NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.160 |
2.999 |
-0.161 |
-5.1% |
2.700 |
| High |
3.167 |
3.009 |
-0.158 |
-5.0% |
3.170 |
| Low |
2.990 |
2.865 |
-0.125 |
-4.2% |
2.698 |
| Close |
3.049 |
2.900 |
-0.149 |
-4.9% |
3.100 |
| Range |
0.177 |
0.144 |
-0.033 |
-18.6% |
0.472 |
| ATR |
0.137 |
0.141 |
0.003 |
2.4% |
0.000 |
| Volume |
6,116 |
5,345 |
-771 |
-12.6% |
50,524 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.272 |
2.979 |
|
| R3 |
3.213 |
3.128 |
2.940 |
|
| R2 |
3.069 |
3.069 |
2.926 |
|
| R1 |
2.984 |
2.984 |
2.913 |
2.955 |
| PP |
2.925 |
2.925 |
2.925 |
2.910 |
| S1 |
2.840 |
2.840 |
2.887 |
2.811 |
| S2 |
2.781 |
2.781 |
2.874 |
|
| S3 |
2.637 |
2.696 |
2.860 |
|
| S4 |
2.493 |
2.552 |
2.821 |
|
|
| 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 |
3.621 |
|
2.618 |
3.386 |
|
1.618 |
3.242 |
|
1.000 |
3.153 |
|
0.618 |
3.098 |
|
HIGH |
3.009 |
|
0.618 |
2.954 |
|
0.500 |
2.937 |
|
0.382 |
2.920 |
|
LOW |
2.865 |
|
0.618 |
2.776 |
|
1.000 |
2.721 |
|
1.618 |
2.632 |
|
2.618 |
2.488 |
|
4.250 |
2.253 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.937 |
3.016 |
| PP |
2.925 |
2.977 |
| S1 |
2.912 |
2.939 |
|