NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.093 |
2.940 |
-0.153 |
-4.9% |
3.113 |
| High |
3.094 |
2.949 |
-0.145 |
-4.7% |
3.259 |
| Low |
2.909 |
2.849 |
-0.060 |
-2.1% |
3.078 |
| Close |
2.949 |
2.896 |
-0.053 |
-1.8% |
3.208 |
| Range |
0.185 |
0.100 |
-0.085 |
-45.9% |
0.181 |
| ATR |
0.105 |
0.105 |
0.000 |
-0.3% |
0.000 |
| Volume |
30,106 |
27,477 |
-2,629 |
-8.7% |
70,570 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.198 |
3.147 |
2.951 |
|
| R3 |
3.098 |
3.047 |
2.924 |
|
| R2 |
2.998 |
2.998 |
2.914 |
|
| R1 |
2.947 |
2.947 |
2.905 |
2.923 |
| PP |
2.898 |
2.898 |
2.898 |
2.886 |
| S1 |
2.847 |
2.847 |
2.887 |
2.823 |
| S2 |
2.798 |
2.798 |
2.878 |
|
| S3 |
2.698 |
2.747 |
2.869 |
|
| S4 |
2.598 |
2.647 |
2.841 |
|
|
| 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 |
3.220 |
2.849 |
0.371 |
12.8% |
0.114 |
3.9% |
13% |
False |
True |
24,792 |
| 10 |
3.275 |
2.849 |
0.426 |
14.7% |
0.117 |
4.0% |
11% |
False |
True |
18,873 |
| 20 |
3.435 |
2.849 |
0.586 |
20.2% |
0.097 |
3.3% |
8% |
False |
True |
13,602 |
| 40 |
3.804 |
2.849 |
0.955 |
33.0% |
0.095 |
3.3% |
5% |
False |
True |
11,336 |
| 60 |
4.080 |
2.849 |
1.231 |
42.5% |
0.092 |
3.2% |
4% |
False |
True |
9,461 |
| 80 |
4.342 |
2.849 |
1.493 |
51.6% |
0.089 |
3.1% |
3% |
False |
True |
7,939 |
| 100 |
4.525 |
2.849 |
1.676 |
57.9% |
0.090 |
3.1% |
3% |
False |
True |
6,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.374 |
|
2.618 |
3.211 |
|
1.618 |
3.111 |
|
1.000 |
3.049 |
|
0.618 |
3.011 |
|
HIGH |
2.949 |
|
0.618 |
2.911 |
|
0.500 |
2.899 |
|
0.382 |
2.887 |
|
LOW |
2.849 |
|
0.618 |
2.787 |
|
1.000 |
2.749 |
|
1.618 |
2.687 |
|
2.618 |
2.587 |
|
4.250 |
2.424 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.899 |
3.027 |
| PP |
2.898 |
2.983 |
| S1 |
2.897 |
2.940 |
|