NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.923 |
2.761 |
-0.162 |
-5.5% |
2.969 |
| High |
2.929 |
2.772 |
-0.157 |
-5.4% |
3.123 |
| Low |
2.741 |
2.663 |
-0.078 |
-2.8% |
2.936 |
| Close |
2.774 |
2.697 |
-0.077 |
-2.8% |
3.073 |
| Range |
0.188 |
0.109 |
-0.079 |
-42.0% |
0.187 |
| ATR |
0.120 |
0.119 |
-0.001 |
-0.5% |
0.000 |
| Volume |
158,646 |
147,140 |
-11,506 |
-7.3% |
474,913 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.038 |
2.976 |
2.757 |
|
| R3 |
2.929 |
2.867 |
2.727 |
|
| R2 |
2.820 |
2.820 |
2.717 |
|
| R1 |
2.758 |
2.758 |
2.707 |
2.735 |
| PP |
2.711 |
2.711 |
2.711 |
2.699 |
| S1 |
2.649 |
2.649 |
2.687 |
2.626 |
| S2 |
2.602 |
2.602 |
2.677 |
|
| S3 |
2.493 |
2.540 |
2.667 |
|
| S4 |
2.384 |
2.431 |
2.637 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.605 |
3.526 |
3.176 |
|
| R3 |
3.418 |
3.339 |
3.124 |
|
| R2 |
3.231 |
3.231 |
3.107 |
|
| R1 |
3.152 |
3.152 |
3.090 |
3.192 |
| PP |
3.044 |
3.044 |
3.044 |
3.064 |
| S1 |
2.965 |
2.965 |
3.056 |
3.005 |
| S2 |
2.857 |
2.857 |
3.039 |
|
| S3 |
2.670 |
2.778 |
3.022 |
|
| S4 |
2.483 |
2.591 |
2.970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.077 |
2.663 |
0.414 |
15.4% |
0.123 |
4.6% |
8% |
False |
True |
124,892 |
| 10 |
3.148 |
2.663 |
0.485 |
18.0% |
0.131 |
4.9% |
7% |
False |
True |
113,940 |
| 20 |
3.330 |
2.663 |
0.667 |
24.7% |
0.112 |
4.1% |
5% |
False |
True |
83,406 |
| 40 |
3.741 |
2.663 |
1.078 |
40.0% |
0.111 |
4.1% |
3% |
False |
True |
60,414 |
| 60 |
4.107 |
2.663 |
1.444 |
53.5% |
0.107 |
4.0% |
2% |
False |
True |
46,312 |
| 80 |
4.357 |
2.663 |
1.694 |
62.8% |
0.102 |
3.8% |
2% |
False |
True |
38,702 |
| 100 |
4.580 |
2.663 |
1.917 |
71.1% |
0.103 |
3.8% |
2% |
False |
True |
32,324 |
| 120 |
4.809 |
2.663 |
2.146 |
79.6% |
0.101 |
3.7% |
2% |
False |
True |
27,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.235 |
|
2.618 |
3.057 |
|
1.618 |
2.948 |
|
1.000 |
2.881 |
|
0.618 |
2.839 |
|
HIGH |
2.772 |
|
0.618 |
2.730 |
|
0.500 |
2.718 |
|
0.382 |
2.705 |
|
LOW |
2.663 |
|
0.618 |
2.596 |
|
1.000 |
2.554 |
|
1.618 |
2.487 |
|
2.618 |
2.378 |
|
4.250 |
2.200 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.718 |
2.854 |
| PP |
2.711 |
2.802 |
| S1 |
2.704 |
2.749 |
|