NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.789 |
2.899 |
0.110 |
3.9% |
2.749 |
| High |
2.916 |
2.940 |
0.024 |
0.8% |
2.749 |
| Low |
2.782 |
2.700 |
-0.082 |
-2.9% |
2.445 |
| Close |
2.875 |
2.772 |
-0.103 |
-3.6% |
2.525 |
| Range |
0.134 |
0.240 |
0.106 |
79.1% |
0.304 |
| ATR |
0.137 |
0.144 |
0.007 |
5.4% |
0.000 |
| Volume |
88,583 |
117,993 |
29,410 |
33.2% |
232,308 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.524 |
3.388 |
2.904 |
|
| R3 |
3.284 |
3.148 |
2.838 |
|
| R2 |
3.044 |
3.044 |
2.816 |
|
| R1 |
2.908 |
2.908 |
2.794 |
2.856 |
| PP |
2.804 |
2.804 |
2.804 |
2.778 |
| S1 |
2.668 |
2.668 |
2.750 |
2.616 |
| S2 |
2.564 |
2.564 |
2.728 |
|
| S3 |
2.324 |
2.428 |
2.706 |
|
| S4 |
2.084 |
2.188 |
2.640 |
|
|
| 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 |
2.940 |
2.438 |
0.502 |
18.1% |
0.200 |
7.2% |
67% |
True |
False |
90,300 |
| 10 |
2.940 |
2.438 |
0.502 |
18.1% |
0.160 |
5.8% |
67% |
True |
False |
73,818 |
| 20 |
3.265 |
2.438 |
0.827 |
29.8% |
0.139 |
5.0% |
40% |
False |
False |
53,609 |
| 40 |
3.740 |
2.438 |
1.302 |
47.0% |
0.113 |
4.1% |
26% |
False |
False |
41,861 |
| 60 |
4.052 |
2.438 |
1.614 |
58.2% |
0.110 |
4.0% |
21% |
False |
False |
35,117 |
| 80 |
4.129 |
2.438 |
1.691 |
61.0% |
0.106 |
3.8% |
20% |
False |
False |
30,968 |
| 100 |
4.428 |
2.438 |
1.990 |
71.8% |
0.102 |
3.7% |
17% |
False |
False |
27,427 |
| 120 |
4.508 |
2.438 |
2.070 |
74.7% |
0.100 |
3.6% |
16% |
False |
False |
24,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.960 |
|
2.618 |
3.568 |
|
1.618 |
3.328 |
|
1.000 |
3.180 |
|
0.618 |
3.088 |
|
HIGH |
2.940 |
|
0.618 |
2.848 |
|
0.500 |
2.820 |
|
0.382 |
2.792 |
|
LOW |
2.700 |
|
0.618 |
2.552 |
|
1.000 |
2.460 |
|
1.618 |
2.312 |
|
2.618 |
2.072 |
|
4.250 |
1.680 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.820 |
2.820 |
| PP |
2.804 |
2.804 |
| S1 |
2.788 |
2.788 |
|