NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.769 |
2.912 |
0.143 |
5.2% |
2.471 |
| High |
2.886 |
2.942 |
0.056 |
1.9% |
2.940 |
| Low |
2.726 |
2.750 |
0.024 |
0.9% |
2.438 |
| Close |
2.869 |
2.816 |
-0.053 |
-1.8% |
2.869 |
| Range |
0.160 |
0.192 |
0.032 |
20.0% |
0.502 |
| ATR |
0.146 |
0.149 |
0.003 |
2.3% |
0.000 |
| Volume |
89,330 |
75,844 |
-13,486 |
-15.1% |
469,948 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.412 |
3.306 |
2.922 |
|
| R3 |
3.220 |
3.114 |
2.869 |
|
| R2 |
3.028 |
3.028 |
2.851 |
|
| R1 |
2.922 |
2.922 |
2.834 |
2.879 |
| PP |
2.836 |
2.836 |
2.836 |
2.815 |
| S1 |
2.730 |
2.730 |
2.798 |
2.687 |
| S2 |
2.644 |
2.644 |
2.781 |
|
| S3 |
2.452 |
2.538 |
2.763 |
|
| S4 |
2.260 |
2.346 |
2.710 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.255 |
4.064 |
3.145 |
|
| R3 |
3.753 |
3.562 |
3.007 |
|
| R2 |
3.251 |
3.251 |
2.961 |
|
| R1 |
3.060 |
3.060 |
2.915 |
3.156 |
| PP |
2.749 |
2.749 |
2.749 |
2.797 |
| S1 |
2.558 |
2.558 |
2.823 |
2.654 |
| S2 |
2.247 |
2.247 |
2.777 |
|
| S3 |
1.745 |
2.056 |
2.731 |
|
| S4 |
1.243 |
1.554 |
2.593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.942 |
2.700 |
0.242 |
8.6% |
0.173 |
6.1% |
48% |
True |
False |
96,502 |
| 10 |
2.942 |
2.438 |
0.504 |
17.9% |
0.178 |
6.3% |
75% |
True |
False |
77,810 |
| 20 |
3.210 |
2.438 |
0.772 |
27.4% |
0.147 |
5.2% |
49% |
False |
False |
60,685 |
| 40 |
3.740 |
2.438 |
1.302 |
46.2% |
0.117 |
4.2% |
29% |
False |
False |
44,933 |
| 60 |
3.947 |
2.438 |
1.509 |
53.6% |
0.112 |
4.0% |
25% |
False |
False |
37,055 |
| 80 |
4.117 |
2.438 |
1.679 |
59.6% |
0.108 |
3.8% |
23% |
False |
False |
32,661 |
| 100 |
4.414 |
2.438 |
1.976 |
70.2% |
0.103 |
3.6% |
19% |
False |
False |
28,837 |
| 120 |
4.508 |
2.438 |
2.070 |
73.5% |
0.102 |
3.6% |
18% |
False |
False |
25,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.758 |
|
2.618 |
3.445 |
|
1.618 |
3.253 |
|
1.000 |
3.134 |
|
0.618 |
3.061 |
|
HIGH |
2.942 |
|
0.618 |
2.869 |
|
0.500 |
2.846 |
|
0.382 |
2.823 |
|
LOW |
2.750 |
|
0.618 |
2.631 |
|
1.000 |
2.558 |
|
1.618 |
2.439 |
|
2.618 |
2.247 |
|
4.250 |
1.934 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.846 |
2.821 |
| PP |
2.836 |
2.819 |
| S1 |
2.826 |
2.818 |
|