NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.998 |
2.850 |
-0.148 |
-4.9% |
2.550 |
| High |
3.015 |
2.870 |
-0.145 |
-4.8% |
3.013 |
| Low |
2.838 |
2.699 |
-0.139 |
-4.9% |
2.527 |
| Close |
2.898 |
2.738 |
-0.160 |
-5.5% |
2.948 |
| Range |
0.177 |
0.171 |
-0.006 |
-3.4% |
0.486 |
| ATR |
0.144 |
0.148 |
0.004 |
2.7% |
0.000 |
| Volume |
37,446 |
32,221 |
-5,225 |
-14.0% |
244,099 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.282 |
3.181 |
2.832 |
|
| R3 |
3.111 |
3.010 |
2.785 |
|
| R2 |
2.940 |
2.940 |
2.769 |
|
| R1 |
2.839 |
2.839 |
2.754 |
2.804 |
| PP |
2.769 |
2.769 |
2.769 |
2.752 |
| S1 |
2.668 |
2.668 |
2.722 |
2.633 |
| S2 |
2.598 |
2.598 |
2.707 |
|
| S3 |
2.427 |
2.497 |
2.691 |
|
| S4 |
2.256 |
2.326 |
2.644 |
|
|
| 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 |
3.015 |
2.699 |
0.316 |
11.5% |
0.173 |
6.3% |
12% |
False |
True |
44,239 |
| 10 |
3.015 |
2.527 |
0.488 |
17.8% |
0.172 |
6.3% |
43% |
False |
False |
43,193 |
| 20 |
3.259 |
2.527 |
0.732 |
26.7% |
0.145 |
5.3% |
29% |
False |
False |
33,084 |
| 40 |
3.735 |
2.527 |
1.208 |
44.1% |
0.113 |
4.1% |
17% |
False |
False |
21,517 |
| 60 |
3.978 |
2.527 |
1.451 |
53.0% |
0.106 |
3.9% |
15% |
False |
False |
16,645 |
| 80 |
4.121 |
2.527 |
1.594 |
58.2% |
0.102 |
3.7% |
13% |
False |
False |
13,628 |
| 100 |
4.440 |
2.527 |
1.913 |
69.9% |
0.097 |
3.5% |
11% |
False |
False |
11,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.597 |
|
2.618 |
3.318 |
|
1.618 |
3.147 |
|
1.000 |
3.041 |
|
0.618 |
2.976 |
|
HIGH |
2.870 |
|
0.618 |
2.805 |
|
0.500 |
2.785 |
|
0.382 |
2.764 |
|
LOW |
2.699 |
|
0.618 |
2.593 |
|
1.000 |
2.528 |
|
1.618 |
2.422 |
|
2.618 |
2.251 |
|
4.250 |
1.972 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.785 |
2.857 |
| PP |
2.769 |
2.817 |
| S1 |
2.754 |
2.778 |
|