NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.135 |
3.256 |
0.121 |
3.9% |
3.298 |
| High |
3.259 |
3.256 |
-0.003 |
-0.1% |
3.352 |
| Low |
3.127 |
3.100 |
-0.027 |
-0.9% |
3.101 |
| Close |
3.238 |
3.138 |
-0.100 |
-3.1% |
3.131 |
| Range |
0.132 |
0.156 |
0.024 |
18.2% |
0.251 |
| ATR |
0.092 |
0.096 |
0.005 |
5.0% |
0.000 |
| Volume |
13,998 |
25,372 |
11,374 |
81.3% |
23,641 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.633 |
3.541 |
3.224 |
|
| R3 |
3.477 |
3.385 |
3.181 |
|
| R2 |
3.321 |
3.321 |
3.167 |
|
| R1 |
3.229 |
3.229 |
3.152 |
3.197 |
| PP |
3.165 |
3.165 |
3.165 |
3.149 |
| S1 |
3.073 |
3.073 |
3.124 |
3.041 |
| S2 |
3.009 |
3.009 |
3.109 |
|
| S3 |
2.853 |
2.917 |
3.095 |
|
| S4 |
2.697 |
2.761 |
3.052 |
|
|
| 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 |
3.275 |
3.078 |
0.197 |
6.3% |
0.120 |
3.8% |
30% |
False |
False |
12,953 |
| 10 |
3.391 |
3.078 |
0.313 |
10.0% |
0.098 |
3.1% |
19% |
False |
False |
9,852 |
| 20 |
3.655 |
3.078 |
0.577 |
18.4% |
0.089 |
2.8% |
10% |
False |
False |
10,856 |
| 40 |
3.888 |
3.078 |
0.810 |
25.8% |
0.090 |
2.9% |
7% |
False |
False |
9,318 |
| 60 |
4.121 |
3.078 |
1.043 |
33.2% |
0.091 |
2.9% |
6% |
False |
False |
7,752 |
| 80 |
4.440 |
3.078 |
1.362 |
43.4% |
0.088 |
2.8% |
4% |
False |
False |
6,510 |
| 100 |
4.525 |
3.078 |
1.447 |
46.1% |
0.088 |
2.8% |
4% |
False |
False |
5,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.919 |
|
2.618 |
3.664 |
|
1.618 |
3.508 |
|
1.000 |
3.412 |
|
0.618 |
3.352 |
|
HIGH |
3.256 |
|
0.618 |
3.196 |
|
0.500 |
3.178 |
|
0.382 |
3.160 |
|
LOW |
3.100 |
|
0.618 |
3.004 |
|
1.000 |
2.944 |
|
1.618 |
2.848 |
|
2.618 |
2.692 |
|
4.250 |
2.437 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.178 |
3.169 |
| PP |
3.165 |
3.158 |
| S1 |
3.151 |
3.148 |
|