NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.646 |
2.810 |
0.164 |
6.2% |
2.330 |
| High |
2.778 |
2.844 |
0.066 |
2.4% |
2.838 |
| Low |
2.600 |
2.640 |
0.040 |
1.5% |
2.289 |
| Close |
2.756 |
2.713 |
-0.043 |
-1.6% |
2.756 |
| Range |
0.178 |
0.204 |
0.026 |
14.6% |
0.549 |
| ATR |
0.154 |
0.158 |
0.004 |
2.3% |
0.000 |
| Volume |
190,121 |
148,200 |
-41,921 |
-22.0% |
931,680 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.233 |
2.825 |
|
| R3 |
3.140 |
3.029 |
2.769 |
|
| R2 |
2.936 |
2.936 |
2.750 |
|
| R1 |
2.825 |
2.825 |
2.732 |
2.779 |
| PP |
2.732 |
2.732 |
2.732 |
2.709 |
| S1 |
2.621 |
2.621 |
2.694 |
2.575 |
| S2 |
2.528 |
2.528 |
2.676 |
|
| S3 |
2.324 |
2.417 |
2.657 |
|
| S4 |
2.120 |
2.213 |
2.601 |
|
|
| 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 |
2.844 |
2.555 |
0.289 |
10.7% |
0.196 |
7.2% |
55% |
True |
False |
183,013 |
| 10 |
2.844 |
2.289 |
0.555 |
20.5% |
0.188 |
6.9% |
76% |
True |
False |
144,322 |
| 20 |
3.153 |
2.289 |
0.864 |
31.8% |
0.155 |
5.7% |
49% |
False |
False |
106,295 |
| 40 |
3.711 |
2.289 |
1.422 |
52.4% |
0.125 |
4.6% |
30% |
False |
False |
74,333 |
| 60 |
3.954 |
2.289 |
1.665 |
61.4% |
0.117 |
4.3% |
25% |
False |
False |
57,620 |
| 80 |
4.129 |
2.289 |
1.840 |
67.8% |
0.113 |
4.2% |
23% |
False |
False |
47,644 |
| 100 |
4.450 |
2.289 |
2.161 |
79.7% |
0.107 |
4.0% |
20% |
False |
False |
40,614 |
| 120 |
4.558 |
2.289 |
2.269 |
83.6% |
0.106 |
3.9% |
19% |
False |
False |
35,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.711 |
|
2.618 |
3.378 |
|
1.618 |
3.174 |
|
1.000 |
3.048 |
|
0.618 |
2.970 |
|
HIGH |
2.844 |
|
0.618 |
2.766 |
|
0.500 |
2.742 |
|
0.382 |
2.718 |
|
LOW |
2.640 |
|
0.618 |
2.514 |
|
1.000 |
2.436 |
|
1.618 |
2.310 |
|
2.618 |
2.106 |
|
4.250 |
1.773 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.742 |
2.716 |
| PP |
2.732 |
2.715 |
| S1 |
2.723 |
2.714 |
|