NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.106 |
3.102 |
-0.004 |
-0.1% |
3.093 |
| High |
3.181 |
3.140 |
-0.041 |
-1.3% |
3.201 |
| Low |
3.078 |
3.065 |
-0.013 |
-0.4% |
3.050 |
| Close |
3.112 |
3.084 |
-0.028 |
-0.9% |
3.114 |
| Range |
0.103 |
0.075 |
-0.028 |
-27.2% |
0.151 |
| ATR |
0.104 |
0.102 |
-0.002 |
-2.0% |
0.000 |
| Volume |
40,692 |
8,378 |
-32,314 |
-79.4% |
380,323 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.321 |
3.278 |
3.125 |
|
| R3 |
3.246 |
3.203 |
3.105 |
|
| R2 |
3.171 |
3.171 |
3.098 |
|
| R1 |
3.128 |
3.128 |
3.091 |
3.112 |
| PP |
3.096 |
3.096 |
3.096 |
3.089 |
| S1 |
3.053 |
3.053 |
3.077 |
3.037 |
| S2 |
3.021 |
3.021 |
3.070 |
|
| S3 |
2.946 |
2.978 |
3.063 |
|
| S4 |
2.871 |
2.903 |
3.043 |
|
|
| 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 |
3.065 |
0.136 |
4.4% |
0.089 |
2.9% |
14% |
False |
True |
56,627 |
| 10 |
3.287 |
3.050 |
0.237 |
7.7% |
0.093 |
3.0% |
14% |
False |
False |
76,085 |
| 20 |
3.689 |
3.050 |
0.639 |
20.7% |
0.099 |
3.2% |
5% |
False |
False |
96,770 |
| 40 |
4.075 |
3.050 |
1.025 |
33.2% |
0.106 |
3.4% |
3% |
False |
False |
85,566 |
| 60 |
4.146 |
3.050 |
1.096 |
35.5% |
0.105 |
3.4% |
3% |
False |
False |
76,849 |
| 80 |
4.477 |
3.050 |
1.427 |
46.3% |
0.103 |
3.3% |
2% |
False |
False |
65,741 |
| 100 |
4.606 |
3.050 |
1.556 |
50.5% |
0.105 |
3.4% |
2% |
False |
False |
57,145 |
| 120 |
4.962 |
3.050 |
1.912 |
62.0% |
0.105 |
3.4% |
2% |
False |
False |
50,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.459 |
|
2.618 |
3.336 |
|
1.618 |
3.261 |
|
1.000 |
3.215 |
|
0.618 |
3.186 |
|
HIGH |
3.140 |
|
0.618 |
3.111 |
|
0.500 |
3.103 |
|
0.382 |
3.094 |
|
LOW |
3.065 |
|
0.618 |
3.019 |
|
1.000 |
2.990 |
|
1.618 |
2.944 |
|
2.618 |
2.869 |
|
4.250 |
2.746 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.103 |
3.123 |
| PP |
3.096 |
3.110 |
| S1 |
3.090 |
3.097 |
|