NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.110 |
3.060 |
-0.050 |
-1.6% |
3.223 |
| High |
3.126 |
3.152 |
0.026 |
0.8% |
3.306 |
| Low |
3.050 |
3.027 |
-0.023 |
-0.8% |
3.050 |
| Close |
3.079 |
3.084 |
0.005 |
0.2% |
3.079 |
| Range |
0.076 |
0.125 |
0.049 |
64.5% |
0.256 |
| ATR |
0.092 |
0.094 |
0.002 |
2.6% |
0.000 |
| Volume |
26,569 |
21,337 |
-5,232 |
-19.7% |
60,572 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.463 |
3.398 |
3.153 |
|
| R3 |
3.338 |
3.273 |
3.118 |
|
| R2 |
3.213 |
3.213 |
3.107 |
|
| R1 |
3.148 |
3.148 |
3.095 |
3.181 |
| PP |
3.088 |
3.088 |
3.088 |
3.104 |
| S1 |
3.023 |
3.023 |
3.073 |
3.056 |
| S2 |
2.963 |
2.963 |
3.061 |
|
| S3 |
2.838 |
2.898 |
3.050 |
|
| S4 |
2.713 |
2.773 |
3.015 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.913 |
3.752 |
3.220 |
|
| R3 |
3.657 |
3.496 |
3.149 |
|
| R2 |
3.401 |
3.401 |
3.126 |
|
| R1 |
3.240 |
3.240 |
3.102 |
3.193 |
| PP |
3.145 |
3.145 |
3.145 |
3.121 |
| S1 |
2.984 |
2.984 |
3.056 |
2.937 |
| S2 |
2.889 |
2.889 |
3.032 |
|
| S3 |
2.633 |
2.728 |
3.009 |
|
| S4 |
2.377 |
2.472 |
2.938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.306 |
3.027 |
0.279 |
9.0% |
0.096 |
3.1% |
20% |
False |
True |
16,381 |
| 10 |
3.340 |
3.027 |
0.313 |
10.1% |
0.087 |
2.8% |
18% |
False |
True |
21,930 |
| 20 |
3.638 |
3.027 |
0.611 |
19.8% |
0.088 |
2.9% |
9% |
False |
True |
28,182 |
| 40 |
3.924 |
3.027 |
0.897 |
29.1% |
0.095 |
3.1% |
6% |
False |
True |
25,473 |
| 60 |
4.092 |
3.027 |
1.065 |
34.5% |
0.096 |
3.1% |
5% |
False |
True |
23,531 |
| 80 |
4.414 |
3.027 |
1.387 |
45.0% |
0.092 |
3.0% |
4% |
False |
True |
21,041 |
| 100 |
4.508 |
3.027 |
1.481 |
48.0% |
0.093 |
3.0% |
4% |
False |
True |
18,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.683 |
|
2.618 |
3.479 |
|
1.618 |
3.354 |
|
1.000 |
3.277 |
|
0.618 |
3.229 |
|
HIGH |
3.152 |
|
0.618 |
3.104 |
|
0.500 |
3.090 |
|
0.382 |
3.075 |
|
LOW |
3.027 |
|
0.618 |
2.950 |
|
1.000 |
2.902 |
|
1.618 |
2.825 |
|
2.618 |
2.700 |
|
4.250 |
2.496 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.090 |
3.129 |
| PP |
3.088 |
3.114 |
| S1 |
3.086 |
3.099 |
|