NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.027 |
2.879 |
-0.148 |
-4.9% |
3.060 |
| High |
3.035 |
2.887 |
-0.148 |
-4.9% |
3.210 |
| Low |
2.845 |
2.788 |
-0.057 |
-2.0% |
3.027 |
| Close |
2.883 |
2.827 |
-0.056 |
-1.9% |
3.154 |
| Range |
0.190 |
0.099 |
-0.091 |
-47.9% |
0.183 |
| ATR |
0.110 |
0.109 |
-0.001 |
-0.7% |
0.000 |
| Volume |
49,799 |
57,678 |
7,879 |
15.8% |
149,383 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.131 |
3.078 |
2.881 |
|
| R3 |
3.032 |
2.979 |
2.854 |
|
| R2 |
2.933 |
2.933 |
2.845 |
|
| R1 |
2.880 |
2.880 |
2.836 |
2.857 |
| PP |
2.834 |
2.834 |
2.834 |
2.823 |
| S1 |
2.781 |
2.781 |
2.818 |
2.758 |
| S2 |
2.735 |
2.735 |
2.809 |
|
| S3 |
2.636 |
2.682 |
2.800 |
|
| S4 |
2.537 |
2.583 |
2.773 |
|
|
| 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 |
3.169 |
2.788 |
0.381 |
13.5% |
0.116 |
4.1% |
10% |
False |
True |
47,150 |
| 10 |
3.231 |
2.788 |
0.443 |
15.7% |
0.121 |
4.3% |
9% |
False |
True |
38,293 |
| 20 |
3.395 |
2.788 |
0.607 |
21.5% |
0.101 |
3.6% |
6% |
False |
True |
31,887 |
| 40 |
3.765 |
2.788 |
0.977 |
34.6% |
0.102 |
3.6% |
4% |
False |
True |
30,050 |
| 60 |
4.052 |
2.788 |
1.264 |
44.7% |
0.099 |
3.5% |
3% |
False |
True |
26,547 |
| 80 |
4.315 |
2.788 |
1.527 |
54.0% |
0.095 |
3.4% |
3% |
False |
True |
23,901 |
| 100 |
4.500 |
2.788 |
1.712 |
60.6% |
0.096 |
3.4% |
2% |
False |
True |
21,435 |
| 120 |
4.683 |
2.788 |
1.895 |
67.0% |
0.094 |
3.3% |
2% |
False |
True |
19,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.308 |
|
2.618 |
3.146 |
|
1.618 |
3.047 |
|
1.000 |
2.986 |
|
0.618 |
2.948 |
|
HIGH |
2.887 |
|
0.618 |
2.849 |
|
0.500 |
2.838 |
|
0.382 |
2.826 |
|
LOW |
2.788 |
|
0.618 |
2.727 |
|
1.000 |
2.689 |
|
1.618 |
2.628 |
|
2.618 |
2.529 |
|
4.250 |
2.367 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.838 |
2.968 |
| PP |
2.834 |
2.921 |
| S1 |
2.831 |
2.874 |
|