NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.744 |
-0.056 |
-2.0% |
3.048 |
| High |
2.804 |
2.748 |
-0.056 |
-2.0% |
3.082 |
| Low |
2.700 |
2.665 |
-0.035 |
-1.3% |
2.665 |
| Close |
2.737 |
2.713 |
-0.024 |
-0.9% |
2.713 |
| Range |
0.104 |
0.083 |
-0.021 |
-20.2% |
0.417 |
| ATR |
0.115 |
0.112 |
-0.002 |
-2.0% |
0.000 |
| Volume |
114,226 |
106,470 |
-7,756 |
-6.8% |
438,413 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.958 |
2.918 |
2.759 |
|
| R3 |
2.875 |
2.835 |
2.736 |
|
| R2 |
2.792 |
2.792 |
2.728 |
|
| R1 |
2.752 |
2.752 |
2.721 |
2.731 |
| PP |
2.709 |
2.709 |
2.709 |
2.698 |
| S1 |
2.669 |
2.669 |
2.705 |
2.648 |
| S2 |
2.626 |
2.626 |
2.698 |
|
| S3 |
2.543 |
2.586 |
2.690 |
|
| S4 |
2.460 |
2.503 |
2.667 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.071 |
3.809 |
2.942 |
|
| R3 |
3.654 |
3.392 |
2.828 |
|
| R2 |
3.237 |
3.237 |
2.789 |
|
| R1 |
2.975 |
2.975 |
2.751 |
2.898 |
| PP |
2.820 |
2.820 |
2.820 |
2.781 |
| S1 |
2.558 |
2.558 |
2.675 |
2.481 |
| S2 |
2.403 |
2.403 |
2.637 |
|
| S3 |
1.986 |
2.141 |
2.598 |
|
| S4 |
1.569 |
1.724 |
2.484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.082 |
2.665 |
0.417 |
15.4% |
0.115 |
4.3% |
12% |
False |
True |
87,682 |
| 10 |
3.153 |
2.665 |
0.488 |
18.0% |
0.122 |
4.5% |
10% |
False |
True |
68,269 |
| 20 |
3.278 |
2.665 |
0.613 |
22.6% |
0.105 |
3.9% |
8% |
False |
True |
49,355 |
| 40 |
3.741 |
2.665 |
1.076 |
39.7% |
0.107 |
3.9% |
4% |
False |
True |
45,128 |
| 60 |
4.070 |
2.665 |
1.405 |
51.8% |
0.102 |
3.8% |
3% |
False |
True |
36,170 |
| 80 |
4.281 |
2.665 |
1.616 |
59.6% |
0.099 |
3.6% |
3% |
False |
True |
31,243 |
| 100 |
4.516 |
2.665 |
1.851 |
68.2% |
0.100 |
3.7% |
3% |
False |
True |
26,957 |
| 120 |
4.710 |
2.665 |
2.045 |
75.4% |
0.097 |
3.6% |
2% |
False |
True |
23,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
2.965 |
|
1.618 |
2.882 |
|
1.000 |
2.831 |
|
0.618 |
2.799 |
|
HIGH |
2.748 |
|
0.618 |
2.716 |
|
0.500 |
2.707 |
|
0.382 |
2.697 |
|
LOW |
2.665 |
|
0.618 |
2.614 |
|
1.000 |
2.582 |
|
1.618 |
2.531 |
|
2.618 |
2.448 |
|
4.250 |
2.312 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.711 |
2.813 |
| PP |
2.709 |
2.780 |
| S1 |
2.707 |
2.746 |
|