NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.256 |
3.117 |
-0.139 |
-4.3% |
3.113 |
| High |
3.256 |
3.220 |
-0.036 |
-1.1% |
3.259 |
| Low |
3.100 |
3.117 |
0.017 |
0.5% |
3.078 |
| Close |
3.138 |
3.208 |
0.070 |
2.2% |
3.208 |
| Range |
0.156 |
0.103 |
-0.053 |
-34.0% |
0.181 |
| ATR |
0.096 |
0.097 |
0.000 |
0.5% |
0.000 |
| Volume |
25,372 |
21,238 |
-4,134 |
-16.3% |
70,570 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.491 |
3.452 |
3.265 |
|
| R3 |
3.388 |
3.349 |
3.236 |
|
| R2 |
3.285 |
3.285 |
3.227 |
|
| R1 |
3.246 |
3.246 |
3.217 |
3.266 |
| PP |
3.182 |
3.182 |
3.182 |
3.191 |
| S1 |
3.143 |
3.143 |
3.199 |
3.163 |
| S2 |
3.079 |
3.079 |
3.189 |
|
| S3 |
2.976 |
3.040 |
3.180 |
|
| S4 |
2.873 |
2.937 |
3.151 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.647 |
3.308 |
|
| R3 |
3.544 |
3.466 |
3.258 |
|
| R2 |
3.363 |
3.363 |
3.241 |
|
| R1 |
3.285 |
3.285 |
3.225 |
3.324 |
| PP |
3.182 |
3.182 |
3.182 |
3.201 |
| S1 |
3.104 |
3.104 |
3.191 |
3.143 |
| S2 |
3.001 |
3.001 |
3.175 |
|
| S3 |
2.820 |
2.923 |
3.158 |
|
| S4 |
2.639 |
2.742 |
3.108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.259 |
3.078 |
0.181 |
5.6% |
0.117 |
3.6% |
72% |
False |
False |
16,277 |
| 10 |
3.391 |
3.078 |
0.313 |
9.8% |
0.099 |
3.1% |
42% |
False |
False |
11,285 |
| 20 |
3.655 |
3.078 |
0.577 |
18.0% |
0.090 |
2.8% |
23% |
False |
False |
11,400 |
| 40 |
3.880 |
3.078 |
0.802 |
25.0% |
0.090 |
2.8% |
16% |
False |
False |
9,616 |
| 60 |
4.121 |
3.078 |
1.043 |
32.5% |
0.091 |
2.9% |
12% |
False |
False |
8,063 |
| 80 |
4.440 |
3.078 |
1.362 |
42.5% |
0.087 |
2.7% |
10% |
False |
False |
6,766 |
| 100 |
4.525 |
3.078 |
1.447 |
45.1% |
0.088 |
2.8% |
9% |
False |
False |
5,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.658 |
|
2.618 |
3.490 |
|
1.618 |
3.387 |
|
1.000 |
3.323 |
|
0.618 |
3.284 |
|
HIGH |
3.220 |
|
0.618 |
3.181 |
|
0.500 |
3.169 |
|
0.382 |
3.156 |
|
LOW |
3.117 |
|
0.618 |
3.053 |
|
1.000 |
3.014 |
|
1.618 |
2.950 |
|
2.618 |
2.847 |
|
4.250 |
2.679 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.195 |
3.199 |
| PP |
3.182 |
3.189 |
| S1 |
3.169 |
3.180 |
|