NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.762 |
2.685 |
-0.077 |
-2.8% |
3.162 |
| High |
2.776 |
2.733 |
-0.043 |
-1.5% |
3.204 |
| Low |
2.645 |
2.657 |
0.012 |
0.5% |
2.826 |
| Close |
2.690 |
2.687 |
-0.003 |
-0.1% |
2.867 |
| Range |
0.131 |
0.076 |
-0.055 |
-42.0% |
0.378 |
| ATR |
0.111 |
0.109 |
-0.003 |
-2.3% |
0.000 |
| Volume |
24,851 |
37,199 |
12,348 |
49.7% |
134,325 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.920 |
2.880 |
2.729 |
|
| R3 |
2.844 |
2.804 |
2.708 |
|
| R2 |
2.768 |
2.768 |
2.701 |
|
| R1 |
2.728 |
2.728 |
2.694 |
2.748 |
| PP |
2.692 |
2.692 |
2.692 |
2.703 |
| S1 |
2.652 |
2.652 |
2.680 |
2.672 |
| S2 |
2.616 |
2.616 |
2.673 |
|
| S3 |
2.540 |
2.576 |
2.666 |
|
| S4 |
2.464 |
2.500 |
2.645 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.100 |
3.861 |
3.075 |
|
| R3 |
3.722 |
3.483 |
2.971 |
|
| R2 |
3.344 |
3.344 |
2.936 |
|
| R1 |
3.105 |
3.105 |
2.902 |
3.036 |
| PP |
2.966 |
2.966 |
2.966 |
2.931 |
| S1 |
2.727 |
2.727 |
2.832 |
2.658 |
| S2 |
2.588 |
2.588 |
2.798 |
|
| S3 |
2.210 |
2.349 |
2.763 |
|
| S4 |
1.832 |
1.971 |
2.659 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.094 |
2.645 |
0.449 |
16.7% |
0.114 |
4.2% |
9% |
False |
False |
30,246 |
| 10 |
3.259 |
2.645 |
0.614 |
22.9% |
0.114 |
4.3% |
7% |
False |
False |
25,698 |
| 20 |
3.391 |
2.645 |
0.746 |
27.8% |
0.098 |
3.7% |
6% |
False |
False |
16,623 |
| 40 |
3.804 |
2.645 |
1.159 |
43.1% |
0.095 |
3.5% |
4% |
False |
False |
13,142 |
| 60 |
4.080 |
2.645 |
1.435 |
53.4% |
0.093 |
3.5% |
3% |
False |
False |
10,837 |
| 80 |
4.303 |
2.645 |
1.658 |
61.7% |
0.090 |
3.4% |
3% |
False |
False |
9,038 |
| 100 |
4.525 |
2.645 |
1.880 |
70.0% |
0.091 |
3.4% |
2% |
False |
False |
7,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.056 |
|
2.618 |
2.932 |
|
1.618 |
2.856 |
|
1.000 |
2.809 |
|
0.618 |
2.780 |
|
HIGH |
2.733 |
|
0.618 |
2.704 |
|
0.500 |
2.695 |
|
0.382 |
2.686 |
|
LOW |
2.657 |
|
0.618 |
2.610 |
|
1.000 |
2.581 |
|
1.618 |
2.534 |
|
2.618 |
2.458 |
|
4.250 |
2.334 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.695 |
2.774 |
| PP |
2.692 |
2.745 |
| S1 |
2.690 |
2.716 |
|