NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.705 |
2.569 |
-0.136 |
-5.0% |
3.011 |
| High |
2.711 |
2.587 |
-0.124 |
-4.6% |
3.045 |
| Low |
2.621 |
2.439 |
-0.182 |
-6.9% |
2.621 |
| Close |
2.670 |
2.488 |
-0.182 |
-6.8% |
2.670 |
| Range |
0.090 |
0.148 |
0.058 |
64.4% |
0.424 |
| ATR |
0.117 |
0.126 |
0.008 |
6.9% |
0.000 |
| Volume |
103,952 |
178,684 |
74,732 |
71.9% |
630,601 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.949 |
2.866 |
2.569 |
|
| R3 |
2.801 |
2.718 |
2.529 |
|
| R2 |
2.653 |
2.653 |
2.515 |
|
| R1 |
2.570 |
2.570 |
2.502 |
2.538 |
| PP |
2.505 |
2.505 |
2.505 |
2.488 |
| S1 |
2.422 |
2.422 |
2.474 |
2.390 |
| S2 |
2.357 |
2.357 |
2.461 |
|
| S3 |
2.209 |
2.274 |
2.447 |
|
| S4 |
2.061 |
2.126 |
2.407 |
|
|
| 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 |
2.439 |
0.606 |
24.4% |
0.135 |
5.4% |
8% |
False |
True |
142,832 |
| 10 |
3.123 |
2.439 |
0.684 |
27.5% |
0.132 |
5.3% |
7% |
False |
True |
128,419 |
| 20 |
3.242 |
2.439 |
0.803 |
32.3% |
0.111 |
4.5% |
6% |
False |
True |
91,021 |
| 40 |
3.741 |
2.439 |
1.302 |
52.3% |
0.112 |
4.5% |
4% |
False |
True |
66,216 |
| 60 |
4.107 |
2.439 |
1.668 |
67.0% |
0.108 |
4.3% |
3% |
False |
True |
50,563 |
| 80 |
4.314 |
2.439 |
1.875 |
75.4% |
0.104 |
4.2% |
3% |
False |
True |
42,080 |
| 100 |
4.580 |
2.439 |
2.141 |
86.1% |
0.104 |
4.2% |
2% |
False |
True |
35,075 |
| 120 |
4.753 |
2.439 |
2.314 |
93.0% |
0.101 |
4.1% |
2% |
False |
True |
30,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.216 |
|
2.618 |
2.974 |
|
1.618 |
2.826 |
|
1.000 |
2.735 |
|
0.618 |
2.678 |
|
HIGH |
2.587 |
|
0.618 |
2.530 |
|
0.500 |
2.513 |
|
0.382 |
2.496 |
|
LOW |
2.439 |
|
0.618 |
2.348 |
|
1.000 |
2.291 |
|
1.618 |
2.200 |
|
2.618 |
2.052 |
|
4.250 |
1.810 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.513 |
2.606 |
| PP |
2.505 |
2.566 |
| S1 |
2.496 |
2.527 |
|