NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.617 |
2.626 |
0.009 |
0.3% |
3.111 |
| High |
2.662 |
2.626 |
-0.036 |
-1.4% |
3.147 |
| Low |
2.580 |
2.461 |
-0.119 |
-4.6% |
2.756 |
| Close |
2.614 |
2.484 |
-0.130 |
-5.0% |
2.797 |
| Range |
0.082 |
0.165 |
0.083 |
101.2% |
0.391 |
| ATR |
0.113 |
0.117 |
0.004 |
3.3% |
0.000 |
| Volume |
58,899 |
53,835 |
-5,064 |
-8.6% |
259,653 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.019 |
2.916 |
2.575 |
|
| R3 |
2.854 |
2.751 |
2.529 |
|
| R2 |
2.689 |
2.689 |
2.514 |
|
| R1 |
2.586 |
2.586 |
2.499 |
2.555 |
| PP |
2.524 |
2.524 |
2.524 |
2.508 |
| S1 |
2.421 |
2.421 |
2.469 |
2.390 |
| S2 |
2.359 |
2.359 |
2.454 |
|
| S3 |
2.194 |
2.256 |
2.439 |
|
| S4 |
2.029 |
2.091 |
2.393 |
|
|
| 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 |
2.887 |
2.461 |
0.426 |
17.1% |
0.120 |
4.8% |
5% |
False |
True |
57,336 |
| 10 |
3.208 |
2.461 |
0.747 |
30.1% |
0.124 |
5.0% |
3% |
False |
True |
51,636 |
| 20 |
3.340 |
2.461 |
0.879 |
35.4% |
0.109 |
4.4% |
3% |
False |
True |
37,332 |
| 40 |
3.765 |
2.461 |
1.304 |
52.5% |
0.104 |
4.2% |
2% |
False |
True |
33,148 |
| 60 |
4.052 |
2.461 |
1.591 |
64.0% |
0.102 |
4.1% |
1% |
False |
True |
28,937 |
| 80 |
4.270 |
2.461 |
1.809 |
72.8% |
0.098 |
4.0% |
1% |
False |
True |
26,117 |
| 100 |
4.500 |
2.461 |
2.039 |
82.1% |
0.097 |
3.9% |
1% |
False |
True |
23,419 |
| 120 |
4.538 |
2.461 |
2.077 |
83.6% |
0.095 |
3.8% |
1% |
False |
True |
21,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.327 |
|
2.618 |
3.058 |
|
1.618 |
2.893 |
|
1.000 |
2.791 |
|
0.618 |
2.728 |
|
HIGH |
2.626 |
|
0.618 |
2.563 |
|
0.500 |
2.544 |
|
0.382 |
2.524 |
|
LOW |
2.461 |
|
0.618 |
2.359 |
|
1.000 |
2.296 |
|
1.618 |
2.194 |
|
2.618 |
2.029 |
|
4.250 |
1.760 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.544 |
2.605 |
| PP |
2.524 |
2.565 |
| S1 |
2.504 |
2.524 |
|