NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.047 |
3.135 |
0.088 |
2.9% |
2.910 |
| High |
3.143 |
3.170 |
0.027 |
0.9% |
2.918 |
| Low |
3.030 |
2.942 |
-0.088 |
-2.9% |
2.670 |
| Close |
3.117 |
3.014 |
-0.103 |
-3.3% |
2.762 |
| Range |
0.113 |
0.228 |
0.115 |
101.8% |
0.248 |
| ATR |
0.126 |
0.133 |
0.007 |
5.8% |
0.000 |
| Volume |
9,323 |
8,099 |
-1,224 |
-13.1% |
35,385 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.726 |
3.598 |
3.139 |
|
| R3 |
3.498 |
3.370 |
3.077 |
|
| R2 |
3.270 |
3.270 |
3.056 |
|
| R1 |
3.142 |
3.142 |
3.035 |
3.092 |
| PP |
3.042 |
3.042 |
3.042 |
3.017 |
| S1 |
2.914 |
2.914 |
2.993 |
2.864 |
| S2 |
2.814 |
2.814 |
2.972 |
|
| S3 |
2.586 |
2.686 |
2.951 |
|
| S4 |
2.358 |
2.458 |
2.889 |
|
|
| 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 |
4.139 |
|
2.618 |
3.767 |
|
1.618 |
3.539 |
|
1.000 |
3.398 |
|
0.618 |
3.311 |
|
HIGH |
3.170 |
|
0.618 |
3.083 |
|
0.500 |
3.056 |
|
0.382 |
3.029 |
|
LOW |
2.942 |
|
0.618 |
2.801 |
|
1.000 |
2.714 |
|
1.618 |
2.573 |
|
2.618 |
2.345 |
|
4.250 |
1.973 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.056 |
3.056 |
| PP |
3.042 |
3.042 |
| S1 |
3.028 |
3.028 |
|