NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.870 |
2.875 |
0.005 |
0.2% |
2.762 |
| High |
2.950 |
2.998 |
0.048 |
1.6% |
2.776 |
| Low |
2.810 |
2.875 |
0.065 |
2.3% |
2.537 |
| Close |
2.848 |
2.956 |
0.108 |
3.8% |
2.612 |
| Range |
0.140 |
0.123 |
-0.017 |
-12.1% |
0.239 |
| ATR |
0.131 |
0.133 |
0.001 |
1.0% |
0.000 |
| Volume |
55,599 |
44,630 |
-10,969 |
-19.7% |
143,020 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.312 |
3.257 |
3.024 |
|
| R3 |
3.189 |
3.134 |
2.990 |
|
| R2 |
3.066 |
3.066 |
2.979 |
|
| R1 |
3.011 |
3.011 |
2.967 |
3.039 |
| PP |
2.943 |
2.943 |
2.943 |
2.957 |
| S1 |
2.888 |
2.888 |
2.945 |
2.916 |
| S2 |
2.820 |
2.820 |
2.933 |
|
| S3 |
2.697 |
2.765 |
2.922 |
|
| S4 |
2.574 |
2.642 |
2.888 |
|
|
| 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 |
2.998 |
2.527 |
0.471 |
15.9% |
0.181 |
6.1% |
91% |
True |
False |
43,634 |
| 10 |
3.094 |
2.527 |
0.567 |
19.2% |
0.148 |
5.0% |
76% |
False |
False |
36,940 |
| 20 |
3.352 |
2.527 |
0.825 |
27.9% |
0.125 |
4.2% |
52% |
False |
False |
25,437 |
| 40 |
3.804 |
2.527 |
1.277 |
43.2% |
0.106 |
3.6% |
34% |
False |
False |
17,723 |
| 60 |
4.080 |
2.527 |
1.553 |
52.5% |
0.101 |
3.4% |
28% |
False |
False |
14,160 |
| 80 |
4.198 |
2.527 |
1.671 |
56.5% |
0.097 |
3.3% |
26% |
False |
False |
11,594 |
| 100 |
4.525 |
2.527 |
1.998 |
67.6% |
0.094 |
3.2% |
21% |
False |
False |
9,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.521 |
|
2.618 |
3.320 |
|
1.618 |
3.197 |
|
1.000 |
3.121 |
|
0.618 |
3.074 |
|
HIGH |
2.998 |
|
0.618 |
2.951 |
|
0.500 |
2.937 |
|
0.382 |
2.922 |
|
LOW |
2.875 |
|
0.618 |
2.799 |
|
1.000 |
2.752 |
|
1.618 |
2.676 |
|
2.618 |
2.553 |
|
4.250 |
2.352 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.950 |
2.892 |
| PP |
2.943 |
2.827 |
| S1 |
2.937 |
2.763 |
|