NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.020 |
2.969 |
-0.051 |
-1.7% |
3.134 |
| High |
3.042 |
3.074 |
0.032 |
1.1% |
3.219 |
| Low |
2.957 |
2.936 |
-0.021 |
-0.7% |
2.957 |
| Close |
2.989 |
2.993 |
0.004 |
0.1% |
2.989 |
| Range |
0.085 |
0.138 |
0.053 |
62.4% |
0.262 |
| ATR |
0.102 |
0.104 |
0.003 |
2.5% |
0.000 |
| Volume |
56,932 |
101,885 |
44,953 |
79.0% |
255,675 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.415 |
3.342 |
3.069 |
|
| R3 |
3.277 |
3.204 |
3.031 |
|
| R2 |
3.139 |
3.139 |
3.018 |
|
| R1 |
3.066 |
3.066 |
3.006 |
3.103 |
| PP |
3.001 |
3.001 |
3.001 |
3.019 |
| S1 |
2.928 |
2.928 |
2.980 |
2.965 |
| S2 |
2.863 |
2.863 |
2.968 |
|
| S3 |
2.725 |
2.790 |
2.955 |
|
| S4 |
2.587 |
2.652 |
2.917 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.841 |
3.677 |
3.133 |
|
| R3 |
3.579 |
3.415 |
3.061 |
|
| R2 |
3.317 |
3.317 |
3.037 |
|
| R1 |
3.153 |
3.153 |
3.013 |
3.104 |
| PP |
3.055 |
3.055 |
3.055 |
3.031 |
| S1 |
2.891 |
2.891 |
2.965 |
2.842 |
| S2 |
2.793 |
2.793 |
2.941 |
|
| S3 |
2.531 |
2.629 |
2.917 |
|
| S4 |
2.269 |
2.367 |
2.845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.219 |
2.936 |
0.283 |
9.5% |
0.112 |
3.7% |
20% |
False |
True |
71,512 |
| 10 |
3.242 |
2.936 |
0.306 |
10.2% |
0.096 |
3.2% |
19% |
False |
True |
59,089 |
| 20 |
3.600 |
2.936 |
0.664 |
22.2% |
0.099 |
3.3% |
9% |
False |
True |
56,447 |
| 40 |
3.961 |
2.936 |
1.025 |
34.2% |
0.103 |
3.4% |
6% |
False |
True |
41,524 |
| 60 |
4.153 |
2.936 |
1.217 |
40.7% |
0.103 |
3.4% |
5% |
False |
True |
34,027 |
| 80 |
4.500 |
2.936 |
1.564 |
52.3% |
0.099 |
3.3% |
4% |
False |
True |
28,211 |
| 100 |
4.599 |
2.936 |
1.663 |
55.6% |
0.100 |
3.3% |
3% |
False |
True |
23,835 |
| 120 |
4.958 |
2.936 |
2.022 |
67.6% |
0.099 |
3.3% |
3% |
False |
True |
20,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.661 |
|
2.618 |
3.435 |
|
1.618 |
3.297 |
|
1.000 |
3.212 |
|
0.618 |
3.159 |
|
HIGH |
3.074 |
|
0.618 |
3.021 |
|
0.500 |
3.005 |
|
0.382 |
2.989 |
|
LOW |
2.936 |
|
0.618 |
2.851 |
|
1.000 |
2.798 |
|
1.618 |
2.713 |
|
2.618 |
2.575 |
|
4.250 |
2.350 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.005 |
3.042 |
| PP |
3.001 |
3.026 |
| S1 |
2.997 |
3.009 |
|