NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.158 |
3.106 |
-0.052 |
-1.6% |
3.093 |
| High |
3.169 |
3.181 |
0.012 |
0.4% |
3.201 |
| Low |
3.101 |
3.078 |
-0.023 |
-0.7% |
3.050 |
| Close |
3.114 |
3.112 |
-0.002 |
-0.1% |
3.114 |
| Range |
0.068 |
0.103 |
0.035 |
51.5% |
0.151 |
| ATR |
0.104 |
0.104 |
0.000 |
-0.1% |
0.000 |
| Volume |
35,070 |
40,692 |
5,622 |
16.0% |
380,323 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.433 |
3.375 |
3.169 |
|
| R3 |
3.330 |
3.272 |
3.140 |
|
| R2 |
3.227 |
3.227 |
3.131 |
|
| R1 |
3.169 |
3.169 |
3.121 |
3.198 |
| PP |
3.124 |
3.124 |
3.124 |
3.138 |
| S1 |
3.066 |
3.066 |
3.103 |
3.095 |
| S2 |
3.021 |
3.021 |
3.093 |
|
| S3 |
2.918 |
2.963 |
3.084 |
|
| S4 |
2.815 |
2.860 |
3.055 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.575 |
3.495 |
3.197 |
|
| R3 |
3.424 |
3.344 |
3.156 |
|
| R2 |
3.273 |
3.273 |
3.142 |
|
| R1 |
3.193 |
3.193 |
3.128 |
3.233 |
| PP |
3.122 |
3.122 |
3.122 |
3.142 |
| S1 |
3.042 |
3.042 |
3.100 |
3.082 |
| S2 |
2.971 |
2.971 |
3.086 |
|
| S3 |
2.820 |
2.891 |
3.072 |
|
| S4 |
2.669 |
2.740 |
3.031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.201 |
3.078 |
0.123 |
4.0% |
0.087 |
2.8% |
28% |
False |
True |
70,086 |
| 10 |
3.299 |
3.050 |
0.249 |
8.0% |
0.092 |
3.0% |
25% |
False |
False |
87,305 |
| 20 |
3.689 |
3.050 |
0.639 |
20.5% |
0.101 |
3.3% |
10% |
False |
False |
102,284 |
| 40 |
4.095 |
3.050 |
1.045 |
33.6% |
0.107 |
3.4% |
6% |
False |
False |
86,999 |
| 60 |
4.165 |
3.050 |
1.115 |
35.8% |
0.106 |
3.4% |
6% |
False |
False |
77,546 |
| 80 |
4.500 |
3.050 |
1.450 |
46.6% |
0.104 |
3.3% |
4% |
False |
False |
65,981 |
| 100 |
4.606 |
3.050 |
1.556 |
50.0% |
0.105 |
3.4% |
4% |
False |
False |
57,408 |
| 120 |
4.962 |
3.050 |
1.912 |
61.4% |
0.105 |
3.4% |
3% |
False |
False |
50,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.619 |
|
2.618 |
3.451 |
|
1.618 |
3.348 |
|
1.000 |
3.284 |
|
0.618 |
3.245 |
|
HIGH |
3.181 |
|
0.618 |
3.142 |
|
0.500 |
3.130 |
|
0.382 |
3.117 |
|
LOW |
3.078 |
|
0.618 |
3.014 |
|
1.000 |
2.975 |
|
1.618 |
2.911 |
|
2.618 |
2.808 |
|
4.250 |
2.640 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.130 |
3.140 |
| PP |
3.124 |
3.130 |
| S1 |
3.118 |
3.121 |
|