NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.879 |
2.831 |
-0.048 |
-1.7% |
3.111 |
| High |
2.887 |
2.834 |
-0.053 |
-1.8% |
3.147 |
| Low |
2.788 |
2.756 |
-0.032 |
-1.1% |
2.756 |
| Close |
2.827 |
2.797 |
-0.030 |
-1.1% |
2.797 |
| Range |
0.099 |
0.078 |
-0.021 |
-21.2% |
0.391 |
| ATR |
0.109 |
0.107 |
-0.002 |
-2.0% |
0.000 |
| Volume |
57,678 |
67,582 |
9,904 |
17.2% |
259,653 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.030 |
2.991 |
2.840 |
|
| R3 |
2.952 |
2.913 |
2.818 |
|
| R2 |
2.874 |
2.874 |
2.811 |
|
| R1 |
2.835 |
2.835 |
2.804 |
2.816 |
| PP |
2.796 |
2.796 |
2.796 |
2.786 |
| S1 |
2.757 |
2.757 |
2.790 |
2.738 |
| S2 |
2.718 |
2.718 |
2.783 |
|
| S3 |
2.640 |
2.679 |
2.776 |
|
| S4 |
2.562 |
2.601 |
2.754 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.073 |
3.826 |
3.012 |
|
| R3 |
3.682 |
3.435 |
2.905 |
|
| R2 |
3.291 |
3.291 |
2.869 |
|
| R1 |
3.044 |
3.044 |
2.833 |
2.972 |
| PP |
2.900 |
2.900 |
2.900 |
2.864 |
| S1 |
2.653 |
2.653 |
2.761 |
2.581 |
| S2 |
2.509 |
2.509 |
2.725 |
|
| S3 |
2.118 |
2.262 |
2.689 |
|
| S4 |
1.727 |
1.871 |
2.582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.147 |
2.756 |
0.391 |
14.0% |
0.110 |
3.9% |
10% |
False |
True |
51,930 |
| 10 |
3.210 |
2.756 |
0.454 |
16.2% |
0.116 |
4.2% |
9% |
False |
True |
43,560 |
| 20 |
3.340 |
2.756 |
0.584 |
20.9% |
0.099 |
3.5% |
7% |
False |
True |
33,916 |
| 40 |
3.765 |
2.756 |
1.009 |
36.1% |
0.102 |
3.6% |
4% |
False |
True |
31,108 |
| 60 |
4.052 |
2.756 |
1.296 |
46.3% |
0.098 |
3.5% |
3% |
False |
True |
27,341 |
| 80 |
4.270 |
2.756 |
1.514 |
54.1% |
0.095 |
3.4% |
3% |
False |
True |
24,644 |
| 100 |
4.500 |
2.756 |
1.744 |
62.4% |
0.096 |
3.4% |
2% |
False |
True |
22,056 |
| 120 |
4.627 |
2.756 |
1.871 |
66.9% |
0.094 |
3.4% |
2% |
False |
True |
19,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.166 |
|
2.618 |
3.038 |
|
1.618 |
2.960 |
|
1.000 |
2.912 |
|
0.618 |
2.882 |
|
HIGH |
2.834 |
|
0.618 |
2.804 |
|
0.500 |
2.795 |
|
0.382 |
2.786 |
|
LOW |
2.756 |
|
0.618 |
2.708 |
|
1.000 |
2.678 |
|
1.618 |
2.630 |
|
2.618 |
2.552 |
|
4.250 |
2.425 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.796 |
2.896 |
| PP |
2.796 |
2.863 |
| S1 |
2.795 |
2.830 |
|