NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.978 |
3.122 |
0.144 |
4.8% |
3.134 |
| High |
3.123 |
3.123 |
0.000 |
0.0% |
3.219 |
| Low |
2.975 |
2.947 |
-0.028 |
-0.9% |
2.957 |
| Close |
3.115 |
2.980 |
-0.135 |
-4.3% |
2.989 |
| Range |
0.148 |
0.176 |
0.028 |
18.9% |
0.262 |
| ATR |
0.107 |
0.112 |
0.005 |
4.6% |
0.000 |
| Volume |
127,006 |
148,208 |
21,202 |
16.7% |
255,675 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.545 |
3.438 |
3.077 |
|
| R3 |
3.369 |
3.262 |
3.028 |
|
| R2 |
3.193 |
3.193 |
3.012 |
|
| R1 |
3.086 |
3.086 |
2.996 |
3.052 |
| PP |
3.017 |
3.017 |
3.017 |
2.999 |
| S1 |
2.910 |
2.910 |
2.964 |
2.876 |
| S2 |
2.841 |
2.841 |
2.948 |
|
| S3 |
2.665 |
2.734 |
2.932 |
|
| S4 |
2.489 |
2.558 |
2.883 |
|
|
| 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 |
3.148 |
2.936 |
0.212 |
7.1% |
0.139 |
4.7% |
21% |
False |
False |
102,988 |
| 10 |
3.242 |
2.936 |
0.306 |
10.3% |
0.116 |
3.9% |
14% |
False |
False |
78,780 |
| 20 |
3.580 |
2.936 |
0.644 |
21.6% |
0.104 |
3.5% |
7% |
False |
False |
67,610 |
| 40 |
3.881 |
2.936 |
0.945 |
31.7% |
0.106 |
3.6% |
5% |
False |
False |
47,252 |
| 60 |
4.153 |
2.936 |
1.217 |
40.8% |
0.106 |
3.5% |
4% |
False |
False |
37,853 |
| 80 |
4.500 |
2.936 |
1.564 |
52.5% |
0.101 |
3.4% |
3% |
False |
False |
31,430 |
| 100 |
4.580 |
2.936 |
1.644 |
55.2% |
0.101 |
3.4% |
3% |
False |
False |
26,447 |
| 120 |
4.958 |
2.936 |
2.022 |
67.9% |
0.100 |
3.4% |
2% |
False |
False |
22,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.871 |
|
2.618 |
3.584 |
|
1.618 |
3.408 |
|
1.000 |
3.299 |
|
0.618 |
3.232 |
|
HIGH |
3.123 |
|
0.618 |
3.056 |
|
0.500 |
3.035 |
|
0.382 |
3.014 |
|
LOW |
2.947 |
|
0.618 |
2.838 |
|
1.000 |
2.771 |
|
1.618 |
2.662 |
|
2.618 |
2.486 |
|
4.250 |
2.199 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.035 |
3.030 |
| PP |
3.017 |
3.013 |
| S1 |
2.998 |
2.997 |
|