NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.749 |
2.617 |
-0.132 |
-4.8% |
3.111 |
| High |
2.749 |
2.662 |
-0.087 |
-3.2% |
3.147 |
| Low |
2.575 |
2.580 |
0.005 |
0.2% |
2.756 |
| Close |
2.617 |
2.614 |
-0.003 |
-0.1% |
2.797 |
| Range |
0.174 |
0.082 |
-0.092 |
-52.9% |
0.391 |
| ATR |
0.115 |
0.113 |
-0.002 |
-2.1% |
0.000 |
| Volume |
48,690 |
58,899 |
10,209 |
21.0% |
259,653 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.865 |
2.821 |
2.659 |
|
| R3 |
2.783 |
2.739 |
2.637 |
|
| R2 |
2.701 |
2.701 |
2.629 |
|
| R1 |
2.657 |
2.657 |
2.622 |
2.638 |
| PP |
2.619 |
2.619 |
2.619 |
2.609 |
| S1 |
2.575 |
2.575 |
2.606 |
2.556 |
| S2 |
2.537 |
2.537 |
2.599 |
|
| S3 |
2.455 |
2.493 |
2.591 |
|
| S4 |
2.373 |
2.411 |
2.569 |
|
|
| 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 |
3.035 |
2.575 |
0.460 |
17.6% |
0.125 |
4.8% |
8% |
False |
False |
56,529 |
| 10 |
3.210 |
2.575 |
0.635 |
24.3% |
0.122 |
4.7% |
6% |
False |
False |
49,528 |
| 20 |
3.340 |
2.575 |
0.765 |
29.3% |
0.104 |
4.0% |
5% |
False |
False |
35,729 |
| 40 |
3.765 |
2.575 |
1.190 |
45.5% |
0.103 |
3.9% |
3% |
False |
False |
32,462 |
| 60 |
4.052 |
2.575 |
1.477 |
56.5% |
0.100 |
3.8% |
3% |
False |
False |
28,582 |
| 80 |
4.270 |
2.575 |
1.695 |
64.8% |
0.097 |
3.7% |
2% |
False |
False |
25,649 |
| 100 |
4.500 |
2.575 |
1.925 |
73.6% |
0.097 |
3.7% |
2% |
False |
False |
22,958 |
| 120 |
4.605 |
2.575 |
2.030 |
77.7% |
0.095 |
3.6% |
2% |
False |
False |
20,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.011 |
|
2.618 |
2.877 |
|
1.618 |
2.795 |
|
1.000 |
2.744 |
|
0.618 |
2.713 |
|
HIGH |
2.662 |
|
0.618 |
2.631 |
|
0.500 |
2.621 |
|
0.382 |
2.611 |
|
LOW |
2.580 |
|
0.618 |
2.529 |
|
1.000 |
2.498 |
|
1.618 |
2.447 |
|
2.618 |
2.365 |
|
4.250 |
2.232 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.621 |
2.705 |
| PP |
2.619 |
2.674 |
| S1 |
2.616 |
2.644 |
|