NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.684 |
2.700 |
0.016 |
0.6% |
2.910 |
| High |
2.788 |
3.064 |
0.276 |
9.9% |
2.918 |
| Low |
2.670 |
2.698 |
0.028 |
1.0% |
2.670 |
| Close |
2.762 |
2.971 |
0.209 |
7.6% |
2.762 |
| Range |
0.118 |
0.366 |
0.248 |
210.2% |
0.248 |
| ATR |
0.105 |
0.123 |
0.019 |
17.9% |
0.000 |
| Volume |
7,698 |
6,573 |
-1,125 |
-14.6% |
35,385 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.009 |
3.856 |
3.172 |
|
| R3 |
3.643 |
3.490 |
3.072 |
|
| R2 |
3.277 |
3.277 |
3.038 |
|
| R1 |
3.124 |
3.124 |
3.005 |
3.201 |
| PP |
2.911 |
2.911 |
2.911 |
2.949 |
| S1 |
2.758 |
2.758 |
2.937 |
2.835 |
| S2 |
2.545 |
2.545 |
2.904 |
|
| S3 |
2.179 |
2.392 |
2.870 |
|
| S4 |
1.813 |
2.026 |
2.770 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.527 |
3.393 |
2.898 |
|
| R3 |
3.279 |
3.145 |
2.830 |
|
| R2 |
3.031 |
3.031 |
2.807 |
|
| R1 |
2.897 |
2.897 |
2.785 |
2.840 |
| PP |
2.783 |
2.783 |
2.783 |
2.755 |
| S1 |
2.649 |
2.649 |
2.739 |
2.592 |
| S2 |
2.535 |
2.535 |
2.717 |
|
| S3 |
2.287 |
2.401 |
2.694 |
|
| S4 |
2.039 |
2.153 |
2.626 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.620 |
|
2.618 |
4.022 |
|
1.618 |
3.656 |
|
1.000 |
3.430 |
|
0.618 |
3.290 |
|
HIGH |
3.064 |
|
0.618 |
2.924 |
|
0.500 |
2.881 |
|
0.382 |
2.838 |
|
LOW |
2.698 |
|
0.618 |
2.472 |
|
1.000 |
2.332 |
|
1.618 |
2.106 |
|
2.618 |
1.740 |
|
4.250 |
1.143 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.941 |
2.936 |
| PP |
2.911 |
2.902 |
| S1 |
2.881 |
2.867 |
|