NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.151 |
3.113 |
-0.038 |
-1.2% |
3.298 |
| High |
3.174 |
3.197 |
0.023 |
0.7% |
3.352 |
| Low |
3.101 |
3.078 |
-0.023 |
-0.7% |
3.101 |
| Close |
3.131 |
3.138 |
0.007 |
0.2% |
3.131 |
| Range |
0.073 |
0.119 |
0.046 |
63.0% |
0.251 |
| ATR |
0.086 |
0.089 |
0.002 |
2.7% |
0.000 |
| Volume |
10,818 |
9,962 |
-856 |
-7.9% |
23,641 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.495 |
3.435 |
3.203 |
|
| R3 |
3.376 |
3.316 |
3.171 |
|
| R2 |
3.257 |
3.257 |
3.160 |
|
| R1 |
3.197 |
3.197 |
3.149 |
3.227 |
| PP |
3.138 |
3.138 |
3.138 |
3.153 |
| S1 |
3.078 |
3.078 |
3.127 |
3.108 |
| S2 |
3.019 |
3.019 |
3.116 |
|
| S3 |
2.900 |
2.959 |
3.105 |
|
| S4 |
2.781 |
2.840 |
3.073 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.948 |
3.790 |
3.269 |
|
| R3 |
3.697 |
3.539 |
3.200 |
|
| R2 |
3.446 |
3.446 |
3.177 |
|
| R1 |
3.288 |
3.288 |
3.154 |
3.242 |
| PP |
3.195 |
3.195 |
3.195 |
3.171 |
| S1 |
3.037 |
3.037 |
3.108 |
2.991 |
| S2 |
2.944 |
2.944 |
3.085 |
|
| S3 |
2.693 |
2.786 |
3.062 |
|
| S4 |
2.442 |
2.535 |
2.993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.352 |
3.078 |
0.274 |
8.7% |
0.090 |
2.9% |
22% |
False |
True |
6,720 |
| 10 |
3.391 |
3.078 |
0.313 |
10.0% |
0.082 |
2.6% |
19% |
False |
True |
7,548 |
| 20 |
3.681 |
3.078 |
0.603 |
19.2% |
0.084 |
2.7% |
10% |
False |
True |
9,712 |
| 40 |
3.951 |
3.078 |
0.873 |
27.8% |
0.087 |
2.8% |
7% |
False |
True |
8,577 |
| 60 |
4.121 |
3.078 |
1.043 |
33.2% |
0.089 |
2.8% |
6% |
False |
True |
7,224 |
| 80 |
4.440 |
3.078 |
1.362 |
43.4% |
0.086 |
2.7% |
4% |
False |
True |
6,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.703 |
|
2.618 |
3.509 |
|
1.618 |
3.390 |
|
1.000 |
3.316 |
|
0.618 |
3.271 |
|
HIGH |
3.197 |
|
0.618 |
3.152 |
|
0.500 |
3.138 |
|
0.382 |
3.123 |
|
LOW |
3.078 |
|
0.618 |
3.004 |
|
1.000 |
2.959 |
|
1.618 |
2.885 |
|
2.618 |
2.766 |
|
4.250 |
2.572 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.138 |
3.177 |
| PP |
3.138 |
3.164 |
| S1 |
3.138 |
3.151 |
|