NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.349 |
2.330 |
-0.019 |
-0.8% |
2.628 |
| High |
2.416 |
2.677 |
0.261 |
10.8% |
2.634 |
| Low |
2.330 |
2.289 |
-0.041 |
-1.8% |
2.330 |
| Close |
2.377 |
2.580 |
0.203 |
8.5% |
2.377 |
| Range |
0.086 |
0.388 |
0.302 |
351.2% |
0.304 |
| ATR |
0.121 |
0.140 |
0.019 |
15.8% |
0.000 |
| Volume |
85,131 |
164,815 |
79,684 |
93.6% |
363,341 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.679 |
3.518 |
2.793 |
|
| R3 |
3.291 |
3.130 |
2.687 |
|
| R2 |
2.903 |
2.903 |
2.651 |
|
| R1 |
2.742 |
2.742 |
2.616 |
2.823 |
| PP |
2.515 |
2.515 |
2.515 |
2.556 |
| S1 |
2.354 |
2.354 |
2.544 |
2.435 |
| S2 |
2.127 |
2.127 |
2.509 |
|
| S3 |
1.739 |
1.966 |
2.473 |
|
| S4 |
1.351 |
1.578 |
2.367 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.359 |
3.172 |
2.544 |
|
| R3 |
3.055 |
2.868 |
2.461 |
|
| R2 |
2.751 |
2.751 |
2.433 |
|
| R1 |
2.564 |
2.564 |
2.405 |
2.506 |
| PP |
2.447 |
2.447 |
2.447 |
2.418 |
| S1 |
2.260 |
2.260 |
2.349 |
2.202 |
| S2 |
2.143 |
2.143 |
2.321 |
|
| S3 |
1.839 |
1.956 |
2.293 |
|
| S4 |
1.535 |
1.652 |
2.210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.677 |
2.289 |
0.388 |
15.0% |
0.180 |
7.0% |
75% |
True |
True |
105,631 |
| 10 |
3.082 |
2.289 |
0.793 |
30.7% |
0.148 |
5.7% |
37% |
False |
True |
96,656 |
| 20 |
3.278 |
2.289 |
0.989 |
38.3% |
0.130 |
5.0% |
29% |
False |
True |
66,757 |
| 40 |
3.741 |
2.289 |
1.452 |
56.3% |
0.116 |
4.5% |
20% |
False |
True |
54,793 |
| 60 |
4.070 |
2.289 |
1.781 |
69.0% |
0.110 |
4.3% |
16% |
False |
True |
43,801 |
| 80 |
4.225 |
2.289 |
1.936 |
75.0% |
0.106 |
4.1% |
15% |
False |
True |
37,158 |
| 100 |
4.516 |
2.289 |
2.227 |
86.3% |
0.104 |
4.0% |
13% |
False |
True |
31,926 |
| 120 |
4.602 |
2.289 |
2.313 |
89.7% |
0.102 |
4.0% |
13% |
False |
True |
27,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.326 |
|
2.618 |
3.693 |
|
1.618 |
3.305 |
|
1.000 |
3.065 |
|
0.618 |
2.917 |
|
HIGH |
2.677 |
|
0.618 |
2.529 |
|
0.500 |
2.483 |
|
0.382 |
2.437 |
|
LOW |
2.289 |
|
0.618 |
2.049 |
|
1.000 |
1.901 |
|
1.618 |
1.661 |
|
2.618 |
1.273 |
|
4.250 |
0.640 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.548 |
2.548 |
| PP |
2.515 |
2.515 |
| S1 |
2.483 |
2.483 |
|