NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.048 |
3.046 |
-0.002 |
-0.1% |
2.986 |
| High |
3.073 |
3.082 |
0.009 |
0.3% |
3.153 |
| Low |
3.021 |
2.937 |
-0.084 |
-2.8% |
2.964 |
| Close |
3.050 |
2.970 |
-0.080 |
-2.6% |
3.098 |
| Range |
0.052 |
0.145 |
0.093 |
178.8% |
0.189 |
| ATR |
0.106 |
0.109 |
0.003 |
2.6% |
0.000 |
| Volume |
61,508 |
69,765 |
8,257 |
13.4% |
204,110 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.431 |
3.346 |
3.050 |
|
| R3 |
3.286 |
3.201 |
3.010 |
|
| R2 |
3.141 |
3.141 |
2.997 |
|
| R1 |
3.056 |
3.056 |
2.983 |
3.026 |
| PP |
2.996 |
2.996 |
2.996 |
2.982 |
| S1 |
2.911 |
2.911 |
2.957 |
2.881 |
| S2 |
2.851 |
2.851 |
2.943 |
|
| S3 |
2.706 |
2.766 |
2.930 |
|
| S4 |
2.561 |
2.621 |
2.890 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.639 |
3.557 |
3.202 |
|
| R3 |
3.450 |
3.368 |
3.150 |
|
| R2 |
3.261 |
3.261 |
3.133 |
|
| R1 |
3.179 |
3.179 |
3.115 |
3.220 |
| PP |
3.072 |
3.072 |
3.072 |
3.092 |
| S1 |
2.990 |
2.990 |
3.081 |
3.031 |
| S2 |
2.883 |
2.883 |
3.063 |
|
| S3 |
2.694 |
2.801 |
3.046 |
|
| S4 |
2.505 |
2.612 |
2.994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.153 |
2.937 |
0.216 |
7.3% |
0.127 |
4.3% |
15% |
False |
True |
61,719 |
| 10 |
3.245 |
2.937 |
0.308 |
10.4% |
0.116 |
3.9% |
11% |
False |
True |
42,679 |
| 20 |
3.356 |
2.937 |
0.419 |
14.1% |
0.098 |
3.3% |
8% |
False |
True |
43,300 |
| 40 |
3.741 |
2.937 |
0.804 |
27.1% |
0.103 |
3.5% |
4% |
False |
True |
39,047 |
| 60 |
4.114 |
2.937 |
1.177 |
39.6% |
0.103 |
3.5% |
3% |
False |
True |
32,199 |
| 80 |
4.333 |
2.937 |
1.396 |
47.0% |
0.097 |
3.3% |
2% |
False |
True |
27,762 |
| 100 |
4.516 |
2.937 |
1.579 |
53.2% |
0.099 |
3.3% |
2% |
False |
True |
24,128 |
| 120 |
4.878 |
2.937 |
1.941 |
65.4% |
0.097 |
3.3% |
2% |
False |
True |
21,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.698 |
|
2.618 |
3.462 |
|
1.618 |
3.317 |
|
1.000 |
3.227 |
|
0.618 |
3.172 |
|
HIGH |
3.082 |
|
0.618 |
3.027 |
|
0.500 |
3.010 |
|
0.382 |
2.992 |
|
LOW |
2.937 |
|
0.618 |
2.847 |
|
1.000 |
2.792 |
|
1.618 |
2.702 |
|
2.618 |
2.557 |
|
4.250 |
2.321 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.010 |
3.025 |
| PP |
2.996 |
3.007 |
| S1 |
2.983 |
2.988 |
|