NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.061 |
3.111 |
0.050 |
1.6% |
3.060 |
| High |
3.169 |
3.125 |
-0.044 |
-1.4% |
3.210 |
| Low |
3.059 |
3.083 |
0.024 |
0.8% |
3.027 |
| Close |
3.154 |
3.115 |
-0.039 |
-1.2% |
3.154 |
| Range |
0.110 |
0.042 |
-0.068 |
-61.8% |
0.183 |
| ATR |
0.103 |
0.100 |
-0.002 |
-2.2% |
0.000 |
| Volume |
43,680 |
41,947 |
-1,733 |
-4.0% |
149,383 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.234 |
3.216 |
3.138 |
|
| R3 |
3.192 |
3.174 |
3.127 |
|
| R2 |
3.150 |
3.150 |
3.123 |
|
| R1 |
3.132 |
3.132 |
3.119 |
3.141 |
| PP |
3.108 |
3.108 |
3.108 |
3.112 |
| S1 |
3.090 |
3.090 |
3.111 |
3.099 |
| S2 |
3.066 |
3.066 |
3.107 |
|
| S3 |
3.024 |
3.048 |
3.103 |
|
| S4 |
2.982 |
3.006 |
3.092 |
|
|
| 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 |
5.9% |
0.116 |
3.7% |
48% |
False |
False |
38,266 |
| 10 |
3.306 |
3.027 |
0.279 |
9.0% |
0.099 |
3.2% |
32% |
False |
False |
28,360 |
| 20 |
3.523 |
3.027 |
0.496 |
15.9% |
0.092 |
3.0% |
18% |
False |
False |
30,271 |
| 40 |
3.785 |
3.027 |
0.758 |
24.3% |
0.096 |
3.1% |
12% |
False |
False |
27,742 |
| 60 |
4.092 |
3.027 |
1.065 |
34.2% |
0.098 |
3.1% |
8% |
False |
False |
25,078 |
| 80 |
4.405 |
3.027 |
1.378 |
44.2% |
0.093 |
3.0% |
6% |
False |
False |
22,561 |
| 100 |
4.500 |
3.027 |
1.473 |
47.3% |
0.094 |
3.0% |
6% |
False |
False |
20,225 |
| 120 |
4.801 |
3.027 |
1.774 |
57.0% |
0.093 |
3.0% |
5% |
False |
False |
18,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.304 |
|
2.618 |
3.235 |
|
1.618 |
3.193 |
|
1.000 |
3.167 |
|
0.618 |
3.151 |
|
HIGH |
3.125 |
|
0.618 |
3.109 |
|
0.500 |
3.104 |
|
0.382 |
3.099 |
|
LOW |
3.083 |
|
0.618 |
3.057 |
|
1.000 |
3.041 |
|
1.618 |
3.015 |
|
2.618 |
2.973 |
|
4.250 |
2.905 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.111 |
3.128 |
| PP |
3.108 |
3.123 |
| S1 |
3.104 |
3.119 |
|