NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.113 |
3.135 |
0.022 |
0.7% |
3.298 |
| High |
3.197 |
3.259 |
0.062 |
1.9% |
3.352 |
| Low |
3.078 |
3.127 |
0.049 |
1.6% |
3.101 |
| Close |
3.138 |
3.238 |
0.100 |
3.2% |
3.131 |
| Range |
0.119 |
0.132 |
0.013 |
10.9% |
0.251 |
| ATR |
0.089 |
0.092 |
0.003 |
3.5% |
0.000 |
| Volume |
9,962 |
13,998 |
4,036 |
40.5% |
23,641 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.604 |
3.553 |
3.311 |
|
| R3 |
3.472 |
3.421 |
3.274 |
|
| R2 |
3.340 |
3.340 |
3.262 |
|
| R1 |
3.289 |
3.289 |
3.250 |
3.315 |
| PP |
3.208 |
3.208 |
3.208 |
3.221 |
| S1 |
3.157 |
3.157 |
3.226 |
3.183 |
| S2 |
3.076 |
3.076 |
3.214 |
|
| S3 |
2.944 |
3.025 |
3.202 |
|
| S4 |
2.812 |
2.893 |
3.165 |
|
|
| 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 |
3.312 |
3.078 |
0.234 |
7.2% |
0.101 |
3.1% |
68% |
False |
False |
8,593 |
| 10 |
3.391 |
3.078 |
0.313 |
9.7% |
0.089 |
2.7% |
51% |
False |
False |
8,386 |
| 20 |
3.655 |
3.078 |
0.577 |
17.8% |
0.085 |
2.6% |
28% |
False |
False |
10,073 |
| 40 |
3.905 |
3.078 |
0.827 |
25.5% |
0.088 |
2.7% |
19% |
False |
False |
8,784 |
| 60 |
4.121 |
3.078 |
1.043 |
32.2% |
0.090 |
2.8% |
15% |
False |
False |
7,389 |
| 80 |
4.440 |
3.078 |
1.362 |
42.1% |
0.087 |
2.7% |
12% |
False |
False |
6,207 |
| 100 |
4.527 |
3.078 |
1.449 |
44.7% |
0.087 |
2.7% |
11% |
False |
False |
5,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.820 |
|
2.618 |
3.605 |
|
1.618 |
3.473 |
|
1.000 |
3.391 |
|
0.618 |
3.341 |
|
HIGH |
3.259 |
|
0.618 |
3.209 |
|
0.500 |
3.193 |
|
0.382 |
3.177 |
|
LOW |
3.127 |
|
0.618 |
3.045 |
|
1.000 |
2.995 |
|
1.618 |
2.913 |
|
2.618 |
2.781 |
|
4.250 |
2.566 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.223 |
3.215 |
| PP |
3.208 |
3.192 |
| S1 |
3.193 |
3.169 |
|