NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
2.975 |
2.848 |
-0.127 |
-4.3% |
2.550 |
High |
3.013 |
2.961 |
-0.052 |
-1.7% |
3.013 |
Low |
2.778 |
2.804 |
0.026 |
0.9% |
2.527 |
Close |
2.852 |
2.948 |
0.096 |
3.4% |
2.948 |
Range |
0.235 |
0.157 |
-0.078 |
-33.2% |
0.486 |
ATR |
0.140 |
0.141 |
0.001 |
0.9% |
0.000 |
Volume |
60,206 |
46,693 |
-13,513 |
-22.4% |
244,099 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.375 |
3.319 |
3.034 |
|
R3 |
3.218 |
3.162 |
2.991 |
|
R2 |
3.061 |
3.061 |
2.977 |
|
R1 |
3.005 |
3.005 |
2.962 |
3.033 |
PP |
2.904 |
2.904 |
2.904 |
2.919 |
S1 |
2.848 |
2.848 |
2.934 |
2.876 |
S2 |
2.747 |
2.747 |
2.919 |
|
S3 |
2.590 |
2.691 |
2.905 |
|
S4 |
2.433 |
2.534 |
2.862 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.287 |
4.104 |
3.215 |
|
R3 |
3.801 |
3.618 |
3.082 |
|
R2 |
3.315 |
3.315 |
3.037 |
|
R1 |
3.132 |
3.132 |
2.993 |
3.224 |
PP |
2.829 |
2.829 |
2.829 |
2.875 |
S1 |
2.646 |
2.646 |
2.903 |
2.738 |
S2 |
2.343 |
2.343 |
2.859 |
|
S3 |
1.857 |
2.160 |
2.814 |
|
S4 |
1.371 |
1.674 |
2.681 |
|
|
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 |
16.5% |
0.208 |
7.0% |
87% |
False |
False |
48,819 |
10 |
3.013 |
2.527 |
0.486 |
16.5% |
0.158 |
5.4% |
87% |
False |
False |
41,871 |
20 |
3.275 |
2.527 |
0.748 |
25.4% |
0.138 |
4.7% |
56% |
False |
False |
30,372 |
40 |
3.777 |
2.527 |
1.250 |
42.4% |
0.109 |
3.7% |
34% |
False |
False |
20,199 |
60 |
4.070 |
2.527 |
1.543 |
52.3% |
0.103 |
3.5% |
27% |
False |
False |
15,689 |
80 |
4.144 |
2.527 |
1.617 |
54.9% |
0.100 |
3.4% |
26% |
False |
False |
12,819 |
100 |
4.440 |
2.527 |
1.913 |
64.9% |
0.095 |
3.2% |
22% |
False |
False |
10,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.628 |
2.618 |
3.372 |
1.618 |
3.215 |
1.000 |
3.118 |
0.618 |
3.058 |
HIGH |
2.961 |
0.618 |
2.901 |
0.500 |
2.883 |
0.382 |
2.864 |
LOW |
2.804 |
0.618 |
2.707 |
1.000 |
2.647 |
1.618 |
2.550 |
2.618 |
2.393 |
4.250 |
2.137 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
2.926 |
2.931 |
PP |
2.904 |
2.913 |
S1 |
2.883 |
2.896 |
|