NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.685 |
2.700 |
0.015 |
0.6% |
3.162 |
| High |
2.733 |
2.701 |
-0.032 |
-1.2% |
3.204 |
| Low |
2.657 |
2.544 |
-0.113 |
-4.3% |
2.826 |
| Close |
2.687 |
2.562 |
-0.125 |
-4.7% |
2.867 |
| Range |
0.076 |
0.157 |
0.081 |
106.6% |
0.378 |
| ATR |
0.109 |
0.112 |
0.003 |
3.2% |
0.000 |
| Volume |
37,199 |
40,813 |
3,614 |
9.7% |
134,325 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.073 |
2.975 |
2.648 |
|
| R3 |
2.916 |
2.818 |
2.605 |
|
| R2 |
2.759 |
2.759 |
2.591 |
|
| R1 |
2.661 |
2.661 |
2.576 |
2.632 |
| PP |
2.602 |
2.602 |
2.602 |
2.588 |
| S1 |
2.504 |
2.504 |
2.548 |
2.475 |
| S2 |
2.445 |
2.445 |
2.533 |
|
| S3 |
2.288 |
2.347 |
2.519 |
|
| S4 |
2.131 |
2.190 |
2.476 |
|
|
| 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 |
2.949 |
2.544 |
0.405 |
15.8% |
0.108 |
4.2% |
4% |
False |
True |
32,388 |
| 10 |
3.256 |
2.544 |
0.712 |
27.8% |
0.117 |
4.6% |
3% |
False |
True |
28,379 |
| 20 |
3.391 |
2.544 |
0.847 |
33.1% |
0.103 |
4.0% |
2% |
False |
True |
18,383 |
| 40 |
3.804 |
2.544 |
1.260 |
49.2% |
0.097 |
3.8% |
1% |
False |
True |
13,983 |
| 60 |
4.080 |
2.544 |
1.536 |
60.0% |
0.095 |
3.7% |
1% |
False |
True |
11,383 |
| 80 |
4.303 |
2.544 |
1.759 |
68.7% |
0.092 |
3.6% |
1% |
False |
True |
9,483 |
| 100 |
4.525 |
2.544 |
1.981 |
77.3% |
0.091 |
3.6% |
1% |
False |
True |
7,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.368 |
|
2.618 |
3.112 |
|
1.618 |
2.955 |
|
1.000 |
2.858 |
|
0.618 |
2.798 |
|
HIGH |
2.701 |
|
0.618 |
2.641 |
|
0.500 |
2.623 |
|
0.382 |
2.604 |
|
LOW |
2.544 |
|
0.618 |
2.447 |
|
1.000 |
2.387 |
|
1.618 |
2.290 |
|
2.618 |
2.133 |
|
4.250 |
1.877 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.623 |
2.660 |
| PP |
2.602 |
2.627 |
| S1 |
2.582 |
2.595 |
|