NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.629 |
2.615 |
-0.014 |
-0.5% |
2.628 |
| High |
2.704 |
2.814 |
0.110 |
4.1% |
2.634 |
| Low |
2.555 |
2.615 |
0.060 |
2.3% |
2.330 |
| Close |
2.610 |
2.769 |
0.159 |
6.1% |
2.377 |
| Range |
0.149 |
0.199 |
0.050 |
33.6% |
0.304 |
| ATR |
0.140 |
0.145 |
0.005 |
3.2% |
0.000 |
| Volume |
162,221 |
194,003 |
31,782 |
19.6% |
363,341 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.330 |
3.248 |
2.878 |
|
| R3 |
3.131 |
3.049 |
2.824 |
|
| R2 |
2.932 |
2.932 |
2.805 |
|
| R1 |
2.850 |
2.850 |
2.787 |
2.891 |
| PP |
2.733 |
2.733 |
2.733 |
2.753 |
| S1 |
2.651 |
2.651 |
2.751 |
2.692 |
| S2 |
2.534 |
2.534 |
2.733 |
|
| S3 |
2.335 |
2.452 |
2.714 |
|
| S4 |
2.136 |
2.253 |
2.660 |
|
|
| 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 |
2.814 |
2.289 |
0.525 |
19.0% |
0.202 |
7.3% |
91% |
True |
False |
140,573 |
| 10 |
2.961 |
2.289 |
0.672 |
24.3% |
0.163 |
5.9% |
71% |
False |
False |
119,152 |
| 20 |
3.245 |
2.289 |
0.956 |
34.5% |
0.139 |
5.0% |
50% |
False |
False |
80,915 |
| 40 |
3.741 |
2.289 |
1.452 |
52.4% |
0.118 |
4.3% |
33% |
False |
False |
62,273 |
| 60 |
4.070 |
2.289 |
1.781 |
64.3% |
0.113 |
4.1% |
27% |
False |
False |
49,332 |
| 80 |
4.169 |
2.289 |
1.880 |
67.9% |
0.108 |
3.9% |
26% |
False |
False |
41,369 |
| 100 |
4.516 |
2.289 |
2.227 |
80.4% |
0.105 |
3.8% |
22% |
False |
False |
35,360 |
| 120 |
4.558 |
2.289 |
2.269 |
81.9% |
0.104 |
3.7% |
21% |
False |
False |
30,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.660 |
|
2.618 |
3.335 |
|
1.618 |
3.136 |
|
1.000 |
3.013 |
|
0.618 |
2.937 |
|
HIGH |
2.814 |
|
0.618 |
2.738 |
|
0.500 |
2.715 |
|
0.382 |
2.691 |
|
LOW |
2.615 |
|
0.618 |
2.492 |
|
1.000 |
2.416 |
|
1.618 |
2.293 |
|
2.618 |
2.094 |
|
4.250 |
1.769 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.751 |
2.697 |
| PP |
2.733 |
2.624 |
| S1 |
2.715 |
2.552 |
|