NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.205 |
3.061 |
-0.144 |
-4.5% |
3.060 |
| High |
3.208 |
3.169 |
-0.039 |
-1.2% |
3.210 |
| Low |
3.047 |
3.059 |
0.012 |
0.4% |
3.027 |
| Close |
3.082 |
3.154 |
0.072 |
2.3% |
3.154 |
| Range |
0.161 |
0.110 |
-0.051 |
-31.7% |
0.183 |
| ATR |
0.102 |
0.103 |
0.001 |
0.6% |
0.000 |
| Volume |
51,605 |
43,680 |
-7,925 |
-15.4% |
149,383 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.457 |
3.416 |
3.215 |
|
| R3 |
3.347 |
3.306 |
3.184 |
|
| R2 |
3.237 |
3.237 |
3.174 |
|
| R1 |
3.196 |
3.196 |
3.164 |
3.217 |
| PP |
3.127 |
3.127 |
3.127 |
3.138 |
| S1 |
3.086 |
3.086 |
3.144 |
3.107 |
| S2 |
3.017 |
3.017 |
3.134 |
|
| S3 |
2.907 |
2.976 |
3.124 |
|
| S4 |
2.797 |
2.866 |
3.094 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.679 |
3.600 |
3.255 |
|
| R3 |
3.496 |
3.417 |
3.204 |
|
| R2 |
3.313 |
3.313 |
3.188 |
|
| R1 |
3.234 |
3.234 |
3.171 |
3.274 |
| PP |
3.130 |
3.130 |
3.130 |
3.150 |
| S1 |
3.051 |
3.051 |
3.137 |
3.091 |
| S2 |
2.947 |
2.947 |
3.120 |
|
| S3 |
2.764 |
2.868 |
3.104 |
|
| S4 |
2.581 |
2.685 |
3.053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.210 |
3.027 |
0.183 |
5.8% |
0.123 |
3.9% |
69% |
False |
False |
35,190 |
| 10 |
3.340 |
3.027 |
0.313 |
9.9% |
0.105 |
3.3% |
41% |
False |
False |
27,660 |
| 20 |
3.616 |
3.027 |
0.589 |
18.7% |
0.095 |
3.0% |
22% |
False |
False |
29,982 |
| 40 |
3.846 |
3.027 |
0.819 |
26.0% |
0.098 |
3.1% |
16% |
False |
False |
27,196 |
| 60 |
4.092 |
3.027 |
1.065 |
33.8% |
0.098 |
3.1% |
12% |
False |
False |
24,786 |
| 80 |
4.414 |
3.027 |
1.387 |
44.0% |
0.094 |
3.0% |
9% |
False |
False |
22,225 |
| 100 |
4.500 |
3.027 |
1.473 |
46.7% |
0.095 |
3.0% |
9% |
False |
False |
19,891 |
| 120 |
4.802 |
3.027 |
1.775 |
56.3% |
0.093 |
2.9% |
7% |
False |
False |
17,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.637 |
|
2.618 |
3.457 |
|
1.618 |
3.347 |
|
1.000 |
3.279 |
|
0.618 |
3.237 |
|
HIGH |
3.169 |
|
0.618 |
3.127 |
|
0.500 |
3.114 |
|
0.382 |
3.101 |
|
LOW |
3.059 |
|
0.618 |
2.991 |
|
1.000 |
2.949 |
|
1.618 |
2.881 |
|
2.618 |
2.771 |
|
4.250 |
2.592 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.141 |
3.146 |
| PP |
3.127 |
3.137 |
| S1 |
3.114 |
3.129 |
|