NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.626 |
2.465 |
-0.161 |
-6.1% |
2.749 |
| High |
2.626 |
2.552 |
-0.074 |
-2.8% |
2.749 |
| Low |
2.461 |
2.445 |
-0.016 |
-0.7% |
2.445 |
| Close |
2.484 |
2.525 |
0.041 |
1.7% |
2.525 |
| Range |
0.165 |
0.107 |
-0.058 |
-35.2% |
0.304 |
| ATR |
0.117 |
0.116 |
-0.001 |
-0.6% |
0.000 |
| Volume |
53,835 |
70,884 |
17,049 |
31.7% |
232,308 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.828 |
2.784 |
2.584 |
|
| R3 |
2.721 |
2.677 |
2.554 |
|
| R2 |
2.614 |
2.614 |
2.545 |
|
| R1 |
2.570 |
2.570 |
2.535 |
2.592 |
| PP |
2.507 |
2.507 |
2.507 |
2.519 |
| S1 |
2.463 |
2.463 |
2.515 |
2.485 |
| S2 |
2.400 |
2.400 |
2.505 |
|
| S3 |
2.293 |
2.356 |
2.496 |
|
| S4 |
2.186 |
2.249 |
2.466 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.485 |
3.309 |
2.692 |
|
| R3 |
3.181 |
3.005 |
2.609 |
|
| R2 |
2.877 |
2.877 |
2.581 |
|
| R1 |
2.701 |
2.701 |
2.553 |
2.637 |
| PP |
2.573 |
2.573 |
2.573 |
2.541 |
| S1 |
2.397 |
2.397 |
2.497 |
2.333 |
| S2 |
2.269 |
2.269 |
2.469 |
|
| S3 |
1.965 |
2.093 |
2.441 |
|
| S4 |
1.661 |
1.789 |
2.358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.834 |
2.445 |
0.389 |
15.4% |
0.121 |
4.8% |
21% |
False |
True |
59,978 |
| 10 |
3.169 |
2.445 |
0.724 |
28.7% |
0.119 |
4.7% |
11% |
False |
True |
53,564 |
| 20 |
3.340 |
2.445 |
0.895 |
35.4% |
0.111 |
4.4% |
9% |
False |
True |
39,741 |
| 40 |
3.765 |
2.445 |
1.320 |
52.3% |
0.104 |
4.1% |
6% |
False |
True |
34,239 |
| 60 |
4.052 |
2.445 |
1.607 |
63.6% |
0.102 |
4.0% |
5% |
False |
True |
29,852 |
| 80 |
4.270 |
2.445 |
1.825 |
72.3% |
0.098 |
3.9% |
4% |
False |
True |
26,874 |
| 100 |
4.500 |
2.445 |
2.055 |
81.4% |
0.098 |
3.9% |
4% |
False |
True |
24,030 |
| 120 |
4.538 |
2.445 |
2.093 |
82.9% |
0.096 |
3.8% |
4% |
False |
True |
21,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.007 |
|
2.618 |
2.832 |
|
1.618 |
2.725 |
|
1.000 |
2.659 |
|
0.618 |
2.618 |
|
HIGH |
2.552 |
|
0.618 |
2.511 |
|
0.500 |
2.499 |
|
0.382 |
2.486 |
|
LOW |
2.445 |
|
0.618 |
2.379 |
|
1.000 |
2.338 |
|
1.618 |
2.272 |
|
2.618 |
2.165 |
|
4.250 |
1.990 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.516 |
2.554 |
| PP |
2.507 |
2.544 |
| S1 |
2.499 |
2.535 |
|