NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.010 |
3.149 |
0.139 |
4.6% |
3.175 |
| High |
3.152 |
3.153 |
0.001 |
0.0% |
3.245 |
| Low |
3.006 |
2.982 |
-0.024 |
-0.8% |
2.985 |
| Close |
3.127 |
3.017 |
-0.110 |
-3.5% |
3.016 |
| Range |
0.146 |
0.171 |
0.025 |
17.1% |
0.260 |
| ATR |
0.103 |
0.107 |
0.005 |
4.8% |
0.000 |
| Volume |
42,857 |
62,232 |
19,375 |
45.2% |
91,416 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.564 |
3.461 |
3.111 |
|
| R3 |
3.393 |
3.290 |
3.064 |
|
| R2 |
3.222 |
3.222 |
3.048 |
|
| R1 |
3.119 |
3.119 |
3.033 |
3.085 |
| PP |
3.051 |
3.051 |
3.051 |
3.034 |
| S1 |
2.948 |
2.948 |
3.001 |
2.914 |
| S2 |
2.880 |
2.880 |
2.986 |
|
| S3 |
2.709 |
2.777 |
2.970 |
|
| S4 |
2.538 |
2.606 |
2.923 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.862 |
3.699 |
3.159 |
|
| R3 |
3.602 |
3.439 |
3.088 |
|
| R2 |
3.342 |
3.342 |
3.064 |
|
| R1 |
3.179 |
3.179 |
3.040 |
3.131 |
| PP |
3.082 |
3.082 |
3.082 |
3.058 |
| S1 |
2.919 |
2.919 |
2.992 |
2.871 |
| S2 |
2.822 |
2.822 |
2.968 |
|
| S3 |
2.562 |
2.659 |
2.945 |
|
| S4 |
2.302 |
2.399 |
2.873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.174 |
2.964 |
0.210 |
7.0% |
0.134 |
4.4% |
25% |
False |
False |
39,027 |
| 10 |
3.278 |
2.964 |
0.314 |
10.4% |
0.110 |
3.6% |
17% |
False |
False |
33,328 |
| 20 |
3.578 |
2.964 |
0.614 |
20.4% |
0.099 |
3.3% |
9% |
False |
False |
43,228 |
| 40 |
3.852 |
2.964 |
0.888 |
29.4% |
0.103 |
3.4% |
6% |
False |
False |
35,317 |
| 60 |
4.114 |
2.964 |
1.150 |
38.1% |
0.102 |
3.4% |
5% |
False |
False |
29,805 |
| 80 |
4.450 |
2.964 |
1.486 |
49.3% |
0.098 |
3.2% |
4% |
False |
False |
25,691 |
| 100 |
4.516 |
2.964 |
1.552 |
51.4% |
0.098 |
3.2% |
3% |
False |
False |
22,341 |
| 120 |
4.912 |
2.964 |
1.948 |
64.6% |
0.097 |
3.2% |
3% |
False |
False |
19,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.880 |
|
2.618 |
3.601 |
|
1.618 |
3.430 |
|
1.000 |
3.324 |
|
0.618 |
3.259 |
|
HIGH |
3.153 |
|
0.618 |
3.088 |
|
0.500 |
3.068 |
|
0.382 |
3.047 |
|
LOW |
2.982 |
|
0.618 |
2.876 |
|
1.000 |
2.811 |
|
1.618 |
2.705 |
|
2.618 |
2.534 |
|
4.250 |
2.255 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.068 |
3.059 |
| PP |
3.051 |
3.045 |
| S1 |
3.034 |
3.031 |
|