NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.700 |
2.538 |
-0.162 |
-6.0% |
2.762 |
| High |
2.701 |
2.639 |
-0.062 |
-2.3% |
2.776 |
| Low |
2.544 |
2.537 |
-0.007 |
-0.3% |
2.537 |
| Close |
2.562 |
2.612 |
0.050 |
2.0% |
2.612 |
| Range |
0.157 |
0.102 |
-0.055 |
-35.0% |
0.239 |
| ATR |
0.112 |
0.111 |
-0.001 |
-0.6% |
0.000 |
| Volume |
40,813 |
40,157 |
-656 |
-1.6% |
143,020 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.902 |
2.859 |
2.668 |
|
| R3 |
2.800 |
2.757 |
2.640 |
|
| R2 |
2.698 |
2.698 |
2.631 |
|
| R1 |
2.655 |
2.655 |
2.621 |
2.677 |
| PP |
2.596 |
2.596 |
2.596 |
2.607 |
| S1 |
2.553 |
2.553 |
2.603 |
2.575 |
| S2 |
2.494 |
2.494 |
2.593 |
|
| S3 |
2.392 |
2.451 |
2.584 |
|
| S4 |
2.290 |
2.349 |
2.556 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.359 |
3.224 |
2.743 |
|
| R3 |
3.120 |
2.985 |
2.678 |
|
| R2 |
2.881 |
2.881 |
2.656 |
|
| R1 |
2.746 |
2.746 |
2.634 |
2.694 |
| PP |
2.642 |
2.642 |
2.642 |
2.616 |
| S1 |
2.507 |
2.507 |
2.590 |
2.455 |
| S2 |
2.403 |
2.403 |
2.568 |
|
| S3 |
2.164 |
2.268 |
2.546 |
|
| S4 |
1.925 |
2.029 |
2.481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.903 |
2.537 |
0.366 |
14.0% |
0.109 |
4.2% |
20% |
False |
True |
34,924 |
| 10 |
3.220 |
2.537 |
0.683 |
26.1% |
0.111 |
4.3% |
11% |
False |
True |
29,858 |
| 20 |
3.391 |
2.537 |
0.854 |
32.7% |
0.105 |
4.0% |
9% |
False |
True |
19,855 |
| 40 |
3.804 |
2.537 |
1.267 |
48.5% |
0.096 |
3.7% |
6% |
False |
True |
14,787 |
| 60 |
4.080 |
2.537 |
1.543 |
59.1% |
0.095 |
3.6% |
5% |
False |
True |
12,004 |
| 80 |
4.303 |
2.537 |
1.766 |
67.6% |
0.092 |
3.5% |
4% |
False |
True |
9,960 |
| 100 |
4.525 |
2.537 |
1.988 |
76.1% |
0.092 |
3.5% |
4% |
False |
True |
8,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.073 |
|
2.618 |
2.906 |
|
1.618 |
2.804 |
|
1.000 |
2.741 |
|
0.618 |
2.702 |
|
HIGH |
2.639 |
|
0.618 |
2.600 |
|
0.500 |
2.588 |
|
0.382 |
2.576 |
|
LOW |
2.537 |
|
0.618 |
2.474 |
|
1.000 |
2.435 |
|
1.618 |
2.372 |
|
2.618 |
2.270 |
|
4.250 |
2.104 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.604 |
2.635 |
| PP |
2.596 |
2.627 |
| S1 |
2.588 |
2.620 |
|