NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.761 |
2.705 |
-0.056 |
-2.0% |
3.011 |
| High |
2.772 |
2.711 |
-0.061 |
-2.2% |
3.045 |
| Low |
2.663 |
2.621 |
-0.042 |
-1.6% |
2.621 |
| Close |
2.697 |
2.670 |
-0.027 |
-1.0% |
2.670 |
| Range |
0.109 |
0.090 |
-0.019 |
-17.4% |
0.424 |
| ATR |
0.119 |
0.117 |
-0.002 |
-1.8% |
0.000 |
| Volume |
147,140 |
103,952 |
-43,188 |
-29.4% |
630,601 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.937 |
2.894 |
2.720 |
|
| R3 |
2.847 |
2.804 |
2.695 |
|
| R2 |
2.757 |
2.757 |
2.687 |
|
| R1 |
2.714 |
2.714 |
2.678 |
2.691 |
| PP |
2.667 |
2.667 |
2.667 |
2.656 |
| S1 |
2.624 |
2.624 |
2.662 |
2.601 |
| S2 |
2.577 |
2.577 |
2.654 |
|
| S3 |
2.487 |
2.534 |
2.645 |
|
| S4 |
2.397 |
2.444 |
2.621 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.051 |
3.784 |
2.903 |
|
| R3 |
3.627 |
3.360 |
2.787 |
|
| R2 |
3.203 |
3.203 |
2.748 |
|
| R1 |
2.936 |
2.936 |
2.709 |
2.858 |
| PP |
2.779 |
2.779 |
2.779 |
2.739 |
| S1 |
2.512 |
2.512 |
2.631 |
2.434 |
| S2 |
2.355 |
2.355 |
2.592 |
|
| S3 |
1.931 |
2.088 |
2.553 |
|
| S4 |
1.507 |
1.664 |
2.437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.045 |
2.621 |
0.424 |
15.9% |
0.117 |
4.4% |
12% |
False |
True |
126,120 |
| 10 |
3.123 |
2.621 |
0.502 |
18.8% |
0.125 |
4.7% |
10% |
False |
True |
116,244 |
| 20 |
3.243 |
2.621 |
0.622 |
23.3% |
0.108 |
4.1% |
8% |
False |
True |
85,061 |
| 40 |
3.741 |
2.621 |
1.120 |
41.9% |
0.111 |
4.2% |
4% |
False |
True |
62,390 |
| 60 |
4.107 |
2.621 |
1.486 |
55.7% |
0.106 |
4.0% |
3% |
False |
True |
47,819 |
| 80 |
4.314 |
2.621 |
1.693 |
63.4% |
0.103 |
3.8% |
3% |
False |
True |
39,917 |
| 100 |
4.580 |
2.621 |
1.959 |
73.4% |
0.104 |
3.9% |
3% |
False |
True |
33,329 |
| 120 |
4.753 |
2.621 |
2.132 |
79.9% |
0.101 |
3.8% |
2% |
False |
True |
28,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.094 |
|
2.618 |
2.947 |
|
1.618 |
2.857 |
|
1.000 |
2.801 |
|
0.618 |
2.767 |
|
HIGH |
2.711 |
|
0.618 |
2.677 |
|
0.500 |
2.666 |
|
0.382 |
2.655 |
|
LOW |
2.621 |
|
0.618 |
2.565 |
|
1.000 |
2.531 |
|
1.618 |
2.475 |
|
2.618 |
2.385 |
|
4.250 |
2.239 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.669 |
2.775 |
| PP |
2.667 |
2.740 |
| S1 |
2.666 |
2.705 |
|