
|
0.618 |
3.085 |
|
HIGH |
3.042 |
|
0.618 |
3.015 |
|
0.500 |
3.007 |
|
0.382 |
2.999 |
|
LOW |
2.972 |
|
0.618 |
2.929 |
|
1.000 |
2.902 |
|
1.618 |
2.859 |
|
2.618 |
2.789 |
|
4.250 |
2.675 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.010 |
3.104 |
| PP |
3.009 |
3.073 |
| S1 |
3.007 |
3.043 |
|