NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.465 |
2.471 |
0.006 |
0.2% |
2.749 |
| High |
2.552 |
2.820 |
0.268 |
10.5% |
2.749 |
| Low |
2.445 |
2.438 |
-0.007 |
-0.3% |
2.445 |
| Close |
2.525 |
2.719 |
0.194 |
7.7% |
2.525 |
| Range |
0.107 |
0.382 |
0.275 |
257.0% |
0.304 |
| ATR |
0.116 |
0.135 |
0.019 |
16.4% |
0.000 |
| Volume |
70,884 |
63,281 |
-7,603 |
-10.7% |
232,308 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.805 |
3.644 |
2.929 |
|
| R3 |
3.423 |
3.262 |
2.824 |
|
| R2 |
3.041 |
3.041 |
2.789 |
|
| R1 |
2.880 |
2.880 |
2.754 |
2.961 |
| PP |
2.659 |
2.659 |
2.659 |
2.699 |
| S1 |
2.498 |
2.498 |
2.684 |
2.579 |
| S2 |
2.277 |
2.277 |
2.649 |
|
| S3 |
1.895 |
2.116 |
2.614 |
|
| S4 |
1.513 |
1.734 |
2.509 |
|
|
| 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 |
2.820 |
2.438 |
0.382 |
14.0% |
0.182 |
6.7% |
74% |
True |
True |
59,117 |
| 10 |
3.147 |
2.438 |
0.709 |
26.1% |
0.146 |
5.4% |
40% |
False |
True |
55,524 |
| 20 |
3.340 |
2.438 |
0.902 |
33.2% |
0.125 |
4.6% |
31% |
False |
True |
41,592 |
| 40 |
3.765 |
2.438 |
1.327 |
48.8% |
0.111 |
4.1% |
21% |
False |
True |
35,043 |
| 60 |
4.052 |
2.438 |
1.614 |
59.4% |
0.107 |
3.9% |
17% |
False |
True |
30,736 |
| 80 |
4.211 |
2.438 |
1.773 |
65.2% |
0.102 |
3.8% |
16% |
False |
True |
27,566 |
| 100 |
4.500 |
2.438 |
2.062 |
75.8% |
0.101 |
3.7% |
14% |
False |
True |
24,592 |
| 120 |
4.538 |
2.438 |
2.100 |
77.2% |
0.098 |
3.6% |
13% |
False |
True |
22,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.444 |
|
2.618 |
3.820 |
|
1.618 |
3.438 |
|
1.000 |
3.202 |
|
0.618 |
3.056 |
|
HIGH |
2.820 |
|
0.618 |
2.674 |
|
0.500 |
2.629 |
|
0.382 |
2.584 |
|
LOW |
2.438 |
|
0.618 |
2.202 |
|
1.000 |
2.056 |
|
1.618 |
1.820 |
|
2.618 |
1.438 |
|
4.250 |
0.815 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.689 |
2.689 |
| PP |
2.659 |
2.659 |
| S1 |
2.629 |
2.629 |
|