NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.110 |
3.027 |
-0.083 |
-2.7% |
3.060 |
| High |
3.147 |
3.035 |
-0.112 |
-3.6% |
3.210 |
| Low |
3.006 |
2.845 |
-0.161 |
-5.4% |
3.027 |
| Close |
3.042 |
2.883 |
-0.159 |
-5.2% |
3.154 |
| Range |
0.141 |
0.190 |
0.049 |
34.8% |
0.183 |
| ATR |
0.103 |
0.110 |
0.007 |
6.5% |
0.000 |
| Volume |
42,647 |
49,799 |
7,152 |
16.8% |
149,383 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.491 |
3.377 |
2.988 |
|
| R3 |
3.301 |
3.187 |
2.935 |
|
| R2 |
3.111 |
3.111 |
2.918 |
|
| R1 |
2.997 |
2.997 |
2.900 |
2.959 |
| PP |
2.921 |
2.921 |
2.921 |
2.902 |
| S1 |
2.807 |
2.807 |
2.866 |
2.769 |
| S2 |
2.731 |
2.731 |
2.848 |
|
| S3 |
2.541 |
2.617 |
2.831 |
|
| S4 |
2.351 |
2.427 |
2.779 |
|
|
| 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 |
3.208 |
2.845 |
0.363 |
12.6% |
0.129 |
4.5% |
10% |
False |
True |
45,935 |
| 10 |
3.265 |
2.845 |
0.420 |
14.6% |
0.118 |
4.1% |
9% |
False |
True |
33,400 |
| 20 |
3.402 |
2.845 |
0.557 |
19.3% |
0.099 |
3.4% |
7% |
False |
True |
30,669 |
| 40 |
3.765 |
2.845 |
0.920 |
31.9% |
0.101 |
3.5% |
4% |
False |
True |
29,082 |
| 60 |
4.092 |
2.845 |
1.247 |
43.3% |
0.099 |
3.4% |
3% |
False |
True |
26,078 |
| 80 |
4.315 |
2.845 |
1.470 |
51.0% |
0.094 |
3.3% |
3% |
False |
True |
23,290 |
| 100 |
4.500 |
2.845 |
1.655 |
57.4% |
0.096 |
3.3% |
2% |
False |
True |
20,949 |
| 120 |
4.701 |
2.845 |
1.856 |
64.4% |
0.094 |
3.2% |
2% |
False |
True |
18,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.843 |
|
2.618 |
3.532 |
|
1.618 |
3.342 |
|
1.000 |
3.225 |
|
0.618 |
3.152 |
|
HIGH |
3.035 |
|
0.618 |
2.962 |
|
0.500 |
2.940 |
|
0.382 |
2.918 |
|
LOW |
2.845 |
|
0.618 |
2.728 |
|
1.000 |
2.655 |
|
1.618 |
2.538 |
|
2.618 |
2.348 |
|
4.250 |
2.038 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.940 |
2.996 |
| PP |
2.921 |
2.958 |
| S1 |
2.902 |
2.921 |
|