NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.538 |
2.550 |
0.012 |
0.5% |
2.762 |
| High |
2.639 |
2.911 |
0.272 |
10.3% |
2.776 |
| Low |
2.537 |
2.527 |
-0.010 |
-0.4% |
2.537 |
| Close |
2.612 |
2.812 |
0.200 |
7.7% |
2.612 |
| Range |
0.102 |
0.384 |
0.282 |
276.5% |
0.239 |
| ATR |
0.111 |
0.131 |
0.019 |
17.5% |
0.000 |
| Volume |
40,157 |
36,971 |
-3,186 |
-7.9% |
143,020 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.902 |
3.741 |
3.023 |
|
| R3 |
3.518 |
3.357 |
2.918 |
|
| R2 |
3.134 |
3.134 |
2.882 |
|
| R1 |
2.973 |
2.973 |
2.847 |
3.054 |
| PP |
2.750 |
2.750 |
2.750 |
2.790 |
| S1 |
2.589 |
2.589 |
2.777 |
2.670 |
| S2 |
2.366 |
2.366 |
2.742 |
|
| S3 |
1.982 |
2.205 |
2.706 |
|
| S4 |
1.598 |
1.821 |
2.601 |
|
|
| 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 |
2.911 |
2.527 |
0.384 |
13.7% |
0.170 |
6.0% |
74% |
True |
True |
35,998 |
| 10 |
3.204 |
2.527 |
0.677 |
24.1% |
0.139 |
5.0% |
42% |
False |
True |
31,431 |
| 20 |
3.391 |
2.527 |
0.864 |
30.7% |
0.119 |
4.2% |
33% |
False |
True |
21,358 |
| 40 |
3.804 |
2.527 |
1.277 |
45.4% |
0.104 |
3.7% |
22% |
False |
True |
15,536 |
| 60 |
4.080 |
2.527 |
1.553 |
55.2% |
0.100 |
3.6% |
18% |
False |
True |
12,593 |
| 80 |
4.244 |
2.527 |
1.717 |
61.1% |
0.096 |
3.4% |
17% |
False |
True |
10,400 |
| 100 |
4.525 |
2.527 |
1.998 |
71.1% |
0.095 |
3.4% |
14% |
False |
True |
8,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.543 |
|
2.618 |
3.916 |
|
1.618 |
3.532 |
|
1.000 |
3.295 |
|
0.618 |
3.148 |
|
HIGH |
2.911 |
|
0.618 |
2.764 |
|
0.500 |
2.719 |
|
0.382 |
2.674 |
|
LOW |
2.527 |
|
0.618 |
2.290 |
|
1.000 |
2.143 |
|
1.618 |
1.906 |
|
2.618 |
1.522 |
|
4.250 |
0.895 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.781 |
2.781 |
| PP |
2.750 |
2.750 |
| S1 |
2.719 |
2.719 |
|