NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.875 |
2.975 |
0.100 |
3.5% |
2.762 |
| High |
2.998 |
3.013 |
0.015 |
0.5% |
2.776 |
| Low |
2.875 |
2.778 |
-0.097 |
-3.4% |
2.537 |
| Close |
2.956 |
2.852 |
-0.104 |
-3.5% |
2.612 |
| Range |
0.123 |
0.235 |
0.112 |
91.1% |
0.239 |
| ATR |
0.133 |
0.140 |
0.007 |
5.5% |
0.000 |
| Volume |
44,630 |
60,206 |
15,576 |
34.9% |
143,020 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.586 |
3.454 |
2.981 |
|
| R3 |
3.351 |
3.219 |
2.917 |
|
| R2 |
3.116 |
3.116 |
2.895 |
|
| R1 |
2.984 |
2.984 |
2.874 |
2.933 |
| PP |
2.881 |
2.881 |
2.881 |
2.855 |
| S1 |
2.749 |
2.749 |
2.830 |
2.698 |
| S2 |
2.646 |
2.646 |
2.809 |
|
| S3 |
2.411 |
2.514 |
2.787 |
|
| S4 |
2.176 |
2.279 |
2.723 |
|
|
| 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 |
3.013 |
2.527 |
0.486 |
17.0% |
0.197 |
6.9% |
67% |
True |
False |
47,512 |
| 10 |
3.013 |
2.527 |
0.486 |
17.0% |
0.153 |
5.3% |
67% |
True |
False |
39,950 |
| 20 |
3.312 |
2.527 |
0.785 |
27.5% |
0.133 |
4.7% |
41% |
False |
False |
28,216 |
| 40 |
3.777 |
2.527 |
1.250 |
43.8% |
0.107 |
3.8% |
26% |
False |
False |
19,184 |
| 60 |
4.080 |
2.527 |
1.553 |
54.5% |
0.102 |
3.6% |
21% |
False |
False |
15,078 |
| 80 |
4.160 |
2.527 |
1.633 |
57.3% |
0.099 |
3.5% |
20% |
False |
False |
12,268 |
| 100 |
4.456 |
2.527 |
1.929 |
67.6% |
0.096 |
3.4% |
17% |
False |
False |
10,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.012 |
|
2.618 |
3.628 |
|
1.618 |
3.393 |
|
1.000 |
3.248 |
|
0.618 |
3.158 |
|
HIGH |
3.013 |
|
0.618 |
2.923 |
|
0.500 |
2.896 |
|
0.382 |
2.868 |
|
LOW |
2.778 |
|
0.618 |
2.633 |
|
1.000 |
2.543 |
|
1.618 |
2.398 |
|
2.618 |
2.163 |
|
4.250 |
1.779 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.896 |
2.896 |
| PP |
2.881 |
2.881 |
| S1 |
2.867 |
2.867 |
|