NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.569 |
2.485 |
-0.084 |
-3.3% |
3.011 |
| High |
2.587 |
2.542 |
-0.045 |
-1.7% |
3.045 |
| Low |
2.439 |
2.452 |
0.013 |
0.5% |
2.621 |
| Close |
2.488 |
2.472 |
-0.016 |
-0.6% |
2.670 |
| Range |
0.148 |
0.090 |
-0.058 |
-39.2% |
0.424 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.0% |
0.000 |
| Volume |
178,684 |
120,906 |
-57,778 |
-32.3% |
630,601 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.759 |
2.705 |
2.522 |
|
| R3 |
2.669 |
2.615 |
2.497 |
|
| R2 |
2.579 |
2.579 |
2.489 |
|
| R1 |
2.525 |
2.525 |
2.480 |
2.507 |
| PP |
2.489 |
2.489 |
2.489 |
2.480 |
| S1 |
2.435 |
2.435 |
2.464 |
2.417 |
| S2 |
2.399 |
2.399 |
2.456 |
|
| S3 |
2.309 |
2.345 |
2.447 |
|
| S4 |
2.219 |
2.255 |
2.423 |
|
|
| 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 |
2.929 |
2.439 |
0.490 |
19.8% |
0.125 |
5.1% |
7% |
False |
False |
141,865 |
| 10 |
3.123 |
2.439 |
0.684 |
27.7% |
0.127 |
5.1% |
5% |
False |
False |
130,321 |
| 20 |
3.242 |
2.439 |
0.803 |
32.5% |
0.112 |
4.5% |
4% |
False |
False |
94,705 |
| 40 |
3.741 |
2.439 |
1.302 |
52.7% |
0.111 |
4.5% |
3% |
False |
False |
68,690 |
| 60 |
4.107 |
2.439 |
1.668 |
67.5% |
0.107 |
4.3% |
2% |
False |
False |
52,345 |
| 80 |
4.314 |
2.439 |
1.875 |
75.8% |
0.104 |
4.2% |
2% |
False |
False |
43,482 |
| 100 |
4.580 |
2.439 |
2.141 |
86.6% |
0.104 |
4.2% |
2% |
False |
False |
36,208 |
| 120 |
4.726 |
2.439 |
2.287 |
92.5% |
0.102 |
4.1% |
1% |
False |
False |
31,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.925 |
|
2.618 |
2.778 |
|
1.618 |
2.688 |
|
1.000 |
2.632 |
|
0.618 |
2.598 |
|
HIGH |
2.542 |
|
0.618 |
2.508 |
|
0.500 |
2.497 |
|
0.382 |
2.486 |
|
LOW |
2.452 |
|
0.618 |
2.396 |
|
1.000 |
2.362 |
|
1.618 |
2.306 |
|
2.618 |
2.216 |
|
4.250 |
2.070 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.497 |
2.575 |
| PP |
2.489 |
2.541 |
| S1 |
2.480 |
2.506 |
|