NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.572 |
2.760 |
0.188 |
7.3% |
2.569 |
| High |
2.776 |
2.803 |
0.027 |
1.0% |
2.587 |
| Low |
2.571 |
2.553 |
-0.018 |
-0.7% |
2.283 |
| Close |
2.729 |
2.605 |
-0.124 |
-4.5% |
2.343 |
| Range |
0.205 |
0.250 |
0.045 |
22.0% |
0.304 |
| ATR |
0.152 |
0.159 |
0.007 |
4.6% |
0.000 |
| Volume |
152,693 |
77,066 |
-75,627 |
-49.5% |
571,424 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.404 |
3.254 |
2.743 |
|
| R3 |
3.154 |
3.004 |
2.674 |
|
| R2 |
2.904 |
2.904 |
2.651 |
|
| R1 |
2.754 |
2.754 |
2.628 |
2.704 |
| PP |
2.654 |
2.654 |
2.654 |
2.629 |
| S1 |
2.504 |
2.504 |
2.582 |
2.454 |
| S2 |
2.404 |
2.404 |
2.559 |
|
| S3 |
2.154 |
2.254 |
2.536 |
|
| S4 |
1.904 |
2.004 |
2.468 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.316 |
3.134 |
2.510 |
|
| R3 |
3.012 |
2.830 |
2.427 |
|
| R2 |
2.708 |
2.708 |
2.399 |
|
| R1 |
2.526 |
2.526 |
2.371 |
2.465 |
| PP |
2.404 |
2.404 |
2.404 |
2.374 |
| S1 |
2.222 |
2.222 |
2.315 |
2.161 |
| S2 |
2.100 |
2.100 |
2.287 |
|
| S3 |
1.796 |
1.918 |
2.259 |
|
| S4 |
1.492 |
1.614 |
2.176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.803 |
2.231 |
0.572 |
22.0% |
0.213 |
8.2% |
65% |
True |
False |
157,582 |
| 10 |
2.803 |
2.231 |
0.572 |
22.0% |
0.169 |
6.5% |
65% |
True |
False |
148,808 |
| 20 |
3.185 |
2.231 |
0.954 |
36.6% |
0.149 |
5.7% |
39% |
False |
False |
126,922 |
| 40 |
3.711 |
2.231 |
1.480 |
56.8% |
0.123 |
4.7% |
25% |
False |
False |
87,923 |
| 60 |
4.107 |
2.231 |
1.876 |
72.0% |
0.118 |
4.5% |
20% |
False |
False |
66,464 |
| 80 |
4.180 |
2.231 |
1.949 |
74.8% |
0.113 |
4.3% |
19% |
False |
False |
54,515 |
| 100 |
4.500 |
2.231 |
2.269 |
87.1% |
0.109 |
4.2% |
16% |
False |
False |
45,234 |
| 120 |
4.599 |
2.231 |
2.368 |
90.9% |
0.108 |
4.1% |
16% |
False |
False |
38,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.866 |
|
2.618 |
3.458 |
|
1.618 |
3.208 |
|
1.000 |
3.053 |
|
0.618 |
2.958 |
|
HIGH |
2.803 |
|
0.618 |
2.708 |
|
0.500 |
2.678 |
|
0.382 |
2.649 |
|
LOW |
2.553 |
|
0.618 |
2.399 |
|
1.000 |
2.303 |
|
1.618 |
2.149 |
|
2.618 |
1.899 |
|
4.250 |
1.491 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.678 |
2.658 |
| PP |
2.654 |
2.640 |
| S1 |
2.629 |
2.623 |
|