NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.615 |
2.799 |
0.184 |
7.0% |
2.628 |
| High |
2.814 |
2.838 |
0.024 |
0.9% |
2.634 |
| Low |
2.615 |
2.588 |
-0.027 |
-1.0% |
2.330 |
| Close |
2.769 |
2.654 |
-0.115 |
-4.2% |
2.377 |
| Range |
0.199 |
0.250 |
0.051 |
25.6% |
0.304 |
| ATR |
0.145 |
0.153 |
0.007 |
5.2% |
0.000 |
| Volume |
194,003 |
220,520 |
26,517 |
13.7% |
363,341 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.443 |
3.299 |
2.792 |
|
| R3 |
3.193 |
3.049 |
2.723 |
|
| R2 |
2.943 |
2.943 |
2.700 |
|
| R1 |
2.799 |
2.799 |
2.677 |
2.746 |
| PP |
2.693 |
2.693 |
2.693 |
2.667 |
| S1 |
2.549 |
2.549 |
2.631 |
2.496 |
| S2 |
2.443 |
2.443 |
2.608 |
|
| S3 |
2.193 |
2.299 |
2.585 |
|
| S4 |
1.943 |
2.049 |
2.517 |
|
|
| 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 |
2.838 |
2.289 |
0.549 |
20.7% |
0.214 |
8.1% |
66% |
True |
False |
165,338 |
| 10 |
2.838 |
2.289 |
0.549 |
20.7% |
0.169 |
6.3% |
66% |
True |
False |
132,559 |
| 20 |
3.209 |
2.289 |
0.920 |
34.7% |
0.147 |
5.5% |
40% |
False |
False |
91,236 |
| 40 |
3.711 |
2.289 |
1.422 |
53.6% |
0.120 |
4.5% |
26% |
False |
False |
67,504 |
| 60 |
4.070 |
2.289 |
1.781 |
67.1% |
0.115 |
4.3% |
20% |
False |
False |
52,685 |
| 80 |
4.144 |
2.289 |
1.855 |
69.9% |
0.110 |
4.1% |
20% |
False |
False |
43,869 |
| 100 |
4.455 |
2.289 |
2.166 |
81.6% |
0.106 |
4.0% |
17% |
False |
False |
37,465 |
| 120 |
4.558 |
2.289 |
2.269 |
85.5% |
0.104 |
3.9% |
16% |
False |
False |
32,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.901 |
|
2.618 |
3.493 |
|
1.618 |
3.243 |
|
1.000 |
3.088 |
|
0.618 |
2.993 |
|
HIGH |
2.838 |
|
0.618 |
2.743 |
|
0.500 |
2.713 |
|
0.382 |
2.684 |
|
LOW |
2.588 |
|
0.618 |
2.434 |
|
1.000 |
2.338 |
|
1.618 |
2.184 |
|
2.618 |
1.934 |
|
4.250 |
1.526 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.713 |
2.697 |
| PP |
2.693 |
2.682 |
| S1 |
2.674 |
2.668 |
|