NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.117 |
3.162 |
0.045 |
1.4% |
3.113 |
| High |
3.220 |
3.181 |
-0.039 |
-1.2% |
3.259 |
| Low |
3.117 |
3.138 |
0.021 |
0.7% |
3.078 |
| Close |
3.208 |
3.172 |
-0.036 |
-1.1% |
3.208 |
| Range |
0.103 |
0.043 |
-0.060 |
-58.3% |
0.181 |
| ATR |
0.097 |
0.095 |
-0.002 |
-2.0% |
0.000 |
| Volume |
21,238 |
22,688 |
1,450 |
6.8% |
70,570 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.293 |
3.275 |
3.196 |
|
| R3 |
3.250 |
3.232 |
3.184 |
|
| R2 |
3.207 |
3.207 |
3.180 |
|
| R1 |
3.189 |
3.189 |
3.176 |
3.198 |
| PP |
3.164 |
3.164 |
3.164 |
3.168 |
| S1 |
3.146 |
3.146 |
3.168 |
3.155 |
| S2 |
3.121 |
3.121 |
3.164 |
|
| S3 |
3.078 |
3.103 |
3.160 |
|
| S4 |
3.035 |
3.060 |
3.148 |
|
|
| 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 |
5.7% |
0.111 |
3.5% |
52% |
False |
False |
18,651 |
| 10 |
3.352 |
3.078 |
0.274 |
8.6% |
0.093 |
2.9% |
34% |
False |
False |
12,725 |
| 20 |
3.561 |
3.078 |
0.483 |
15.2% |
0.087 |
2.7% |
19% |
False |
False |
11,969 |
| 40 |
3.821 |
3.078 |
0.743 |
23.4% |
0.089 |
2.8% |
13% |
False |
False |
9,933 |
| 60 |
4.121 |
3.078 |
1.043 |
32.9% |
0.091 |
2.9% |
9% |
False |
False |
8,336 |
| 80 |
4.430 |
3.078 |
1.352 |
42.6% |
0.087 |
2.7% |
7% |
False |
False |
7,022 |
| 100 |
4.525 |
3.078 |
1.447 |
45.6% |
0.088 |
2.8% |
6% |
False |
False |
5,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.364 |
|
2.618 |
3.294 |
|
1.618 |
3.251 |
|
1.000 |
3.224 |
|
0.618 |
3.208 |
|
HIGH |
3.181 |
|
0.618 |
3.165 |
|
0.500 |
3.160 |
|
0.382 |
3.154 |
|
LOW |
3.138 |
|
0.618 |
3.111 |
|
1.000 |
3.095 |
|
1.618 |
3.068 |
|
2.618 |
3.025 |
|
4.250 |
2.955 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.168 |
3.178 |
| PP |
3.164 |
3.176 |
| S1 |
3.160 |
3.174 |
|