NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.799 |
2.646 |
-0.153 |
-5.5% |
2.330 |
| High |
2.838 |
2.778 |
-0.060 |
-2.1% |
2.838 |
| Low |
2.588 |
2.600 |
0.012 |
0.5% |
2.289 |
| Close |
2.654 |
2.756 |
0.102 |
3.8% |
2.756 |
| Range |
0.250 |
0.178 |
-0.072 |
-28.8% |
0.549 |
| ATR |
0.153 |
0.154 |
0.002 |
1.2% |
0.000 |
| Volume |
220,520 |
190,121 |
-30,399 |
-13.8% |
931,680 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.245 |
3.179 |
2.854 |
|
| R3 |
3.067 |
3.001 |
2.805 |
|
| R2 |
2.889 |
2.889 |
2.789 |
|
| R1 |
2.823 |
2.823 |
2.772 |
2.856 |
| PP |
2.711 |
2.711 |
2.711 |
2.728 |
| S1 |
2.645 |
2.645 |
2.740 |
2.678 |
| S2 |
2.533 |
2.533 |
2.723 |
|
| S3 |
2.355 |
2.467 |
2.707 |
|
| S4 |
2.177 |
2.289 |
2.658 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.275 |
4.064 |
3.058 |
|
| R3 |
3.726 |
3.515 |
2.907 |
|
| R2 |
3.177 |
3.177 |
2.857 |
|
| R1 |
2.966 |
2.966 |
2.806 |
3.072 |
| PP |
2.628 |
2.628 |
2.628 |
2.680 |
| S1 |
2.417 |
2.417 |
2.706 |
2.523 |
| S2 |
2.079 |
2.079 |
2.655 |
|
| S3 |
1.530 |
1.868 |
2.605 |
|
| S4 |
0.981 |
1.319 |
2.454 |
|
|
| 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 |
19.9% |
0.233 |
8.4% |
85% |
False |
False |
186,336 |
| 10 |
2.838 |
2.289 |
0.549 |
19.9% |
0.176 |
6.4% |
85% |
False |
False |
140,149 |
| 20 |
3.174 |
2.289 |
0.885 |
32.1% |
0.152 |
5.5% |
53% |
False |
False |
100,040 |
| 40 |
3.711 |
2.289 |
1.422 |
51.6% |
0.122 |
4.4% |
33% |
False |
False |
71,500 |
| 60 |
4.050 |
2.289 |
1.761 |
63.9% |
0.116 |
4.2% |
27% |
False |
False |
55,469 |
| 80 |
4.129 |
2.289 |
1.840 |
66.8% |
0.111 |
4.0% |
25% |
False |
False |
46,020 |
| 100 |
4.450 |
2.289 |
2.161 |
78.4% |
0.106 |
3.8% |
22% |
False |
False |
39,246 |
| 120 |
4.558 |
2.289 |
2.269 |
82.3% |
0.105 |
3.8% |
21% |
False |
False |
33,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.535 |
|
2.618 |
3.244 |
|
1.618 |
3.066 |
|
1.000 |
2.956 |
|
0.618 |
2.888 |
|
HIGH |
2.778 |
|
0.618 |
2.710 |
|
0.500 |
2.689 |
|
0.382 |
2.668 |
|
LOW |
2.600 |
|
0.618 |
2.490 |
|
1.000 |
2.422 |
|
1.618 |
2.312 |
|
2.618 |
2.134 |
|
4.250 |
1.844 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.734 |
2.742 |
| PP |
2.711 |
2.727 |
| S1 |
2.689 |
2.713 |
|