NYMEX Natural Gas Future March 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 |
2.628 |
2.522 |
-0.106 |
-4.0% |
3.048 |
| High |
2.634 |
2.577 |
-0.057 |
-2.2% |
3.082 |
| Low |
2.485 |
2.490 |
0.005 |
0.2% |
2.665 |
| Close |
2.528 |
2.516 |
-0.012 |
-0.5% |
2.713 |
| Range |
0.149 |
0.087 |
-0.062 |
-41.6% |
0.417 |
| ATR |
0.121 |
0.118 |
-0.002 |
-2.0% |
0.000 |
| Volume |
111,546 |
69,968 |
-41,578 |
-37.3% |
438,413 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.789 |
2.739 |
2.564 |
|
| R3 |
2.702 |
2.652 |
2.540 |
|
| R2 |
2.615 |
2.615 |
2.532 |
|
| R1 |
2.565 |
2.565 |
2.524 |
2.547 |
| PP |
2.528 |
2.528 |
2.528 |
2.518 |
| S1 |
2.478 |
2.478 |
2.508 |
2.460 |
| S2 |
2.441 |
2.441 |
2.500 |
|
| S3 |
2.354 |
2.391 |
2.492 |
|
| S4 |
2.267 |
2.304 |
2.468 |
|
|
| 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 |
2.961 |
2.485 |
0.476 |
18.9% |
0.123 |
4.9% |
7% |
False |
False |
97,730 |
| 10 |
3.153 |
2.485 |
0.668 |
26.6% |
0.125 |
5.0% |
5% |
False |
False |
79,725 |
| 20 |
3.278 |
2.485 |
0.793 |
31.5% |
0.108 |
4.3% |
4% |
False |
False |
54,142 |
| 40 |
3.741 |
2.485 |
1.256 |
49.9% |
0.107 |
4.3% |
2% |
False |
False |
48,486 |
| 60 |
4.070 |
2.485 |
1.585 |
63.0% |
0.104 |
4.1% |
2% |
False |
False |
38,757 |
| 80 |
4.281 |
2.485 |
1.796 |
71.4% |
0.100 |
4.0% |
2% |
False |
False |
33,233 |
| 100 |
4.516 |
2.485 |
2.031 |
80.7% |
0.100 |
4.0% |
2% |
False |
False |
28,646 |
| 120 |
4.685 |
2.485 |
2.200 |
87.4% |
0.098 |
3.9% |
1% |
False |
False |
25,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.947 |
|
2.618 |
2.805 |
|
1.618 |
2.718 |
|
1.000 |
2.664 |
|
0.618 |
2.631 |
|
HIGH |
2.577 |
|
0.618 |
2.544 |
|
0.500 |
2.534 |
|
0.382 |
2.523 |
|
LOW |
2.490 |
|
0.618 |
2.436 |
|
1.000 |
2.403 |
|
1.618 |
2.349 |
|
2.618 |
2.262 |
|
4.250 |
2.120 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.534 |
2.617 |
| PP |
2.528 |
2.583 |
| S1 |
2.522 |
2.550 |
|