NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.069 |
3.205 |
0.136 |
4.4% |
3.223 |
| High |
3.210 |
3.208 |
-0.002 |
-0.1% |
3.306 |
| Low |
3.069 |
3.047 |
-0.022 |
-0.7% |
3.050 |
| Close |
3.185 |
3.082 |
-0.103 |
-3.2% |
3.079 |
| Range |
0.141 |
0.161 |
0.020 |
14.2% |
0.256 |
| ATR |
0.098 |
0.102 |
0.005 |
4.7% |
0.000 |
| Volume |
32,761 |
51,605 |
18,844 |
57.5% |
60,572 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.595 |
3.500 |
3.171 |
|
| R3 |
3.434 |
3.339 |
3.126 |
|
| R2 |
3.273 |
3.273 |
3.112 |
|
| R1 |
3.178 |
3.178 |
3.097 |
3.145 |
| PP |
3.112 |
3.112 |
3.112 |
3.096 |
| S1 |
3.017 |
3.017 |
3.067 |
2.984 |
| S2 |
2.951 |
2.951 |
3.052 |
|
| S3 |
2.790 |
2.856 |
3.038 |
|
| S4 |
2.629 |
2.695 |
2.993 |
|
|
| 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 |
3.231 |
3.027 |
0.204 |
6.6% |
0.126 |
4.1% |
27% |
False |
False |
29,436 |
| 10 |
3.340 |
3.027 |
0.313 |
10.2% |
0.104 |
3.4% |
18% |
False |
False |
25,918 |
| 20 |
3.616 |
3.027 |
0.589 |
19.1% |
0.093 |
3.0% |
9% |
False |
False |
29,316 |
| 40 |
3.851 |
3.027 |
0.824 |
26.7% |
0.098 |
3.2% |
7% |
False |
False |
26,551 |
| 60 |
4.092 |
3.027 |
1.065 |
34.6% |
0.098 |
3.2% |
5% |
False |
False |
24,227 |
| 80 |
4.414 |
3.027 |
1.387 |
45.0% |
0.094 |
3.0% |
4% |
False |
False |
21,803 |
| 100 |
4.500 |
3.027 |
1.473 |
47.8% |
0.094 |
3.1% |
4% |
False |
False |
19,543 |
| 120 |
4.817 |
3.027 |
1.790 |
58.1% |
0.093 |
3.0% |
3% |
False |
False |
17,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.892 |
|
2.618 |
3.629 |
|
1.618 |
3.468 |
|
1.000 |
3.369 |
|
0.618 |
3.307 |
|
HIGH |
3.208 |
|
0.618 |
3.146 |
|
0.500 |
3.128 |
|
0.382 |
3.109 |
|
LOW |
3.047 |
|
0.618 |
2.948 |
|
1.000 |
2.886 |
|
1.618 |
2.787 |
|
2.618 |
2.626 |
|
4.250 |
2.363 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.128 |
3.119 |
| PP |
3.112 |
3.106 |
| S1 |
3.097 |
3.094 |
|