NYMEX Natural Gas Future September 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 |
3.135 |
3.030 |
-0.105 |
-3.3% |
2.700 |
| High |
3.170 |
3.117 |
-0.053 |
-1.7% |
3.170 |
| Low |
2.942 |
2.966 |
0.024 |
0.8% |
2.698 |
| Close |
3.014 |
3.100 |
0.086 |
2.9% |
3.100 |
| Range |
0.228 |
0.151 |
-0.077 |
-33.8% |
0.472 |
| ATR |
0.133 |
0.134 |
0.001 |
1.0% |
0.000 |
| Volume |
8,099 |
7,960 |
-139 |
-1.7% |
50,524 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.514 |
3.458 |
3.183 |
|
| R3 |
3.363 |
3.307 |
3.142 |
|
| R2 |
3.212 |
3.212 |
3.128 |
|
| R1 |
3.156 |
3.156 |
3.114 |
3.184 |
| PP |
3.061 |
3.061 |
3.061 |
3.075 |
| S1 |
3.005 |
3.005 |
3.086 |
3.033 |
| S2 |
2.910 |
2.910 |
3.072 |
|
| S3 |
2.759 |
2.854 |
3.058 |
|
| S4 |
2.608 |
2.703 |
3.017 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.405 |
4.225 |
3.360 |
|
| R3 |
3.933 |
3.753 |
3.230 |
|
| R2 |
3.461 |
3.461 |
3.187 |
|
| R1 |
3.281 |
3.281 |
3.143 |
3.371 |
| PP |
2.989 |
2.989 |
2.989 |
3.035 |
| S1 |
2.809 |
2.809 |
3.057 |
2.899 |
| S2 |
2.517 |
2.517 |
3.013 |
|
| S3 |
2.045 |
2.337 |
2.970 |
|
| S4 |
1.573 |
1.865 |
2.840 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.759 |
|
2.618 |
3.512 |
|
1.618 |
3.361 |
|
1.000 |
3.268 |
|
0.618 |
3.210 |
|
HIGH |
3.117 |
|
0.618 |
3.059 |
|
0.500 |
3.042 |
|
0.382 |
3.024 |
|
LOW |
2.966 |
|
0.618 |
2.873 |
|
1.000 |
2.815 |
|
1.618 |
2.722 |
|
2.618 |
2.571 |
|
4.250 |
2.324 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.081 |
3.085 |
| PP |
3.061 |
3.071 |
| S1 |
3.042 |
3.056 |
|