NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.181 |
3.181 |
0.000 |
0.0% |
3.321 |
| High |
3.244 |
3.310 |
0.066 |
2.0% |
3.398 |
| Low |
3.129 |
3.181 |
0.052 |
1.7% |
3.150 |
| Close |
3.189 |
3.289 |
0.100 |
3.1% |
3.182 |
| Range |
0.115 |
0.129 |
0.014 |
12.2% |
0.248 |
| ATR |
0.087 |
0.090 |
0.003 |
3.5% |
0.000 |
| Volume |
4,093 |
5,204 |
1,111 |
27.1% |
13,867 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.647 |
3.597 |
3.360 |
|
| R3 |
3.518 |
3.468 |
3.324 |
|
| R2 |
3.389 |
3.389 |
3.313 |
|
| R1 |
3.339 |
3.339 |
3.301 |
3.364 |
| PP |
3.260 |
3.260 |
3.260 |
3.273 |
| S1 |
3.210 |
3.210 |
3.277 |
3.235 |
| S2 |
3.131 |
3.131 |
3.265 |
|
| S3 |
3.002 |
3.081 |
3.254 |
|
| S4 |
2.873 |
2.952 |
3.218 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.987 |
3.833 |
3.318 |
|
| R3 |
3.739 |
3.585 |
3.250 |
|
| R2 |
3.491 |
3.491 |
3.227 |
|
| R1 |
3.337 |
3.337 |
3.205 |
3.290 |
| PP |
3.243 |
3.243 |
3.243 |
3.220 |
| S1 |
3.089 |
3.089 |
3.159 |
3.042 |
| S2 |
2.995 |
2.995 |
3.137 |
|
| S3 |
2.747 |
2.841 |
3.114 |
|
| S4 |
2.499 |
2.593 |
3.046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.358 |
3.129 |
0.229 |
7.0% |
0.098 |
3.0% |
70% |
False |
False |
3,879 |
| 10 |
3.441 |
3.129 |
0.312 |
9.5% |
0.086 |
2.6% |
51% |
False |
False |
4,005 |
| 20 |
3.686 |
3.129 |
0.557 |
16.9% |
0.083 |
2.5% |
29% |
False |
False |
4,846 |
| 40 |
3.943 |
3.129 |
0.814 |
24.7% |
0.086 |
2.6% |
20% |
False |
False |
4,404 |
| 60 |
4.157 |
3.129 |
1.028 |
31.3% |
0.086 |
2.6% |
16% |
False |
False |
3,587 |
| 80 |
4.478 |
3.129 |
1.349 |
41.0% |
0.084 |
2.6% |
12% |
False |
False |
3,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.858 |
|
2.618 |
3.648 |
|
1.618 |
3.519 |
|
1.000 |
3.439 |
|
0.618 |
3.390 |
|
HIGH |
3.310 |
|
0.618 |
3.261 |
|
0.500 |
3.246 |
|
0.382 |
3.230 |
|
LOW |
3.181 |
|
0.618 |
3.101 |
|
1.000 |
3.052 |
|
1.618 |
2.972 |
|
2.618 |
2.843 |
|
4.250 |
2.633 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.275 |
3.266 |
| PP |
3.260 |
3.243 |
| S1 |
3.246 |
3.220 |
|