NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.330 |
2.629 |
0.299 |
12.8% |
2.628 |
| High |
2.677 |
2.704 |
0.027 |
1.0% |
2.634 |
| Low |
2.289 |
2.555 |
0.266 |
11.6% |
2.330 |
| Close |
2.580 |
2.610 |
0.030 |
1.2% |
2.377 |
| Range |
0.388 |
0.149 |
-0.239 |
-61.6% |
0.304 |
| ATR |
0.140 |
0.140 |
0.001 |
0.5% |
0.000 |
| Volume |
164,815 |
162,221 |
-2,594 |
-1.6% |
363,341 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.070 |
2.989 |
2.692 |
|
| R3 |
2.921 |
2.840 |
2.651 |
|
| R2 |
2.772 |
2.772 |
2.637 |
|
| R1 |
2.691 |
2.691 |
2.624 |
2.657 |
| PP |
2.623 |
2.623 |
2.623 |
2.606 |
| S1 |
2.542 |
2.542 |
2.596 |
2.508 |
| S2 |
2.474 |
2.474 |
2.583 |
|
| S3 |
2.325 |
2.393 |
2.569 |
|
| S4 |
2.176 |
2.244 |
2.528 |
|
|
| 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 |
2.704 |
2.289 |
0.415 |
15.9% |
0.180 |
6.9% |
77% |
True |
False |
115,766 |
| 10 |
3.082 |
2.289 |
0.793 |
30.4% |
0.157 |
6.0% |
40% |
False |
False |
106,728 |
| 20 |
3.245 |
2.289 |
0.956 |
36.6% |
0.132 |
5.1% |
34% |
False |
False |
72,957 |
| 40 |
3.741 |
2.289 |
1.452 |
55.6% |
0.116 |
4.5% |
22% |
False |
False |
58,094 |
| 60 |
4.070 |
2.289 |
1.781 |
68.2% |
0.111 |
4.3% |
18% |
False |
False |
46,288 |
| 80 |
4.220 |
2.289 |
1.931 |
74.0% |
0.107 |
4.1% |
17% |
False |
False |
39,066 |
| 100 |
4.516 |
2.289 |
2.227 |
85.3% |
0.105 |
4.0% |
14% |
False |
False |
33,490 |
| 120 |
4.558 |
2.289 |
2.269 |
86.9% |
0.103 |
3.9% |
14% |
False |
False |
29,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.337 |
|
2.618 |
3.094 |
|
1.618 |
2.945 |
|
1.000 |
2.853 |
|
0.618 |
2.796 |
|
HIGH |
2.704 |
|
0.618 |
2.647 |
|
0.500 |
2.630 |
|
0.382 |
2.612 |
|
LOW |
2.555 |
|
0.618 |
2.463 |
|
1.000 |
2.406 |
|
1.618 |
2.314 |
|
2.618 |
2.165 |
|
4.250 |
1.922 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.630 |
2.572 |
| PP |
2.623 |
2.534 |
| S1 |
2.617 |
2.497 |
|