NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.777 |
2.789 |
0.012 |
0.4% |
2.749 |
| High |
2.851 |
2.916 |
0.065 |
2.3% |
2.749 |
| Low |
2.712 |
2.782 |
0.070 |
2.6% |
2.445 |
| Close |
2.754 |
2.875 |
0.121 |
4.4% |
2.525 |
| Range |
0.139 |
0.134 |
-0.005 |
-3.6% |
0.304 |
| ATR |
0.135 |
0.137 |
0.002 |
1.4% |
0.000 |
| Volume |
110,761 |
88,583 |
-22,178 |
-20.0% |
232,308 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.260 |
3.201 |
2.949 |
|
| R3 |
3.126 |
3.067 |
2.912 |
|
| R2 |
2.992 |
2.992 |
2.900 |
|
| R1 |
2.933 |
2.933 |
2.887 |
2.963 |
| PP |
2.858 |
2.858 |
2.858 |
2.872 |
| S1 |
2.799 |
2.799 |
2.863 |
2.829 |
| S2 |
2.724 |
2.724 |
2.850 |
|
| S3 |
2.590 |
2.665 |
2.838 |
|
| S4 |
2.456 |
2.531 |
2.801 |
|
|
| 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 |
2.916 |
2.438 |
0.478 |
16.6% |
0.185 |
6.4% |
91% |
True |
False |
77,468 |
| 10 |
3.035 |
2.438 |
0.597 |
20.8% |
0.155 |
5.4% |
73% |
False |
False |
66,999 |
| 20 |
3.306 |
2.438 |
0.868 |
30.2% |
0.131 |
4.6% |
50% |
False |
False |
48,227 |
| 40 |
3.765 |
2.438 |
1.327 |
46.2% |
0.112 |
3.9% |
33% |
False |
False |
39,035 |
| 60 |
4.052 |
2.438 |
1.614 |
56.1% |
0.108 |
3.8% |
27% |
False |
False |
33,534 |
| 80 |
4.151 |
2.438 |
1.713 |
59.6% |
0.103 |
3.6% |
26% |
False |
False |
29,762 |
| 100 |
4.500 |
2.438 |
2.062 |
71.7% |
0.101 |
3.5% |
21% |
False |
False |
26,413 |
| 120 |
4.508 |
2.438 |
2.070 |
72.0% |
0.100 |
3.5% |
21% |
False |
False |
23,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.486 |
|
2.618 |
3.267 |
|
1.618 |
3.133 |
|
1.000 |
3.050 |
|
0.618 |
2.999 |
|
HIGH |
2.916 |
|
0.618 |
2.865 |
|
0.500 |
2.849 |
|
0.382 |
2.833 |
|
LOW |
2.782 |
|
0.618 |
2.699 |
|
1.000 |
2.648 |
|
1.618 |
2.565 |
|
2.618 |
2.431 |
|
4.250 |
2.213 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.866 |
2.809 |
| PP |
2.858 |
2.743 |
| S1 |
2.849 |
2.677 |
|